```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,950
COMMITMENTS
   3,843       25      600   43,191   47,135   47,634   47,760      316      190

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        737)
      75        0     -164      826      901      737      737        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      0.1      1.3     90.1     98.3     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        1       33       37       38       39
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,330
COMMITMENTS
     600      120       75   24,450   24,850   25,125   25,045      205      285

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        978)
       0      -25       25      953      978      978      978        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.5      0.3     96.5     98.1     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        1       31       33       33       35
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,526
COMMITMENTS
     775        0      476    5,174    6,137    6,425    6,613    1,101      913

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:         73)
      27        0      -15      205      332      217      317     -144     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      0.0      6.3     68.7     81.5     85.4     87.9     14.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       19       21       20       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,712
COMMITMENTS
     308      807      256   10,925   10,810   11,489   11,873    1,223      839

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        427)
       7       58       13      417      464      437      535      -10     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      6.3      2.0     85.9     85.0     90.4     93.4      9.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        5        4       40       45       44       52
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,911
COMMITMENTS
     150        0       30    9,057    8,915    9,237    8,945      674      966

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        273)
       0        0       30      315      219      345      249      -72       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.3     91.4     90.0     93.2     90.3      6.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        0        1       43       50       47       51
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,321
COMMITMENTS
      44        0      133    4,402    5,153    4,579    5,286    1,742    1,035

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:          7)
       0        0        0       19        4       19        4      -12        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      2.1     69.6     81.5     72.4     83.6     27.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       18       19       19       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,865
COMMITMENTS
     720       75        0    2,214    2,900    2,934    2,975      931      890

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:         23)
       0        0        0       40      -50       40      -50      -17       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      1.9      0.0     57.3     75.0     75.9     77.0     24.1     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       16       16       17
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,813
COMMITMENTS
       0        0        0    1,884    2,102    1,884    2,102      929      711

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:         70)
       0        0        0       80       60       80       60      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     67.0     74.7     67.0     74.7     33.0     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       17       20       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      292,275
COMMITMENTS
  34,909   13,870   52,960  159,588  191,590  247,457  258,420   44,818   33,854

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -5,119)
   1,966    1,027   -6,195     -545     -229   -4,774   -5,397     -345      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      4.7     18.1     54.6     65.6     84.7     88.4     15.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      30       24       39       70       70      122      118
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       24,396
COMMITMENTS
     515      100      475   22,562   22,528   23,552   23,103      844    1,293

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      3,237)
     -50       50        0    3,112    2,895    3,062    2,945      175      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.4      1.9     92.5     92.3     96.5     94.7      3.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        1        3       41       48       46       51
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,582
COMMITMENTS
     305        0        0   19,843   21,222   20,148   21,222    2,434    1,360

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     87.9     94.0     89.2     94.0     10.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       24       26       26       26
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,643
COMMITMENTS
   6,399        0       20   12,924   17,298   19,343   17,318      300    2,325

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        -75)
      75        0        0     -150      -75      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6      0.0      0.1     65.8     88.1     98.5     88.2      1.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       13       13       17       14
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,675
COMMITMENTS
     100      100        0    1,350    1,525    1,450    1,625      225       50

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      912,926
COMMITMENTS
 142,390  195,004  338,392  335,207  332,876  815,989  866,272   96,937   46,654

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:    -17,403)
   1,714    9,996  -13,962  -15,443  -19,061  -27,690  -23,027   10,287    5,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     21.4     37.1     36.7     36.5     89.4     94.9     10.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      65       76      104       81       70      214      193
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,736
COMMITMENTS
   1,383        0    3,144   80,294   82,291   84,821   85,435    7,915    7,301

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -232)
    -215     -215      157      -84    1,189     -142    1,131      -90   -1,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      3.4     86.6     88.7     91.5     92.1      8.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        3       23       27       26       30
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,482
COMMITMENTS
   1,762   10,126    2,671   46,432   30,622   50,865   43,419    9,617   17,063

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        418)
