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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,875
COMMITMENTS
   3,552       55      839   41,127   44,736   45,518   45,630      357      245

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -9,247)
  -1,485      -34      314   -7,958   -9,520   -9,129   -9,240     -118       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.1      1.8     89.7     97.5     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        2        2       30       36       35       40
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,691
COMMITMENTS
     600      145       50   22,785   23,100   23,435   23,295      256      396

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -2,950)
    -285       25      -25   -2,545   -2,930   -2,855   -2,930      -95      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.6      0.2     96.2     97.5     98.9     98.3      1.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        1       28       29       30       31
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,379
COMMITMENTS
     858        0      371    4,898    5,860    6,127    6,231    1,252    1,148

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -499)
     -87      -52      -84     -188     -453     -359     -589     -140       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.0      5.0     66.4     79.4     83.0     84.4     17.0     15.6

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,575
COMMITMENTS
     292      681      245    9,972    9,911   10,509   10,837    1,066      738

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -2,284)
     -54     -171      -14   -2,115   -1,993   -2,183   -2,178     -101     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      5.9      2.1     86.2     85.6     90.8     93.6      9.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        4        3       38       43       41       49
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,916
COMMITMENTS
     140        0        0    8,213    8,115    8,353    8,115      563      801

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -2,163)
     -60     -114       -5   -1,899   -1,805   -1,964   -1,924     -199     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     92.1     91.0     93.7     91.0      6.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        0        0       40       45       43       45
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,651
COMMITMENTS
     560       75        0    2,105    2,767    2,665    2,842      986      809

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -421)
       0      -30        0     -279     -352     -279     -382     -142      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      2.1      0.0     57.7     75.8     73.0     77.8     27.0     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       14       17       16       18
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,446
COMMITMENTS
       0        0        0    1,617    1,841    1,617    1,841      829      605

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -582)
     -95        0        0     -460     -543     -555     -543      -27      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     66.1     75.3     66.1     75.3     33.9     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       15       18       15
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      286,745
COMMITMENTS
  33,801   15,436   51,893  157,169  186,454  242,862  253,783   43,882   32,962

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -8,299)
     178   -1,019      297   -8,255   -8,089   -7,781   -8,811     -519      512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      5.4     18.1     54.8     65.0     84.7     88.5     15.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      33       23       38       63       64      115      114
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,337
COMMITMENTS
     448        0      150   16,453   16,774   17,051   16,924      286      413

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -6,528)
      91     -200      109   -6,171   -6,280   -5,971   -6,371     -557     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      0.9     94.9     96.8     98.4     97.6      1.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        0        1       39       44       42       45
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,320
COMMITMENTS
     305        0        0   17,881   19,110   18,186   19,110    2,134    1,210

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -960)
     140        0        0     -950   -1,090     -810   -1,090     -150      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     88.0     94.0     89.5     94.0     10.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       24       24       26       24
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,112
COMMITMENTS
   6,174        0       50   12,588   16,737   18,812   16,787      300    2,325

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -858)
   3,135      -25   -1,455   -2,538      622     -858     -858        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3      0.0      0.3     65.9     87.6     98.4     87.8      1.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       13       14       17       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      903,105
COMMITMENTS
 145,547  178,368  339,561  333,251  341,058  818,359  858,988   84,746   44,117

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     13,171)
   3,853    8,341      668    6,340      583   10,860    9,592    2,311    3,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     19.8     37.6     36.9     37.8     90.6     95.1      9.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      71       80      105       82       68      223      195
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,259
COMMITMENTS
   3,732        0    3,237   79,405   82,574   86,374   85,811    7,885    8,448

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:      1,979)
   1,786        0     -317      178    2,314    1,647    1,997      332      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      3.4     84.2     87.6     91.6     91.0      8.4      9.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,301
COMMITMENTS
   1,884   11,474    2,172   45,325   29,439   49,381   43,085    9,920   16,216

