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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,213
COMMITMENTS
   3,768       25      764   42,365   46,234   46,897   47,023      316      190

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      1,086)
       0      -30     -300    1,417    1,411    1,117    1,081      -31        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.1      1.6     89.7     97.9     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        2       30       37       35       40
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,352
COMMITMENTS
     600      145       50   23,497   23,872   24,147   24,067      205      285

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       45       45       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.6      0.2     96.5     98.0     99.2     98.8      0.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        1       31       33       33       35
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,453
COMMITMENTS
     748        0      491    4,969    5,805    6,208    6,296    1,245    1,157

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:         45)
     -55        0       60       54       -8       59       52      -14       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      0.0      6.6     66.7     77.9     83.3     84.5     16.7     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       18       19       19       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,285
COMMITMENTS
     301      749      243   10,508   10,346   11,052   11,338    1,233      947

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        376)
      -5       53        7      380      243      382      303       -6       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      6.1      2.0     85.5     84.2     90.0     92.3     10.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        4        3       39       45       42       51
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,638
COMMITMENTS
     150        0        0    8,742    8,696    8,892    8,696      746      942

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        640)
      10        0        0      500      542      510      542      130       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     90.7     90.2     92.3     90.2      7.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        0        0       40       51       43       51
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,314
COMMITMENTS
      44        0      133    4,383    5,149    4,560    5,282    1,754    1,032

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      2.1     69.4     81.5     72.2     83.7     27.8     16.3

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 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,842
COMMITMENTS
     720       75        0    2,174    2,950    2,894    3,025      948      817

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        -49)
       0        0        0       84       20       84       20     -133      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      2.0      0.0     56.6     76.8     75.3     78.7     24.7     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       18       16       19
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,743
COMMITMENTS
       0        0        0    1,804    2,042    1,804    2,042      939      701

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:         56)
       0        0        0       27       26       27       26       29       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     65.8     74.4     65.8     74.4     34.2     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       16       20       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      260,622
COMMITMENTS
  33,611   13,475   40,400  146,177  176,853  220,188  230,728   40,434   29,894

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      2,216)
     389      389    2,461    1,025     -513    3,875    2,337   -1,659     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      5.2     15.5     56.1     67.9     84.5     88.5     15.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      32       22       41       68       62      122      111
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       21,159
COMMITMENTS
     565       50      475   19,450   19,633   20,490   20,158      669    1,001

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      1,882)
       0       50      325    1,357    1,119    1,682    1,494      200      388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.2      2.2     91.9     92.8     96.8     95.3      3.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        1        3       39       47       44       50
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,482
COMMITMENTS
     305        0        0   19,743   21,122   20,048   21,122    2,434    1,360

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        550)
       0        0        0      250      400      250      400      300      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     87.8     94.0     89.2     94.0     10.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        0       23       26       25       26
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,718
COMMITMENTS
   6,324        0       20   13,074   17,373   19,418   17,393      300    2,325

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        150)
    -450        0        0      600      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      0.0      0.1     66.3     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 05/19/09                         |
--------------------------------------------------------------| 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 05/12/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      680,523
COMMITMENTS
  79,964  215,174  240,947  278,551  187,130  599,462  643,251   81,061   37,272

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:     -5,590)
  -8,105   -4,632   -5,122   10,722    7,826   -2,505   -1,928   -3,085   -3,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     31.6     35.4     40.9     27.5     88.1     94.5     11.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      66       80      106       82       60      220      187
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,968
COMMITMENTS
   1,598      215    2,987   80,378   81,102   84,963   84,304    8,005    8,664

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:       -322)
    -781      215        7      332     -332     -442     -110      120     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.2      3.2     86.5     87.2     91.4     90.7      8.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       22       26       25       29
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,064
COMMITMENTS
   1,762   10,128    2,549   45,927   30,139   50,238   42,816    9,826   17,248

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:       -369)
    -122   -1,465      346     -499    1,105     -275      -14      -94     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     16.9      4.2     76.5     50.2     83.6     71.3     16.4     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        4       15       16       19       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,651
COMMITMENTS
   3,694    1,562    2,752   69,305   67,483   75,751   71,797    7,900   11,854

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      1,322)
       0   -1,188      118    1,204    1,542    1,322      472        0      850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      1.9      3.3     82.9     80.7     90.6     85.8      9.4     14.2

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 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,415
COMMITMENTS
       0        0        0   87,012   87,848   87,012   87,848   12,403   11,567

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      2,014)
       0        0        0    2,014    2,014    2,014    2,014        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.5     88.4     87.5     88.4     12.5     11.6