       0       -2      122      505      483      627      603     -209     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     16.7      4.4     76.8     50.6     84.1     71.8     15.9     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        4       16       17       20       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,132
COMMITMENTS
   3,694    1,694    3,172   72,366   70,412   79,232   75,278    7,900   11,854

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      3,481)
       0      132      420    3,061    2,929    3,481    3,481        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      1.9      3.6     83.1     80.8     90.9     86.4      9.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        3       25       26       29       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,379
COMMITMENTS
       0        0        0   87,133   87,289   87,133   87,289   12,246   12,090

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        -36)
       0        0        0      121     -559      121     -559     -157      523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.7     87.8     87.7     87.8     12.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       24       22       24       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,399
COMMITMENTS
     990    7,786    4,315   79,023   74,348   84,328   86,449    8,071    5,950

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -609)
     -30   -2,132      400   -1,043      649     -673   -1,083       64      474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      8.4      4.7     85.5     80.5     91.3     93.6      8.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        2       25       26       28       30
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,405
COMMITMENTS
       0    6,304    7,775  110,513  104,932  118,288  119,011    8,117    7,394

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        267)
       0     -549       35       52      721       87      207      180       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.0      6.2     87.4     83.0     93.6     94.2      6.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       24       31       27       34
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,786
COMMITMENTS
   2,751    8,959   14,943   56,981   48,317   74,675   72,219    6,111    8,567

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,279)
    -432     -664      909    1,062    2,799    1,539    3,044      740     -765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     11.1     18.5     70.5     59.8     92.4     89.4      7.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       15       15       18       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,211
COMMITMENTS
   1,252        0      310   43,561   51,330   45,123   51,640   14,088    7,571

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -2,486)
       0        0        0   -2,486   -2,546   -2,486   -2,546        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      0.5     73.6     86.7     76.2     87.2     23.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       22       20       23       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,210
COMMITMENTS
   1,347    5,365    7,011   90,314   84,436   98,672   96,812    7,538    9,398

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      4,482)
       0     -115      -94    5,366    4,617    5,272    4,408     -790       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      5.1      6.6     85.0     79.5     92.9     91.2      7.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        4        5       29       30       34       35
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,934,929
COMMITMENTS
  24,178  148,100  665,319  1239522  1114008  1929020  1927427    5,909    7,502

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:   -195,195)
  -3,599   -5,721  -73,243 -119,044 -118,728 -195,886 -197,691      691    2,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      7.7     34.4     64.1     57.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      32       40       60       56       56      121      123
 
 
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE               Code-023A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       31,600
COMMITMENTS
       0        0        0   30,688   30,928   30,688   30,928      912      672

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.1     97.9     97.1     97.9      2.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       11       15       11       15
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,424
COMMITMENTS
      35    5,504    4,635   54,397   45,462   59,067   55,601    5,357    8,823

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,083)
      35      663     -182    2,045    1,478    1,898    1,959      185      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      8.5      7.2     84.4     70.6     91.7     86.3      8.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       13       14       15       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      135,330
COMMITMENTS
     360    9,352        0  133,572  123,662  133,932  133,014    1,398    2,316

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      3,440)
     360    1,800        0    2,960    2,252    3,320    4,052      120     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      6.9      0.0     98.7     91.4     99.0     98.3      1.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       19       18       20       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      227,083
COMMITMENTS
   8,562   12,263    4,853  207,116  205,791  220,531  222,907    6,552    4,176

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,481)
    -272    2,327     -664    5,855    3,161    4,919    4,824   -2,438   -2,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      5.4      2.1     91.2     90.6     97.1     98.2      2.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        2        6       44       36       51       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      162,165
COMMITMENTS
   1,425    4,592    2,347  147,341  152,678  151,113  159,617   11,052    2,548

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        142)
       0      445        0       19     -303       19      142      123        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.8      1.4     90.9     94.1     93.2     98.4      6.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       32       29       34       31
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      277,030
COMMITMENTS
  17,979        0   12,723  228,967  248,073  259,669  260,796   17,361   16,234

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        608)
   1,692        0     -924     -524    1,536      244      612      364       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      4.6     82.7     89.5     93.7     94.1      6.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        0        5       42       43       47       48