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -3,785)
    -206   -1,400      711   -4,277   -2,656   -3,772   -3,345      -13     -440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     19.3      3.7     76.4     49.6     83.3     72.7     16.7     27.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,630
COMMITMENTS
   3,694    3,050    2,574   64,644   62,360   70,912   67,984    8,718   11,646

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -6,671)
    -465     -372      772   -6,517   -6,699   -6,210   -6,299     -461     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      3.8      3.2     81.2     78.3     89.1     85.4     10.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       24       25       28       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,764
COMMITMENTS
       0        0        0   84,827   85,197   84,827   85,197   11,937   11,567

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -4,168)
       0        0        0   -3,212   -3,121   -3,212   -3,121     -956   -1,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.7     88.0     87.7     88.0     12.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       24       21       24       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,384
COMMITMENTS
   1,020    3,796    4,372   77,093   74,106   82,485   82,274    4,899    5,110

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -8,629)
    -340     -147     -254   -7,406   -6,528   -8,000   -6,929     -629   -1,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      4.3      5.0     88.2     84.8     94.4     94.2      5.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        4        3       27       27       31       31
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,839
COMMITMENTS
       0    7,814    7,317  108,776  102,350  116,093  117,481    7,746    6,358

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -7,581)
    -895    1,520   -1,750   -5,827   -6,340   -8,472   -6,570      891   -1,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.3      5.9     87.8     82.6     93.7     94.9      6.3      5.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,618
COMMITMENTS
     909   10,097   14,270   57,339   46,762   72,518   71,129    5,100    6,489

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -326)
     292    2,721   -3,580    4,366    1,441    1,078      582   -1,404     -908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     13.0     18.4     73.9     60.2     93.4     91.6      6.6      8.4

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,309
COMMITMENTS
   1,252        0      310   44,838   47,139   46,400   47,449   12,909   11,860

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -3,701)
    -124        0        0     -264   -3,248     -388   -3,248   -3,313     -453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      0.5     75.6     79.5     78.2     80.0     21.8     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       23       19       24       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,640
COMMITMENTS
   1,824    6,044    7,316   81,226   74,016   90,366   87,376    7,274   10,264

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -6,254)
  -1,575   -1,952    1,417   -6,913   -5,641   -7,071   -6,176      817      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      6.2      7.5     83.2     75.8     92.6     89.5      7.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        5       26       25       31       30
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,080,089
COMMITMENTS
  25,952  157,234  715,814  1333140  1203007  2074905  2076056    5,184    4,033

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:      2,524)
   2,235   -3,477      304   -1,709    5,372      830    2,199    1,694      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      7.6     34.4     64.1     57.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      38       34       64       60       59      128      127
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,222
COMMITMENTS
       0    9,507    1,817   54,791   39,587   56,608   50,911    3,614    9,311

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -4,719)
       0   -2,155       32   -4,483   -2,082   -4,451   -4,205     -268     -514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.8      3.0     91.0     65.7     94.0     84.5      6.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       13       13       15       15
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| 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 04/28/09 (CHANGE IN OPEN INTEREST:     -9,531)
       0     -620        0   -9,221   -8,663   -9,221   -9,283     -310     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      223,418
COMMITMENTS
   9,200   11,088    6,967  196,224  195,230  212,391  213,285   11,027   10,133

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -9,378)
    -112   -1,553     -834   -8,184   -6,410   -9,130   -8,797     -248     -581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.0      3.1     87.8     87.4     95.1     95.5      4.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        1        6       36       31       43       37
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      161,681
COMMITMENTS
   1,425    4,348    2,295  143,833  149,636  147,553  156,279   14,128    5,402

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -6,573)
     465      798     -723   -5,069   -5,465   -5,327   -5,390   -1,246   -1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.7      1.4     89.0     92.6     91.3     96.7      8.7      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      272,107
COMMITMENTS
  11,124        0   16,596  226,231  239,693  253,951  256,289   18,156   15,818

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:    -14,288)
  -1,178   -2,138   -1,896   -9,345  -11,211  -12,419  -15,245   -1,869      957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.0      6.1     83.1     88.1     93.3     94.2      6.7      5.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,706
COMMITMENTS
       0    3,365    1,270   91,749   88,286   93,019   92,921    7,687    7,785

