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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,735
COMMITMENTS
   1,619      885        0   35,841   36,729   37,460   37,614      275      121

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      1,072)
       0       60        0    1,072    1,001    1,072    1,061        0       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      2.3      0.0     95.0     97.3     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        4        0       34       42       35       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,755
COMMITMENTS
       0        0        0   24,584   24,630   24,584   24,630      171      125

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        271)
       0        0        0      271      271      271      271        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.3     99.5     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       28       25       28       25
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,245
COMMITMENTS
      90      216      129    5,674    5,572    5,893    5,917    1,352    1,328

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        -10)
       0        0        0       -2       57       -2       57       -8      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.0      1.8     78.3     76.9     81.3     81.7     18.7     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       21       18       22       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,151
COMMITMENTS
     272       78       30    8,591    9,041    8,893    9,149    1,258    1,002

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        102)
     -80      -10        0       83      105        3       95       99        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.8      0.3     84.6     89.1     87.6     90.1     12.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        1        1       45       47       46       49
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,077
COMMITMENTS
     236      210       48    7,065    7,189    7,349    7,447      728      630

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        530)
      20     -100      -60      617      663      577      503      -47       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      2.6      0.6     87.5     89.0     91.0     92.2      9.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       3        2        3       47       56       51       60
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,006
COMMITMENTS
     390        0       30    2,634    3,300    3,054    3,330      952      676

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:         51)
       0        0        0       61       -4       61       -4      -10       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      0.0      0.7     65.8     82.4     76.2     83.1     23.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       16       21       18       22
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,754
COMMITMENTS
       0        0        0    1,419    1,445    1,419    1,445      335      309

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:         84)
       0        0        0       99       90       99       90      -15       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     80.9     82.4     80.9     82.4     19.1     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       20       21       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       17,597
COMMITMENTS
       0        0        0   17,547   17,522   17,547   17,522       50       75

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      1,400)
       0        0        0    1,400    1,400    1,400    1,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     99.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       24       17       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      300,329
COMMITMENTS
  60,154   24,820   29,789  167,106  220,500  257,049  275,109   43,280   25,220

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      1,816)
  -3,982     -365    2,312    7,802   -2,267    6,132     -320   -4,316    2,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      8.3      9.9     55.6     73.4     85.6     91.6     14.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      41       24       41       75       77      144      123
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       19,344
COMMITMENTS
     625    1,580      205   18,298   17,411   19,128   19,196      216      148

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        787)
       0     -143     -300    1,087    1,280      787      837        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      8.2      1.1     94.6     90.0     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       4        6        2       43       48       49       54
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,814
COMMITMENTS
   3,249      900      450   17,452   19,684   21,151   21,034      663      780

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:       -250)
       0     -150        0     -250     -100     -250     -250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      4.1      2.1     80.0     90.2     97.0     96.4      3.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        2       28       27       34       30
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,566
COMMITMENTS
   6,280        0      905    7,051   12,951   14,236   13,856      330      710

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        321)
    -600     -150      375      546       96      321      321        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1      0.0      6.2     48.4     88.9     97.7     95.1      2.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2        8       16       11       18
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,652
COMMITMENTS
     568      120      219    2,760    2,719    3,547    3,058    1,105    1,594

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:         15)
      43      -44       -7       15      -25       51      -76      -36       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      2.6      4.7     59.3     58.4     76.2     65.7     23.8     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        3       17       19       20       23
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,241
COMMITMENTS
       0      100        0    1,191    1,086    1,191    1,186       50       55

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      239      247      239      247     -139     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.1      0.0     96.0     87.5     96.0     95.6      4.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       12       13       12       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      879,380
COMMITMENTS
 105,630  310,785  322,815  375,529  196,096  803,974  829,696   75,406   49,684

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:     11,012)
  -2,309    7,534    3,106    9,726   -1,168   10,523    9,472      489    1,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     35.3     36.7     42.7     22.3     91.4     94.4      8.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      75       96      113       93       77      243      227
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,805
COMMITMENTS
   2,911        0    1,770   47,008   52,767   51,689   54,537   12,116    9,268

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        116)
     434        0       14     -332      102      116      116        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      2.8     73.7     82.7     81.0     85.5     19.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       22       20       24       22
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       40,779
COMMITMENTS
     196    1,238    3,270   32,198   29,381   35,664   33,889    5,115    6,890

