```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,127
COMMITMENTS
   3,768       55    1,064   40,948   44,823   45,780   45,942      347      185

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        252)
     216        0      225     -179       87      262      312      -10      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.1      2.3     88.8     97.2     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        2       30       36       35       40
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,307
COMMITMENTS
     600      145       50   23,452   23,827   24,102   24,022      205      285

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        616)
       0        0        0      667      727      667      727      -51     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.6      0.2     96.5     98.0     99.2     98.8      0.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        1       30       32       32       34
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,408
COMMITMENTS
     803        0      431    4,915    5,813    6,149    6,244    1,259    1,164

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:         29)
     -55        0       60       17      -47       22       13        7       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      0.0      5.8     66.3     78.5     83.0     84.3     17.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       19       18       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,909
COMMITMENTS
     306      696      236   10,128   10,103   10,670   11,035    1,239      874

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        334)
      14       15       -9      156      192      161      198      173      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      5.8      2.0     85.0     84.8     89.6     92.7     10.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        4        3       38       44       41       50
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,998
COMMITMENTS
     140        0        0    8,242    8,154    8,382    8,154      616      844

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:         82)
       0        0        0       29       39       29       39       53       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     91.6     90.6     93.2     90.6      6.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        0        0       42       50       45       50
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,891
COMMITMENTS
     720       75        0    2,090    2,930    2,810    3,005    1,081      886

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        240)
     160        0        0      -15      163      145      163       95       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      1.9      0.0     53.7     75.3     72.2     77.2     27.8     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       17       15       18
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,687
COMMITMENTS
       0        0        0    1,777    2,016    1,777    2,016      910      671

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        241)
       0        0        0      160      175      160      175       81       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     66.1     75.0     66.1     75.0     33.9     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       16       20       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      293,485
COMMITMENTS
  32,657   12,580   55,976  158,074  191,371  246,707  259,927   46,778   33,558

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      6,740)
  -1,144   -2,856    4,084      904    4,916    3,844    6,144    2,896      596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      4.3     19.1     53.9     65.2     84.1     88.6     15.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      30       25       40       67       61      120      110
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       19,277
COMMITMENTS
     565        0      150   18,093   18,514   18,808   18,664      469      613

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,940)
     117        0        0    1,640    1,740    1,757    1,740      183      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      0.8     93.9     96.0     97.6     96.8      2.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        0        1       40       48       43       49
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,932
COMMITMENTS
     305        0        0   19,493   20,722   19,798   20,722    2,134    1,210

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,612)
       0        0        0    1,612    1,612    1,612    1,612        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     88.9     94.5     90.3     94.5      9.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       23       24       25       24
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,568
COMMITMENTS
   6,774        0       20   12,474   17,223   19,268   17,243      300    2,325

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        456)
     600        0      -30     -114      486      456      456        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      0.0      0.1     63.7     88.0     98.5     88.1      1.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       13       14       17       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      936,988
COMMITMENTS
 141,295  196,445  358,600  347,247  336,634  847,141  891,680   89,847   45,308

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:     33,883)
  -4,253   18,077   19,039   13,995   -4,424   28,782   32,692    5,101    1,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     21.0     38.3     37.1     35.9     90.4     95.2      9.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      64       89      113       78       66      222      199
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,290
COMMITMENTS
   2,379        0    2,980   80,046   81,434   85,405   84,414    7,885    8,876

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:       -969)
  -1,353        0     -257      641   -1,140     -969   -1,397        0      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      3.2     85.8     87.3     91.5     90.5      8.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        3       22       26       25       29
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,433
COMMITMENTS
   1,884   11,593    2,203   46,426   29,034   50,513   42,830    9,920   17,603

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,132)