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -5,394)
       0     -157       -9   -5,110   -4,573   -5,119   -4,739     -275     -655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.3      1.3     91.1     87.7     92.4     92.3      7.6      7.7

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,826
COMMITMENTS
     668        0        0   51,207   49,631   51,875   49,631    3,951    6,195

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -2,683)
     248        0     -248   -2,433   -1,943   -2,433   -2,191     -250     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.0     91.7     88.9     92.9     88.9      7.1     11.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,963,488
COMMITMENTS
 661,435  122,572  925,031  1339130  1902679  2925596  2950282   37,892   13,206

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:   -176,022)
  26,967   -9,593  -79,466 -111,997  -84,515 -164,496 -173,574  -11,526   -2,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      4.1     31.2     45.2     64.2     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      32       23       50      100       98      155      149
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,218,484
COMMITMENTS
 169,783   85,994  269,162  773,546  859,676  1212491  1214832    5,993    3,652

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     33,377)
    -856    1,081   21,064   13,919   11,966   34,127   34,111     -750     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      7.1     22.1     63.5     70.6     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      20       24       38       39       39       79       81
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      114,376
COMMITMENTS
   2,864    2,168    9,210  101,137  102,872  113,211  114,251    1,165      125

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -5,016)
    -638      131     -356   -4,199   -4,769   -5,193   -4,994      177      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.9      8.1     88.4     89.9     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        4        8       35       34       45       42
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,460
COMMITMENTS
       0        0        0    7,332    7,096    7,332    7,096      128      364

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -572)
       0        0        0     -572     -550     -572     -550        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.3     95.1     98.3     95.1      1.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       13       13       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       31,960
COMMITMENTS
   2,924        0      334   26,792   29,915   30,050   30,249    1,909    1,711

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -1,982)
     -23        0       -6   -2,244   -1,978   -2,273   -1,984      290        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.0      1.0     83.8     93.6     94.0     94.6      6.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       18       16       19       17
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,844
COMMITMENTS
       0        0        0   14,941   14,300   14,941   14,300      903    1,544

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:        217)
       0        0        0      259      237      259      237      -42      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.3     90.3     94.3     90.3      5.7      9.7

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,585
COMMITMENTS
      70      640      480   24,931   26,347   25,481   27,467    3,104    1,118

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -911)
    -100      -20      -40     -987   -1,032   -1,127   -1,092      216      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.2      1.7     87.2     92.2     89.1     96.1     10.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       23       20       25       21
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,287
COMMITMENTS
       0        0        0   25,785   25,499   25,785   25,499      502      788

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -798)
       0        0        0     -992     -766     -992     -766      194      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,666
COMMITMENTS
     880        0        0   10,166   11,188   11,046   11,188    1,620    1,478

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -337)
     -20        0        0     -350     -639     -370     -639       33      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.0      0.0     80.3     88.3     87.2     88.3     12.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       16       16       16
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,495
COMMITMENTS
       5        0        0   18,249   18,613   18,254   18,613    1,241      882

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -224)
       0      -18      -30     -482     -564     -512     -612      288      388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.6     95.5     93.6     95.5      6.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       17       18       18       18
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       97,745
COMMITMENTS
   6,167    8,645        0   91,578   89,100   97,745   97,745        0        0

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      8.8      0.0     93.7     91.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       11        8       12       10
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,638,560
COMMITMENTS
  79,488   93,120        0  1559072  1545440  1638560  1638560        0        0

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -3,936)
  -7,840   -3,680        0    3,904     -256   -3,936   -3,936        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      5.7      0.0     95.1     94.3    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      148,948
COMMITMENTS
  13,855    6,837        0  135,093  140,831  148,948  147,668        0    1,280

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -5,408)
     378     -330     -880   -4,906   -4,198   -5,408   -5,408        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      4.6      0.0     90.7     94.6    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       17       25       20       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,425,108
COMMITMENTS
 112,344   50,248   27,336  2285428  2347524  2425108  2425108        0        0