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,436
COMMITMENTS
       0    3,365    1,270   91,479   88,016   92,749   92,651    7,687    7,785

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -270)
       0        0        0     -270     -270     -270     -270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      1.3     91.1     87.6     92.3     92.2      7.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        3       19       19       22       24
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,825
COMMITMENTS
     668        0        0   53,511   51,284   54,179   51,284    4,646    7,541

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        741)
       0        0        0       46     -177       46     -177      695      918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.0     91.0     87.2     92.1     87.2      7.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       18       17       19       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,217,973
COMMITMENTS
 674,525  136,556  1054312  1454514  2016592  3183351  3207460   34,622   10,513

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     88,984)
 -22,888    5,264   44,769   67,799   40,549   89,680   90,582     -696   -1,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      4.2     32.8     45.2     62.7     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      34       23       52      108      100      163      154
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,349,816
COMMITMENTS
 254,563   66,791  284,704  784,275  953,070  1323542  1304565   26,274   45,251

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     34,526)
  41,084   13,195  -32,228    6,865   11,935   15,721   -7,098   18,805   41,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      4.9     21.1     58.1     70.6     98.1     96.6      1.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      31       18       39       44       44       88       88
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      123,943
COMMITMENTS
   2,271    2,104    9,986  110,659  111,744  122,916  123,833    1,027      109

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      3,551)
     301      202      750    2,980    2,623    4,031    3,575     -480      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      1.7      8.1     89.3     90.2     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        4        8       36       34       44       42
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,909
COMMITMENTS
       0        0        0    7,481    7,738    7,481    7,738      428      171

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        195)
       0        0        0      195      366      195      366        0     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.6     97.8     94.6     97.8      5.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       16       13       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       33,089
COMMITMENTS
   2,923       20      480   27,967   31,070   31,370   31,569    1,719    1,520

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        114)
      18      -30        9       52      148       78      126       36      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.1      1.4     84.5     93.9     94.8     95.4      5.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       19       17       21       19
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,677
COMMITMENTS
       0        0        0   15,790   15,009   15,790   15,009      887    1,668

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        -74)
       0        0        0      -66      -74      -66      -74       -8       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.7     90.0     94.7     90.0      5.3     10.0

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 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,078
COMMITMENTS
     180      640      550   27,972   29,140   28,702   30,330    2,376      748

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        450)
     -20        0       20      426      430      426      450       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      2.1      1.8     90.0     93.8     92.4     97.6      7.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       25       22       28       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,519
COMMITMENTS
       0        0        0   27,017   26,731   27,017   26,731      502      788

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,886
COMMITMENTS
     880        0        0   10,238   11,968   11,118   11,968    1,768      918

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -24        0      -24        0       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      0.0     79.5     92.9     86.3     92.9     13.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       17       17       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,561
COMMITMENTS
       6        0        0   23,148   23,451   23,154   23,451    1,407    1,110

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        136)
      -2        0        0       29      132       28      132      108        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.2     95.5     94.3     95.5      5.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       18       18       19       18
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       12,368
COMMITMENTS
       0        0        0   11,974   11,406   11,974   11,406      394      962

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -312)
       0        0        0     -312     -312     -312     -312        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.8     92.2     96.8     92.2      3.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       17       21       17
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      101,128
COMMITMENTS
   6,697    8,645        0   94,431   92,483  101,128  101,128        0        0

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      1,444)
     420        0        0    1,024    1,444    1,444    1,444        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      8.5      0.0     93.4     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       12        9       13       11
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,671,160
COMMITMENTS
  79,488   93,120        0  1591672  1578040  1671160  1671160        0        0

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     18,656)
       0        0        0   18,656   18,656   18,656   18,656        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      150,308
COMMITMENTS
  13,501    7,367        0  136,807  141,661  150,308  149,028        0    1,280

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,440)
  -1,050      420        0    3,490    2,020    2,440    2,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      4.9      0.0     91.0     94.2    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       16       25       19       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,382,639
COMMITMENTS