       0      119       31    1,101     -405    1,132     -255        0    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     19.2      3.6     76.8     48.0     83.6     70.9     16.4     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        4       16       15       20       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,329
COMMITMENTS
   3,694    2,750    2,634   68,101   65,941   74,429   71,325    7,900   11,004

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,699)
       0     -300       60    3,457    3,581    3,517    3,341     -818     -642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      3.3      3.2     82.7     80.1     90.4     86.6      9.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        3       25       26       29       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,401
COMMITMENTS
       0        0        0   84,998   85,834   84,998   85,834   12,403   11,567

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        637)
       0        0        0      171      637      171      637      466        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.3     88.1     87.3     88.1     12.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       24       22       24       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,077
COMMITMENTS
   1,020    9,170    4,566   79,604   73,925   85,190   87,661    7,887    5,416

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      5,693)
       0    5,374      194    2,511     -181    2,705    5,387    2,988      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      9.9      4.9     85.5     79.4     91.5     94.2      8.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        3       25       25       29       29
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      125,641
COMMITMENTS
       0    7,233    7,816  109,888  103,258  117,704  118,307    7,937    7,334

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,802)
       0     -581      499    1,112      908    1,611      826      191      976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.8      6.2     87.5     82.2     93.7     94.2      6.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       22       31       25       34
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,781
COMMITMENTS
   3,061    9,895   14,126   56,343   46,026   73,530   70,047    5,251    8,734

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,163)
   2,152     -202     -144     -996     -736    1,012   -1,082      151    2,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     12.6     17.9     71.5     58.4     93.3     88.9      6.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       13       13       16       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,480
COMMITMENTS
   1,252        0      310   46,532   48,580   48,094   48,890   13,386   12,590

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,171)
       0        0        0    1,694    1,441    1,694    1,441      477      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.5     75.7     79.0     78.2     79.5     21.8     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       22       19       23       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,321
COMMITMENTS
   1,432    6,556    6,653   82,866   76,788   90,951   89,997    8,370    9,324

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,681)
    -392      512     -663    1,640    2,772      585    2,621    1,096     -940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      6.6      6.7     83.4     77.3     91.6     90.6      8.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        5       27       27       32       32
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,113,473
COMMITMENTS
  19,179  126,175  746,121  1343542  1236864  2108843  2109160    4,630    4,313

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:     33,384)
  -6,773  -31,059   30,308   10,402   33,856   33,937   33,105     -553      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      6.0     35.3     63.6     58.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      35       40       66       61       61      131      132
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,719
COMMITMENTS
     111    4,938    4,204   51,232   42,878   55,547   52,020    5,172    8,699

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        497)
     111   -4,569    2,387   -3,559    3,291   -1,061    1,109    1,558     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      8.1      6.9     84.4     70.6     91.5     85.7      8.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       11       14       13       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      131,890
COMMITMENTS
       0    7,552        0  130,612  121,410  130,612  128,962    1,278    2,928

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.7      0.0     99.0     92.1     99.0     97.8      1.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       14       16       14       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      223,875
COMMITMENTS
   8,978    9,876    6,262  199,581  197,603  214,821  213,741    9,054   10,134

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        457)
    -222   -1,212     -705    3,357    2,373    2,430      456   -1,973        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      4.4      2.8     89.1     88.3     96.0     95.5      4.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        1        6       38       33       45       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      161,936
COMMITMENTS
   1,425    4,240    2,347  143,885  149,939  147,657  156,526   14,279    5,410

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        255)
       0     -108       52       52      303      104      247      151        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.6      1.4     88.9     92.6     91.2     96.7      8.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        2       31       28       33       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      272,590
COMMITMENTS
  20,029        0   12,679  222,302  243,563  255,010  256,242   17,580   16,348

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        483)
   8,905        0   -3,917   -3,929    3,870    1,059      -47     -576      530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      4.7     81.6     89.4     93.6     94.0      6.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        0        5       41       41       46       46
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,015
COMMITMENTS
       0    3,365    1,270   93,058   89,595   94,328   94,230    7,687    7,785

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,309)