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 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,008
COMMITMENTS
   1,020    9,918    3,915   80,066   73,699   85,001   87,532    8,007    5,476

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        -69)
       0      748     -651      462     -226     -189     -129      120       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     10.7      4.2     86.1     79.2     91.4     94.1      8.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        3       25       26       29       30
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,138
COMMITMENTS
       0    6,853    7,740  110,461  104,211  118,201  118,804    7,937    7,334

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        497)
       0     -380      -76      573      953      497      497        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      6.1     87.6     82.6     93.7     94.2      6.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       22       31       25       34
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,507
COMMITMENTS
   3,183    9,623   14,034   55,919   45,518   73,136   69,175    5,371    9,332

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:       -274)
     122     -272      -92     -424     -508     -394     -872      120      598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     12.3     17.9     71.2     58.0     93.2     88.1      6.8     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       13       14       16       17
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,697
COMMITMENTS
   1,252        0      310   46,047   53,876   47,609   54,186   14,088    7,511

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        217)
       0        0        0     -485    5,296     -485    5,296      702   -5,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.5     74.6     87.3     77.2     87.8     22.8     12.2

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 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,728
COMMITMENTS
   1,347    5,480    7,105   84,948   79,819   93,400   92,404    8,328    9,324

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      2,407)
     -85   -1,076      452    2,082    3,031    2,449    2,407      -42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.4      7.0     83.5     78.5     91.8     90.8      8.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        5       28       28       33       33
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,341
COMMITMENTS
       0    4,841    4,817   52,352   43,984   57,169   53,642    5,172    8,699

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      1,622)
    -111      -97      613    1,120    1,106    1,622    1,622        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.8      7.7     84.0     70.6     91.7     86.0      8.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       12       14       14       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      131,890
COMMITMENTS
       0    7,552        0  130,612  121,410  130,612  128,962    1,278    2,928

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.7      0.0     99.0     92.1     99.0     97.8      1.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       14       16       14       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      224,602
COMMITMENTS
   8,834    9,936    5,517  201,261  202,630  215,612  218,083    8,990    6,519

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        727)
    -144       60     -745    1,680    5,027      791    4,342      -64   -3,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      4.4      2.5     89.6     90.2     96.0     97.1      4.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        1        6       42       34       49       40
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      162,023
COMMITMENTS
   1,425    4,147    2,347  147,322  152,981  151,094  159,475   10,929    2,548

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:         87)
       0      -93        0    3,437    3,042    3,437    2,949   -3,350   -2,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.6      1.4     90.9     94.4     93.3     98.4      6.7      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 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      276,422
COMMITMENTS
  16,287        0   13,647  229,491  246,537  259,425  260,184   16,997   16,238

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      3,832)
  -3,742        0      968    7,189    2,974    4,415    3,942     -583     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.0      4.9     83.0     89.2     93.9     94.1      6.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        0        5       42       41       47       46
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| 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 05/12/09 (CHANGE IN OPEN INTEREST:     -1,309)
       0        0        0   -1,309   -1,309   -1,309   -1,309        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      1.3     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
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,084
COMMITMENTS
     668        0        0   53,465   51,461   54,133   51,461    3,951    6,623

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        160)
       0        0        0      160     -268      160     -268        0      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     92.0     88.6     93.2     88.6      6.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       19       18       20       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,128,989
COMMITMENTS
 697,413  131,292  1009543  1386715  1976043  3093671  3116878   35,318   12,111

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:    119,075)
  18,890   11,152   67,162   36,053   41,754  122,105  120,068   -3,030     -993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      4.2     32.3     44.3     63.2     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      31       24       48      103       99      155      151
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,315,290
COMMITMENTS
 213,479   53,596  316,932  777,410  941,135  1307821  1311663    7,469    3,627

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:     55,574)
  14,467  -26,169   32,601    7,984   49,458   55,052   55,890      522     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      4.1     24.1     59.1     71.6     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30       17       39       41       41       85       83
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,099
COMMITMENTS
   1,202      818    1,672   31,718   33,526   34,592   36,016    1,507       83

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      2,110)
       0        0      -24    2,066    2,134    2,042    2,110       68        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      2.3      4.6     87.9     92.9     95.8     99.8      4.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        2        5       32       30       39       35
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,714
COMMITMENTS
       0        0        0    7,286    7,372    7,286    7,372      428      342

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        128)
       0        0        0       84      128       84      128       44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.5     95.6     94.5     95.6      5.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       15       13       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,279
COMMITMENTS
   3,234        0      104   16,258   19,643   19,596   19,747    1,683    1,532