  81,808   58,088   35,176  2265655  2289375  2382639  2382639        0        0

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      4,087)
 -46,640        0    7,840   42,887   -3,753    4,087    4,087        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      2.4      1.5     95.1     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       18       23       20       26
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      502,248
COMMITMENTS
       0   70,000        0  502,248  432,248  502,248  502,248        0        0

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -1,943)
  -4,664        0        0    2,721   -1,943   -1,943   -1,943        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.9      0.0    100.0     86.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       10       12       10       13
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,939
COMMITMENTS
       0        0        0   18,047   18,833   18,047   18,833      892      106

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        343)
       0        0        0      325      414      325      414       18      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.3     99.4     95.3     99.4      4.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       25       24       25       24
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,622
COMMITMENTS
       0        0        0    5,833    6,444    5,833    6,444      789      178

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        117)
       0        0        0      387      117      387      117     -270        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.1     97.3     88.1     97.3     11.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       17       21       17
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,543
COMMITMENTS
       0        0        0    8,974    9,078    8,974    9,078      569      465

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        383)
       0        0        0      123      143      123      143      261      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.0     95.1     94.0     95.1      6.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       18       18       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,367,701
COMMITMENTS
 187,139   85,541  814,403  1267805  1385193  2269347  2285138   98,354   82,563

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     18,775)
   9,319    1,733   14,928   -7,163    3,131   17,084   19,792    1,691   -1,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      3.6     34.4     53.5     58.5     95.8     96.5      4.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     131       83      169       82       95      296      273
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       91,005
COMMITMENTS
   1,957   18,516   23,432   62,253   44,676   87,642   86,624    3,363    4,381

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      5,585)
     140      639      508    5,682    4,434    6,329    5,581     -744        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     20.3     25.7     68.4     49.1     96.3     95.2      3.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        7       11       13       12       24       23
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      214,583
COMMITMENTS
  26,487   32,241   10,547  145,031  115,386  182,065  158,174   32,518   56,409

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,366)
   1,231       78      153      777    1,492    2,161    1,723      205      643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     15.0      4.9     67.6     53.8     84.8     73.7     15.2     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        5        6       23       24       31       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      162,772
COMMITMENTS
  24,155   14,981   42,075   92,882  102,129  159,112  159,186    3,660    3,586

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      1,888)
   3,103     -608       98   -1,311    2,186    1,889    1,675       -1      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      9.2     25.8     57.1     62.7     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      24       17       35       25       24       63       62
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      547,991
COMMITMENTS
  23,920   17,125   78,284  407,984  418,502  510,187  513,910   37,804   34,081

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     10,248)
     130      307    1,569   28,620   35,854   30,319   37,730  -20,070  -27,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      3.1     14.3     74.5     76.4     93.1     93.8      6.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        4        8       28       28       36       36
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       75,830
COMMITMENTS
   5,610      450    2,470   65,662   70,596   73,742   73,516    2,088    2,314

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      1,319)
     371   -1,941       60    1,174    3,315    1,605    1,434     -286     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.6      3.3     86.6     93.1     97.2     96.9      2.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        2        4       39       45       48       49
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      181,034
COMMITMENTS
  22,503   46,713   25,420  123,176  100,283  171,099  172,416    9,935    8,618

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        866)
     502      240    1,339   -1,815   -1,747       26     -168      840    1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     25.8     14.0     68.0     55.4     94.5     95.2      5.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11       18       25       19       19       46       47
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,749
COMMITMENTS
   2,121    2,875    4,549   25,057   26,359   31,727   33,783    6,022    3,966

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -143)
    -850      150   -1,100    1,398    1,198     -552      248      409     -391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      7.6     12.1     66.4     69.8     84.0     89.5     16.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        6       11       12       19       18
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,016
COMMITMENTS
   1,200    1,465    1,260   49,125   48,287   51,585   51,012   12,431   13,004

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        613)
   1,200        0        0       73    2,143    1,273    2,143     -660   -1,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      2.3      2.0     76.7     75.4     80.6     79.7     19.4     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       20       16       22       17
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      112,458
COMMITMENTS
   6,963    3,161    7,865   48,434   63,708   63,262   74,734   49,196   37,724

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        164)