       0        0        0    1,309    1,309    1,309    1,309        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.3      1.2     91.2     87.8     92.5     92.4      7.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        3       19       19       22       24
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,924
COMMITMENTS
     668        0        0   53,305   51,729   53,973   51,729    3,951    6,195

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,098)
       0        0        0    2,098    2,098    2,098    2,098        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.0     92.0     89.3     93.2     89.3      6.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       19       18       20       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,009,914
COMMITMENTS
 678,523  120,140  942,381  1350662  1934289  2971566  2996810   38,348   13,104

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:     46,426)
  17,088   -2,432   17,350   11,532   31,610   45,970   46,528      456     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5      4.0     31.3     44.9     64.3     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      30       23       48      102       98      154      148
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,259,716
COMMITMENTS
 199,012   79,765  284,331  769,426  891,677  1252769  1255773    6,947    3,943

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:     41,232)
  29,229   -6,229   15,169   -4,120   32,001   40,278   40,941      954      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      6.3     22.6     61.1     70.8     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      29       17       38       40       40       83       81
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      116,049
COMMITMENTS
   1,617    1,895    9,078  103,915  104,939  114,609  115,912    1,440      137

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,673)
  -1,247     -272     -133    2,778    2,067    1,399    1,661      275       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      1.6      7.8     89.5     90.4     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        5        8       35       34       44       42
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,586
COMMITMENTS
       0        0        0    7,202    7,244    7,202    7,244      384      342

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        126)
       0        0        0     -130      148     -130      148      256      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.9     95.5     94.9     95.5      5.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       15       13       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,219
COMMITMENTS
   2,880       64      480   26,962   30,006   30,321   30,550    1,898    1,670

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        260)
     -44       64      146      170       91      271      301      -11      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      0.2      1.5     83.7     93.1     94.1     94.8      5.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       18       16       20       18
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,078
COMMITMENTS
       0        0        0   15,183   14,482   15,183   14,482      895    1,596

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        233)
       0        0        0      241      181      241      181       -8       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.4     90.1     94.4     90.1      5.6      9.9

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 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,037
COMMITMENTS
      80      640      650   26,015   26,919   26,745   28,209    2,292      828

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        452)
      10        0      170    1,084      572    1,264      742     -812     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      2.2      2.2     89.6     92.7     92.1     97.1      7.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       25       22       28       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,535
COMMITMENTS
       0        0        0   26,033   25,747   26,033   25,747      502      788

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        248)
       0        0        0      248      248      248      248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     97.0     98.1     97.0      1.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       15       17       15
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,714
COMMITMENTS
     880        0        0   10,174   11,556   11,054   11,556    1,660    1,158

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:         48)
       0        0        0        8      368        8      368       40     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.0      0.0     80.0     90.9     86.9     90.9     13.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       17       17       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,488
COMMITMENTS
      11        0        0   22,016   22,614   22,027   22,614    1,461      874

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      3,992)
       6        0        0    3,767    4,000    3,772    4,000      220       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.7     96.3     93.8     96.3      6.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       17       18       18       18
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       18,438
COMMITMENTS
     670    3,016      200   17,568   15,222   18,438   18,438        0        0

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     16.4      1.1     95.3     82.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       10       10       11       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       99,414
COMMITMENTS
   6,167    8,645        0   93,247   90,769   99,414   99,414        0        0

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,669)
       0        0        0    1,669    1,669    1,669    1,669        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      8.7      0.0     93.8     91.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       11        9       12       11
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,652,504
COMMITMENTS
  79,488   93,120        0  1573016  1559384  1652504  1652504        0        0

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:     13,944)
       0        0        0   13,944   13,944   13,944   13,944        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      151,181
COMMITMENTS
  13,855    6,837        0  137,326  143,064  151,181  149,901        0    1,280

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,233)