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      1,815)
  -1,816    1,238      562    3,069       15    1,815    1,815        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      3.0      8.0     79.0     72.0     87.5     83.1     12.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       12       15       14       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       64,935
COMMITMENTS
       0        0        0   53,966   52,862   53,966   52,862   10,969   12,073

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0     -728        0     -728        0      728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     83.1     81.4     83.1     81.4     16.9     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       21       18       21
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       76,760
COMMITMENTS
       0        0        0   64,690   72,582   64,690   72,582   12,070    4,178

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     84.3     94.6     84.3     94.6     15.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       19       17       19
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       92,763
COMMITMENTS
   3,258    2,411    5,594   74,239   78,553   83,091   86,558    9,672    6,205

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      2,312)
     841   -1,156    1,108      453    2,082    2,402    2,034      -90      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      2.6      6.0     80.0     84.7     89.6     93.3     10.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        4       20       26       24       31
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       86,637
COMMITMENTS
   1,472    9,058    3,319   75,131   60,520   79,922   72,897    6,715   13,740

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        432)
       0     -988      678     -246     -164      432     -474        0      906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     10.5      3.8     86.7     69.9     92.2     84.1      7.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       12       21       15       23
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       83,374
COMMITMENTS
   3,712    2,028    4,583   58,833   67,962   67,128   74,573   16,246    8,801

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        962)
     182        0       38      556      886      776      924      186       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      2.4      5.5     70.6     81.5     80.5     89.4     19.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       18       19       22       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       81,710
COMMITMENTS
       0        0        0   79,204   77,980   79,204   77,980    2,506    3,730

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.9     95.4     96.9     95.4      3.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       16       16       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      169,809
COMMITMENTS
   4,394    2,976    5,433  153,003  156,681  162,830  165,090    6,979    4,719

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        352)
       0     -360      228    1,494      484    1,722      352   -1,370        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      1.8      3.2     90.1     92.3     95.9     97.2      4.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        4       36       36       41       40
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      130,976
COMMITMENTS
   2,160    2,075    1,644  113,345  120,264  117,149  123,983   13,827    6,993

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        244)
       0      -33       91      215        0      306       58      -62      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.6      1.3     86.5     91.8     89.4     94.7     10.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       21       21       23       22
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      224,531
COMMITMENTS
   8,397        0   10,525  187,297  207,769  206,219  218,294   18,312    6,237

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        470)
   1,009        0       -9     -773    1,452      227    1,443      243     -973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      4.7     83.4     92.5     91.8     97.2      8.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        2       32       36       34       38
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,976,590
COMMITMENTS
 701,081  137,497  938,314  1309228  1885248  2948623  2961059   27,967   15,531

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:     25,601)
 -37,847      584   40,077   21,884  -15,736   24,114   24,925    1,487      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      4.6     31.5     44.0     63.3     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      31       25       56      110      100      171      158
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,032,209
COMMITMENTS
 117,237  228,328  180,157  732,088  621,128  1029482  1029613    2,727    2,596

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      6,026)
  -1,286  -12,492   15,487   -6,046    4,392    8,155    7,387   -2,129   -1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     22.1     17.5     70.9     60.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      20       27       39       45       42       86       87
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        4,189
COMMITMENTS
     185    1,173        0    3,778    2,783    3,963    3,956      226      233

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        828)
       0      561        0      817      238      817      799       11       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     28.0      0.0     90.2     66.4     94.6     94.4      5.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0       14       12       15       15
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       43,468
COMMITMENTS
   2,926      434    1,028   37,008   41,684   40,962   43,146    2,506      322

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        142)
     -90       80        0      476      262      386      342     -244     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      1.0      2.4     85.1     95.9     94.2     99.3      5.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        3       32       25       37       28
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,972
COMMITMENTS
      80    1,130      304   16,494   15,719   16,878   17,153    1,094      819

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:         44)
       0        4       -4       38       44       34       44       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      6.3      1.7     91.8     87.5     93.9     95.4      6.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       22       22       24       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,185
COMMITMENTS
       0        0        0   11,508   11,729   11,508   11,729    1,677    1,456

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        179)
       0        0        0      135      225      135      225       44      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.3     89.0     87.3     89.0     12.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       14       18       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,490
COMMITMENTS
       0    2,270      250   28,192   27,160   28,442   29,680    2,048      810