      60     -693     -166     -625      863     -731        4      895      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      2.8      7.0     43.1     56.7     56.3     66.5     43.7     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        4       17       17       21       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,415
COMMITMENTS
   2,510    3,708      850   38,135   36,930   41,495   41,488      920      927

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      1,070)
     600        0        0      470    1,070    1,070    1,070        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      8.7      2.0     89.9     87.1     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        5        1       28       33       30       39
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,195
COMMITMENTS
  10,258    3,480      194    3,200   11,753   13,652   15,427    2,543      768

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -293)
    -321     -225     -148       79      -66     -390     -439       97      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.3     21.5      1.2     19.8     72.6     84.3     95.3     15.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      56       15        2       17       28       74       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       21,840
COMMITMENTS
  11,175    3,395       43    6,840   16,990   18,058   20,428    3,782    1,412

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        666)
     652      -20       35     -212    1,005      475    1,020      191     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.2     15.5      0.2     31.3     77.8     82.7     93.5     17.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      42       16        2       10       23       54       39
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      270,374
COMMITMENTS
  70,706    8,682   37,666  136,884  203,623  245,255  249,971   25,119   20,403

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:    -14,712)
   5,565      576   -9,893  -10,231   -5,217  -14,559  -14,534     -153     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      3.2     13.9     50.6     75.3     90.7     92.5      9.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      68       21       46       79       93      169      143
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,994
COMMITMENTS
     746        0    1,077   12,947   13,934   14,770   15,011    6,224    5,983

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      5.1     61.7     66.4     70.4     71.5     29.6     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       14       15       16       17
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,112
COMMITMENTS
   1,250      900        0    8,562    8,312    9,812    9,212      300      900

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        787)
     100        0        0      537      757      637      757      150       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      8.9      0.0     84.7     82.2     97.0     91.1      3.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        0       26       32       30       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,202
COMMITMENTS
   1,361       75      101   33,451   35,622   34,913   35,798    1,289      404

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        166)
       0       75        0      256       86      256      161      -90        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.2      0.3     92.4     98.4     96.4     98.9      3.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        1       36       29       39       31
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,732
COMMITMENTS
     967        0      173   24,089   24,445   25,229   24,618      503    1,114

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -101)
     -12        0        3      -50     -105      -59     -102      -42        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.0      0.7     93.6     95.0     98.0     95.7      2.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       22       15       24       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,686
COMMITMENTS
     200       50        0   19,887   20,536   20,087   20,586      599      100

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        650)
       0        0        0      675      650      675      650      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.2      0.0     96.1     99.3     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        0       28       27       29       28
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,536
COMMITMENTS
       0      531        0    3,502    3,191    3,502    3,722    1,034      814

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:         99)
       0        0        0      170      159      170      159      -71      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.7      0.0     77.2     70.3     77.2     82.1     22.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       19       19       19       21
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,716
COMMITMENTS
     150        0        0   17,681   18,526   17,831   18,526      885      190

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        116)
       0        0        0      116      116      116      116        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.0     94.5     99.0     95.3     99.0      4.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       22       12       23       12
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,354
COMMITMENTS
   1,928      768      114   22,573   25,195   24,615   26,077    2,739    1,277

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:         36)
     -72        0        0       36     -159      -36     -159       72      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      2.8      0.4     82.5     92.1     90.0     95.3     10.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        1        2       26       29       32       32
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,866
COMMITMENTS
   1,127      222       50    8,958   10,228   10,135   10,500      731      366

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        339)
     135      162        0       69      132      204      294      135       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      2.0      0.5     82.4     94.1     93.3     96.6      6.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       24       24       26       26
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,591
COMMITMENTS
   5,967    1,531      909   48,086   53,762   54,962   56,202    4,629    3,389

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        984)
   1,482   -1,200     -351       75    2,405    1,206      854     -222      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      2.6      1.5     80.7     90.2     92.2     94.3      7.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        1        4       27       34       33       39
```

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Updated May 29, 2009