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        198)
       0        0        0      402      230      402      230     -204      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.0      0.5     76.4     92.3     92.1     92.8      7.9      7.2

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 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,167
COMMITMENTS
       0        0        0   15,272   14,499   15,272   14,499      895    1,668

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        672)
       0        0        0      672      600      672      600        0       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.5     89.7     94.5     89.7      5.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       13       17       13
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,628
COMMITMENTS
     200      640      530   27,546   28,710   28,276   29,880    2,352      748

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      1,591)
     120        0     -120    1,531    1,791    1,531    1,671       60      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.1      1.7     89.9     93.7     92.3     97.6      7.7      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 05/19/09                         |
--------------------------------------------------------------| 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 05/12/09 (CHANGE IN OPEN INTEREST:        984)
       0        0        0      984      984      984      984        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 05/19/09                         |
--------------------------------------------------------------| 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   10,262   11,968   11,142   11,968    1,744      918

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        172)
       0        0        0       88      412       88      412       84     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.0      0.0     79.6     92.9     86.5     92.9     13.5      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 05/19/09                         |
--------------------------------------------------------------| 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:       12,680
COMMITMENTS
       0        0        0   12,286   11,718   12,286   11,718      394      962

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.9     92.4     96.9     92.4      3.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       17       21       17
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       18,694
COMMITMENTS
     670    3,272      200   17,568   15,222   18,438   18,694      256        0

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        256)
       0      256        0        0        0        0      256      256        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     17.5      1.1     94.0     81.4     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       10       10       11       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       99,684
COMMITMENTS
   6,277    8,645        0   93,407   91,039   99,684   99,684        0        0

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        270)
     110        0        0      160      270      270      270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      8.7      0.0     93.7     91.3    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 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,652,504
COMMITMENTS
  79,488   93,120        0  1573016  1559384  1652504  1652504        0        0

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      147,868
COMMITMENTS
  14,551    6,947        0  133,317  139,641  147,868  146,588        0    1,280

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:     -3,313)
     696      110        0   -4,009   -3,423   -3,313   -3,313        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      4.7      0.0     90.2     94.4    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
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,378,552
COMMITMENTS
 128,448   58,088   27,336  2222768  2293128  2378552  2378552        0        0

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:    -71,676)
   8,344    7,840        0  -80,020  -79,516  -71,676  -71,676        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      2.4      1.1     93.5     96.4    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 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      504,191
COMMITMENTS
   4,664   70,000        0  499,527  434,191  504,191  504,191        0        0

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:     11,040)
       0        0        0   11,040   11,040   11,040   11,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     13.9      0.0     99.1     86.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       10       12       11       13
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,373
COMMITMENTS
       0        0        0   17,508   18,248   17,508   18,248      865      125

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.3     99.3     95.3     99.3      4.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       23       24       23
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,369
COMMITMENTS
       0        0        0    5,310    6,229    5,310    6,229    1,059      140

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        214)
       0        0        0      289      214      289      214      -75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     83.4     97.8     83.4     97.8     16.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       16       20       16
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,061
COMMITMENTS
       0        0        0    8,787    8,836    8,787    8,836      274      225

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        652)
       0        0        0      532      577      532      577      120       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.0     97.5     97.0     97.5      3.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       18       17       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,093,976
COMMITMENTS
 175,047  139,810  257,340  578,870  626,843  1011257  1023993   82,719   69,983

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:   -152,830)
   4,056  -28,115  -19,966  -94,279  -63,434 -110,189 -111,515  -42,641  -41,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     12.8     23.5     52.9     57.3     92.4     93.6      7.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      82       96      130       78       93      245      247
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      212,217
COMMITMENTS
  25,256   32,163   10,394  144,254  113,894  179,904  156,451   32,313   55,766

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      3,481)
   5,520      768     -339    3,063    3,157    8,244    3,586   -4,763     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     15.2      4.9     68.0     53.7     84.8     73.7     15.2     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        5        6       23       24       30       31
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       74,511
COMMITMENTS
   5,239    2,391    2,410   64,488   67,281   72,137   72,082    2,374    2,429

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      5,854)
    -122      -75      135    5,455    5,455    5,468    5,515      386      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      3.2      3.2     86.5     90.3     96.8     96.7      3.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8        2        4       37       43       46       48
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      180,168
COMMITMENTS
  22,001   46,473   24,081  124,991  102,030  171,073  172,584    9,095    7,584