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:         90)
       0      100       10       50     -102       60        8       30       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.4      0.8     92.5     89.1     93.3     97.3      6.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       26       23       28       25
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,881
COMMITMENTS
     696        0      180   10,883   11,648   11,759   11,828    1,122    1,053

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        140)
       0        0        0      128      140      128      140       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.0      1.4     84.5     90.4     91.3     91.8      8.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       19       16       21       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,508
COMMITMENTS
     240        0      432   15,453   16,234   16,125   16,666    1,383      842

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      1,252)
       0        0        0    1,236    1,228    1,236    1,228       16       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      2.5     88.3     92.7     92.1     95.2      7.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       23       20       24       21
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:       11,346
COMMITMENTS
       0        0        0   10,090   10,438   10,090   10,438    1,256      908

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:         54)
       0        0        0       54       46       54       46        0        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.9     92.0     88.9     92.0     11.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       18       21       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,201
COMMITMENTS
       0        0        0   58,944   59,115   58,944   59,115      257       86

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      2,807)
       0        0        0    2,550    3,000    2,550    3,000      257     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.6     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       10       13       10
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      903,033
COMMITMENTS
       0        0        0  903,033  903,033  903,033  903,033        0        0

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:     51,448)
       0        0        0   51,448   51,448   51,448   51,448        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       10       14       10
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       31,732
COMMITMENTS
       0      362        0   31,539   30,304   31,539   30,666      193    1,066

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0     99.4     95.5     99.4     96.6      0.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       11        9       11       11
 
 
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A49
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      522,914
COMMITMENTS
       0    1,584        0  521,314  519,730  521,314  521,314    1,600    1,600

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      1,600)
       0        0        0        0        0        0        0    1,600    1,600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     99.7     99.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       10       10       10       12
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,971
COMMITMENTS
     220        0        0   48,541   48,971   48,761   48,971      210        0

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      1,285)
       0        0        0    1,285    1,285    1,285    1,285        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     99.1    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15        8       16        8
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,132
COMMITMENTS
       0        0        0   32,665   32,939   32,665   32,939      467      193

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.6     99.4     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       10       15       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       87,725
COMMITMENTS
     770      630        0   86,804   87,095   87,574   87,725      151        0

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.7      0.0     99.0     99.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       16       14       17       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,447,697
COMMITMENTS
       0    7,920        0  1447697  1439777  1447697  1447697        0        0

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0    100.0     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       15       11       15       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      173,378
COMMITMENTS
     882      660        0  172,476  172,488  173,358  173,148       20      230

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      1,015)
       0        0        0      995      995      995      995       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.4      0.0     99.5     99.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        0       25       26       26       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,876,803
COMMITMENTS
   8,712        0        0  2868091  2876803  2876803  2876803        0        0

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      3,680)
       0        0        0    3,680    3,680    3,680    3,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       24       22       25       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,882
COMMITMENTS
       0    2,775        0   63,882   61,107   63,882   63,882        0        0

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      1,450)
       0        0        0    1,450    1,535    1,450    1,535        0      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       24       20       24       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,090,457
COMMITMENTS
       0   72,320        0  1090457  1018137  1090457  1090457        0        0

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:     60,030)
       0        0        0   60,030   60,030   60,030   60,030        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      0.0    100.0     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       20       22       20       23
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,392
COMMITMENTS
   4,185       88       22   51,185   55,282   55,392   55,392        0        0

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:          0)
       0     -430        0        0      430        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.2      0.0     92.4     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       21       27       23       28
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       10,972
COMMITMENTS
     386        0        0   10,072   10,395   10,458   10,395      514      577

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      0.0     91.8     94.7     95.3     94.7      4.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       13       16       13
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,008,616
COMMITMENTS
  76,225   28,552        0  932,391  980,064  1008616  1008616        0        0

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:          0)
 -11,690        0        0   11,690        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      2.8      0.0     92.4     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        0       23       23       24       25
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,587
COMMITMENTS
       0       87      197   20,943   21,238   21,140   21,522      447       65

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        773)
       0      -65      -12      771      828      759      751       14       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.9     97.0     98.4     97.9     99.7      2.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        2        2       35       36       37       38
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,389
COMMITMENTS
       0      280       25   17,401   17,884   17,426   18,189      963      200

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        390)
       0      130        0      300      260      300      390       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.1     94.6     97.3     94.8     98.9      5.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       13       16       14       18
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,323
COMMITMENTS
       2        0       83   10,920   11,023   11,005   11,106      318      217