       0        0        0    2,233    2,233    2,233    2,233        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      4.5      0.0     90.8     94.6    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       17       26       20       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,450,228
COMMITMENTS
 120,104   50,248   27,336  2302788  2372644  2450228  2450228        0        0

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:     25,120)
   7,760        0        0   17,360   25,120   25,120   25,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      2.1      1.1     94.0     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       18       22       20       25
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      493,151
COMMITMENTS
   4,664   70,000        0  488,487  423,151  493,151  493,151        0        0

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     14.2      0.0     99.1     85.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        9       12       10       13
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,485
COMMITMENTS
       0        0        0   17,608   18,348   17,608   18,348      876      136

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        -49)
       0        0        0      -86      -77      -86      -77       37       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.3     99.3     95.3     99.3      4.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       23       23       23       23
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,299
COMMITMENTS
       0        0        0    5,165    6,122    5,165    6,122    1,134      177

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        -29)
       0        0        0      -39      -50      -39      -50       10       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     82.0     97.2     82.0     97.2     18.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       18       20       18
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,522
COMMITMENTS
       0        0        0    8,330    8,372    8,330    8,372      192      150

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        366)
       0        0        0      373      366      373      366       -7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.7     98.2     97.7     98.2      2.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       18       17       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,757,555
COMMITMENTS
 174,348   98,999  960,396  1485813  1571319  2620556  2630714  136,998  126,841

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:     54,175)
  -3,527   -9,596   19,771    4,719   16,990   20,963   27,165   33,212   27,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      3.6     34.8     53.9     57.0     95.0     95.4      5.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
     125       97      181       88       96      307      291
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       98,185
COMMITMENTS
   3,644   17,602   29,063   62,902   48,826   95,609   95,491    2,576    2,694

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:       -617)
     921     -892       15   -1,196      387     -260     -491     -357     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     17.9     29.6     64.1     49.7     97.4     97.3      2.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        8       13       12       12       26       26
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      208,736
COMMITMENTS
  19,736   31,395   10,733  141,191  110,737  171,660  152,865   37,076   55,871

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      3,021)
     425    4,485     -481    3,086   -8,711    3,030   -4,707       -9    7,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     15.0      5.1     67.6     53.1     82.2     73.2     17.8     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        5        5       23       24       29       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      212,678
COMMITMENTS
  19,863   19,380   66,667  122,048  123,018  208,578  209,065    4,099    3,613

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      3,612)
  -1,373      449    2,173    2,634      720    3,433    3,342      179      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      9.1     31.3     57.4     57.8     98.1     98.3      1.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      29       18       42       27       29       72       73
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      534,822
COMMITMENTS
  23,529   17,124   77,129  398,560  408,257  499,217  502,510   35,604   32,312

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:     23,821)
   3,027     -141    4,211   14,289   19,515   21,527   23,585    2,294      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      3.2     14.4     74.5     76.3     93.3     94.0      6.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        8       28       28       36       36
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,657
COMMITMENTS
   5,361    2,466    2,275   59,033   61,826   66,669   66,567    1,988    2,090

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,852)
     300      -75      275    1,277    1,602    1,852    1,802        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      3.6      3.3     86.0     90.1     97.1     97.0      2.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        3        3       37       43       46       48
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      203,638
COMMITMENTS
  27,044   38,510   37,213  130,345  119,371  194,602  195,094    9,036    8,544

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:       -707)
   2,036    2,405   -3,437     -299      -64   -1,700   -1,096      993      389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     18.9     18.3     64.0     58.6     95.6     95.8      4.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16       18       27       20       20       52       50
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,842
COMMITMENTS
       0    1,365    1,260   48,526   46,018   49,786   48,643   13,056   14,199

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      4,169)
       0        0        0    2,444    4,809    2,444    4,809    1,725     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      2.0     77.2     73.2     79.2     77.4     20.8     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       19       15       20       16
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      111,784
COMMITMENTS
   6,993    3,465    8,106   48,976   61,781   64,075   73,352   47,709   38,432

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,386)