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:    -23,470)
  -5,043    7,963  -13,132   -5,354  -17,341  -23,529  -22,510       59     -960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     25.8     13.4     69.4     56.6     95.0     95.8      5.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       17       24       19       19       46       47
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,892
COMMITMENTS
   2,971    2,725    5,649   23,659   25,161   32,279   33,535    5,613    4,357

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      2,166)
     500       80    1,361    1,023    1,189    2,884    2,630     -718     -464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      7.2     14.9     62.4     66.4     85.2     88.5     14.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        7       11       12       20       19
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       63,403
COMMITMENTS
       0    1,465    1,260   49,052   46,144   50,312   48,869   13,091   14,534

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        561)
       0      100        0      526      126      526      226       35      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      2.0     77.4     72.8     79.4     77.1     20.6     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       19       15       20       16
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      112,294
COMMITMENTS
   6,903    3,854    8,031   49,059   62,845   63,993   74,730   48,301   37,564

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        510)
     -90      389      -75       83    1,064      -82    1,378      592     -868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      3.4      7.2     43.7     56.0     57.0     66.5     43.0     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 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,345
COMMITMENTS
   1,910    3,708      850   37,665   35,860   40,425   40,418      920      927

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      1,875)
     725     -100      100    1,150    1,825    1,975    1,825     -100       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      9.0      2.1     91.1     86.7     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 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,488
COMMITMENTS
  10,579    3,705      342    3,121   11,819   14,042   15,866    2,446      622

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        956)
     107       58      264      357      482      728      804      228      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.2     22.5      2.1     18.9     71.7     85.2     96.2     14.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      55       17        2       18       30       74       49
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       21,174
COMMITMENTS
  10,523    3,415        8    7,052   15,985   17,583   19,408    3,591    1,766

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        574)
     551      415        0      -46      -68      505      347       69      227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.7     16.1      0.0     33.3     75.5     83.0     91.7     17.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      38       16        2       10       22       50       38
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      230,487
COMMITMENTS
  65,781    9,707   18,284  127,506  188,090  211,571  216,081   18,916   14,406

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:     18,835)
   1,046    1,049    5,040   11,476   12,666   17,562   18,755    1,273       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      4.2      7.9     55.3     81.6     91.8     93.7      8.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      61       22       44       76       90      159      141
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,325
COMMITMENTS
   1,150      900        0    8,025    7,555    9,175    8,455      150      870

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        600)
     100        0        0      450      550      550      550       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      9.7      0.0     86.1     81.0     98.4     90.7      1.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        0       23       29       26       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,036
COMMITMENTS
   1,361        0      101   33,195   35,536   34,657   35,637    1,379      399

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      1,023)
     -50        0      100      943      888      993      988       30       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      0.3     92.1     98.6     96.2     98.9      3.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        0        1       35       28       38       29
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,833
COMMITMENTS
     979        0      170   24,139   24,550   25,288   24,720      545    1,113

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        635)
    -100        0      100      675      525      675      625      -40       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      0.7     93.4     95.0     97.9     95.7      2.1      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 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,036
COMMITMENTS
     200       50        0   19,212   19,886   19,412   19,936      624      100

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        955)
       0        0        0      655      955      655      955      300        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.2      0.0     95.9     99.3     96.9     99.5      3.1      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 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,437
COMMITMENTS
       0      531        0    3,332    3,032    3,332    3,563    1,105      874

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        108)
       0        0        0       88       56       88       56       20       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.0      0.0     75.1     68.3     75.1     80.3     24.9     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       18       17       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,600
COMMITMENTS
     150        0        0   17,565   18,410   17,715   18,410      885      190

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:        336)
      75        0        0      261      336      336      336        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     94.4     99.0     95.2     99.0      4.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       21       11       22       11
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,318
COMMITMENTS
   2,000      768      114   22,537   25,354   24,651   26,236    2,667    1,082

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:         88)
     135        0      -75       28      163       88       88        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      2.8      0.4     82.5     92.8     90.2     96.0      9.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        1        2       26       30       32       33
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,527
COMMITMENTS
     992       60       50    8,889   10,096    9,931   10,206      596      321

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:       -310)
    -141       60       50     -186     -377     -277     -267      -33      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      0.6      0.5     84.4     95.9     94.3     97.0      5.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       25       24       27       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 05/19/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,607
COMMITMENTS
   4,485    2,731    1,260   48,011   51,357   53,756   55,348    4,851    3,259

CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST:      1,420)
     138     -267      -60    1,543    1,618    1,621    1,291     -201      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      4.7      2.1     81.9     87.6     91.7     94.4      8.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        1        4       27       34       33       39
```

----

Updated May 22, 2009