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:    -39,054)
  18,432   -7,840  -10,672  -46,814  -20,542  -39,054  -39,054        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      2.1      1.1     94.2     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       17       22       19       25
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,534
COMMITMENTS
       0        0        0   17,694   18,425   17,694   18,425      840      109

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -1,418)
       0        0        0   -1,917   -1,467   -1,917   -1,467      499       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.5     99.4     95.5     99.4      4.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       23       23       23       23
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,328
COMMITMENTS
       0        0        0    5,204    6,172    5,204    6,172    1,124      156

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -601)
       0        0        0     -539     -635     -539     -635      -62       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     82.2     97.5     82.2     97.5     17.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       18       19       18
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,156
COMMITMENTS
       0        0        0    7,957    8,006    7,957    8,006      199      150

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:        -96)
       0        0        0     -105     -186     -105     -186       10       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.6     98.2     97.6     98.2      2.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       18       17       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,703,379
COMMITMENTS
 177,874  108,595  940,625  1481094  1554329  2599593  2603549  103,786   99,830

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     47,412)
  -2,838    4,777   22,718    9,832   12,807   29,712   40,302   17,700    7,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      4.0     34.8     54.8     57.5     96.2     96.3      3.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     114      101      173       85       97      299      283
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       98,802
COMMITMENTS
   2,723   18,495   29,048   64,097   48,439   95,869   95,982    2,933    2,820

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:      2,877)
  -1,636      687    1,886    2,279      -34    2,529    2,539      348      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     18.7     29.4     64.9     49.0     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        8       13       11       12       25       26
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      205,715
COMMITMENTS
  19,311   26,910   11,214  138,105  119,448  168,630  157,572   37,085   48,143

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -5,294)
     954     -596   -1,488   -2,271    1,057   -2,805   -1,027   -2,489   -4,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     13.1      5.5     67.1     58.1     82.0     76.6     18.0     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        5        5       24       24       30       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      209,066
COMMITMENTS
  21,237   18,930   64,494  119,414  122,298  205,145  205,722    3,920    3,343

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:      5,189)
     343     -982    3,587      784    2,154    4,713    4,759      476      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      9.1     30.8     57.1     58.5     98.1     98.4      1.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      29       17       42       26       28       70       72
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      511,001
COMMITMENTS
  20,502   17,265   72,917  384,271  388,743  477,690  478,925   33,310   32,076

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:    -12,903)
    -337      224   -4,739   -9,479  -10,501  -14,555  -15,015    1,652    2,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      3.4     14.3     75.2     76.1     93.5     93.7      6.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        8       28       28       36       36
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       66,805
COMMITMENTS
   5,061    2,541    2,000   57,756   60,224   64,817   64,765    1,988    2,040

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:    -12,246)
     -99       25      100  -12,321  -11,601  -12,320  -11,476       74     -770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      3.8      3.0     86.5     90.1     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        4        2       38       43       45       48
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      204,345
COMMITMENTS
  25,008   36,105   40,650  130,644  119,435  196,302  196,190    8,043    8,155

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:      3,761)
     308    1,186      636    2,683    1,872    3,627    3,694      134       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     17.7     19.9     63.9     58.4     96.1     96.0      3.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       18       27       21       21       51       52
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,726
COMMITMENTS
   2,471    2,645    4,288   22,636   23,972   29,395   30,905    6,331    4,821

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -237)
    -793        0        0      513      -54     -280      -54       43     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      7.4     12.0     63.4     67.1     82.3     86.5     17.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        6       12       13       19       19
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,673
COMMITMENTS
       0    1,365    1,260   46,082   41,209   47,342   43,834   11,331   14,839

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -6,360)
       0     -205        0   -6,200   -7,337   -6,200   -7,542     -160    1,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      2.1     78.5     70.2     80.7     74.7     19.3     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       18       14       19       15
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      110,398
COMMITMENTS
   5,931    3,135    8,358   49,772   60,860   64,061   72,353   46,337   38,045