   1,062      330     -252     -796      921       14      999    1,372      387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      3.1      7.3     43.8     55.3     57.3     65.6     42.7     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        4       17       17       21       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,470
COMMITMENTS
   1,185    3,808      750   36,515   34,035   38,450   38,593    1,020      877

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,020)
       0        0        0      920    1,070      920    1,070      100      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      9.6      1.9     92.5     86.2     97.4     97.8      2.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        6        1       27       34       28       41
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,532
COMMITMENTS
  10,472    3,647       78    2,764   11,337   13,314   15,062    2,218      470

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,190)
   1,001       53       44      -39    1,450    1,006    1,547      184     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.4     23.5      0.5     17.8     73.0     85.7     97.0     14.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      56       15        1       14       27       71       43
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       20,600
COMMITMENTS
   9,972    3,000        8    7,098   16,053   17,078   19,061    3,522    1,539

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:         90)
      59      -96        2      131      232      192      138     -102      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.4     14.6      0.0     34.5     77.9     82.9     92.5     17.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      39       14        2       11       24       52       38
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      260,025
COMMITMENTS
  63,979    7,604   38,970  134,091  194,165  237,041  240,739   22,985   19,286

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      8,857)
   4,850     -155    3,782    2,305    5,570   10,936    9,197   -2,079     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      2.9     15.0     51.6     74.7     91.2     92.6      8.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      65       17       44       76       87      159      136
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,725
COMMITMENTS
   1,050      900        0    7,575    7,005    8,625    7,905      100      820

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        530)
       0      300        0      530      230      530      530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     10.3      0.0     86.8     80.3     98.9     90.6      1.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        0       24       28       26       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,013
COMMITMENTS
   1,411        0        1   32,252   34,648   33,664   34,649    1,349      364

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,534)
       0        0        0    2,899    2,484    2,899    2,484     -365       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      0.0     92.1     99.0     96.1     99.0      3.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        0        1       35       28       38       29
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,198
COMMITMENTS
   1,079        0       70   23,464   24,025   24,613   24,095      585    1,103

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        150)
      75        0      -25      100      190      150      165        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      0.3     93.1     95.3     97.7     95.6      2.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       22       15       24       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,081
COMMITMENTS
     200       50        0   18,557   18,931   18,757   18,981      324      100

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,188)
       0        0        0    2,463    2,338    2,463    2,338     -275     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.3      0.0     97.3     99.2     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        0       27       27       28       28
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,329
COMMITMENTS
       0      531        0    3,244    2,976    3,244    3,507    1,085      822

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        127)
       0        0        0      232       96      232       96     -105       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.3      0.0     74.9     68.7     74.9     81.0     25.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       18       17       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,264
COMMITMENTS
      75        0        0   17,304   18,074   17,379   18,074      885      190

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        204)
       0        0        0      204      204      204      204        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     94.7     99.0     95.2     99.0      4.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       21       11       22       11
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,230
COMMITMENTS
   1,865      768      189   22,509   25,191   24,563   26,148    2,667    1,082

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,116)
     369     -192        0      621    1,464      990    1,272      126     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      2.8      0.7     82.7     92.5     90.2     96.0      9.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        1        2       27       30       33       33
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,837
COMMITMENTS
   1,133        0        0    9,075   10,473   10,208   10,473      629      364

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        540)
     248        0        0      340      588      588      588      -48      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      0.0      0.0     83.7     96.6     94.2     96.6      5.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       24       23       25       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,187
COMMITMENTS
   4,347    2,998    1,320   46,468   49,739   52,135   54,057    5,052    3,130

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,763)
       0   -1,401      831    1,392    2,472    2,223    1,902      540      861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      5.2      2.3     81.3     87.0     91.2     94.5      8.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        2        4       27       33       33       38
```

----

Updated May 15, 2009