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -1,277)
     332     -688      376   -5,391   -1,362   -4,683   -1,674    3,406      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      2.8      7.6     45.1     55.1     58.0     65.5     42.0     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        4       16       17       20       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,450
COMMITMENTS
   1,185    3,808      750   35,595   32,965   37,530   37,523      920      927

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -4,284)
     390   -1,423     -240   -4,069   -2,769   -3,919   -4,432     -365      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      9.9      2.0     92.6     85.7     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        6        1       27       34       28       41
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,342
COMMITMENTS
   9,471    3,594       34    2,803    9,887   12,308   13,515    2,034      827

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:        609)
     565      547      -29      131     -133      667      385      -58      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.0     25.1      0.2     19.5     68.9     85.8     94.2     14.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      46       17        1       16       24       63       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       20,510
COMMITMENTS
   9,913    3,096        6    6,967   15,821   16,886   18,923    3,624    1,587

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:        743)
     203     -243        4      577      821      784      582      -41      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.3     15.1      0.0     34.0     77.1     82.3     92.3     17.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      39       14        2       11       23       52       37
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      251,168
COMMITMENTS
  59,129    7,759   35,188  131,787  188,595  226,104  231,542   25,064   19,626

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:      8,246)
   6,858   -3,417    2,308   -4,756    8,161    4,410    7,052    3,836    1,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      3.1     14.0     52.5     75.1     90.0     92.2     10.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      64       21       43       72       86      151      138
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,195
COMMITMENTS
   1,050      600        0    7,045    6,775    8,095    7,375      100      820

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -1,473)
    -100        0        0   -1,199   -1,323   -1,299   -1,323     -174     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      7.3      0.0     86.0     82.7     98.8     90.0      1.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       23       25       25       26
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,479
COMMITMENTS
   1,411        0        1   29,353   32,164   30,765   32,165    1,714      314

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -914)
     -64        0     -100   -1,095   -1,049   -1,259   -1,149      345      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      0.0     90.4     99.0     94.7     99.0      5.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        0        1       34       26       37       27
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,048
COMMITMENTS
   1,004        0       95   23,364   23,835   24,463   23,930      585    1,118

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -2,505)
      20        0      -35   -2,460   -2,475   -2,475   -2,510      -30        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      0.4     93.3     95.2     97.7     95.5      2.3      4.5

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,893
COMMITMENTS
     200       50        0   16,094   16,593   16,294   16,643      599      250

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -2,385)
     -50       50        0   -2,335   -2,335   -2,385   -2,285        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.3      0.0     95.3     98.2     96.5     98.5      3.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       26       23       27       24
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,202
COMMITMENTS
       0      531        0    3,012    2,880    3,012    3,411    1,190      791

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:       -521)
       0     -104        0     -309     -348     -309     -452     -212      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.6      0.0     71.7     68.5     71.7     81.2     28.3     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       16       17       16       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,060
COMMITMENTS
      75        0        0   17,100   17,870   17,175   17,870      885      190

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -1,961)
      75        0        0   -1,904   -1,956   -1,829   -1,956     -132       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     94.7     98.9     95.1     98.9      4.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       21       10       22       10
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,114
COMMITMENTS
   1,496      960      189   21,888   23,727   23,573   24,876    2,541    1,238

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -1,070)
     817        0       48   -1,421   -1,502     -556   -1,454     -514      384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      3.7      0.7     83.8     90.9     90.3     95.3      9.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        2       27       27       32       31
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,297
COMMITMENTS
     885        0        0    8,735    9,885    9,620    9,885      677      412

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -1,343)
     360     -720        0   -1,682     -624   -1,322   -1,344      -21        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.0      0.0     84.8     96.0     93.4     96.0      6.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       23       21       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,424
COMMITMENTS
   4,347    4,399      489   45,076   47,267   49,912   52,155    4,512    2,269

CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST:     -1,714)
     290     -661      -75   -1,758     -941   -1,543   -1,677     -171      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      8.1      0.9     82.8     86.8     91.7     95.8      8.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        2        4       27       33       33       38
```

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Updated May 08, 2009