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        279)
       2       -8       54      223      111      279      157        0      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.7     96.4     97.4     97.2     98.1      2.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       15       19       16       20
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,582
COMMITMENTS
     430        0        0    8,841    9,252    9,271    9,252      311      330

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        685)
       0        0        0      755      775      755      775      -70      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      0.0     92.3     96.6     96.8     96.6      3.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       26       24       27       24
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,356,869
COMMITMENTS
 283,157  161,682  309,441  674,768  822,894  1267366  1294017   89,503   62,852

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:    -35,454)
 -12,139  -20,250  -14,423      694    2,793  -25,868  -31,880   -9,586   -3,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     11.9     22.8     49.7     60.6     93.4     95.4      6.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
     115       92      140       89       97      284      264
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      231,420
COMMITMENTS
  38,417   41,120    1,090  168,836  134,450  208,343  176,660   23,077   54,760

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:     10,830)
     708    2,886      197   14,975    6,105   15,880    9,188   -5,050    1,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     17.8      0.5     73.0     58.1     90.0     76.3     10.0     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        5        4       26       23       34       30
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,807
COMMITMENTS
     270      587      130   54,257   53,990   54,657   54,707      150      100

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:     -1,050)
       0     -250     -375    3,400    3,650    3,025    3,025   -4,075   -4,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.1      0.2     99.0     98.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        4        1       47       46       49       51
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,980
COMMITMENTS
  15,139   39,291    8,163  103,602   79,670  126,904  127,124    6,076    5,856

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      2,170)
     530    1,140     -327    2,020    1,504    2,223    2,317      -53     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     29.5      6.1     77.9     59.9     95.4     95.6      4.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8       13       13       24       23       42       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,064
COMMITMENTS
   1,284    4,124    8,294   25,610   24,316   35,188   36,734    2,876    1,330

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      1,572)
     200        0    2,605   -1,237   -1,009    1,568    1,596        4      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     10.8     21.8     67.3     63.9     92.4     96.5      7.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        6        5       15       15       21       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,525
COMMITMENTS
   1,795      450      264   25,175   26,775   27,234   27,489      291       36

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        325)
       0        0        0      325      325      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      1.6      1.0     91.5     97.3     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        2       28       32       31       35
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,490
COMMITMENTS
  16,471    2,860      358    3,365   19,462   20,194   22,680    3,296      810

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:       -433)
     -48      121       10     -221     -488     -259     -357     -174      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.1     12.2      1.5     14.3     82.9     86.0     96.6     14.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      80       23        8       21       30      106       58
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       37,178
COMMITMENTS
  25,017    2,070      255    5,978   33,244   31,250   35,569    5,928    1,609

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:       -244)
  -1,244     -131      -19      466     -618     -797     -768      553      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3      5.6      0.7     16.1     89.4     84.1     95.7     15.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      93       15        4       22       33      117       51
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      322,769
COMMITMENTS
  84,218   13,959   29,153  184,657  265,670  298,028  308,782   24,741   13,987

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:       -700)
  -5,768      598    4,970    1,141   -7,058      343   -1,490   -1,043      790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      4.3      9.0     57.2     82.3     92.3     95.7      7.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      76       24       51       85       87      182      147
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       29,350
COMMITMENTS
   7,256        0      762   14,807   20,750   22,825   21,512    6,525    7,838

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        860)
   1,139     -624     -375      -34     -883      730   -1,882      130    2,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      0.0      2.6     50.4     70.7     77.8     73.3     22.2     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        2       13       20       17       22
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,612
COMMITMENTS
     550      150      300    7,562    7,962    8,412    8,412      200      200

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        675)
    -108        0       25      758      767      675      792        0     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      1.7      3.5     87.8     92.5     97.7     97.7      2.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        3       34       39       39       43
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       77,430
COMMITMENTS
   3,740    1,682    1,696   70,622   73,446   76,058   76,824    1,372      606

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      1,311)
     -25        0        0    1,350    1,300    1,325    1,300      -14       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.2      2.2     91.2     94.9     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        2       34       35       39       37
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,564
COMMITMENTS
   1,800        0        0   21,725   23,099   23,525   23,099       39      465

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      2,075)
       0        0        0    2,075    2,060    2,075    2,060        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.0      0.0     92.2     98.0     99.8     98.0      0.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       24       16       25       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,562
COMMITMENTS
     900      700        0   13,662   13,862   14,562   14,562        0        0

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        695)
     150       50        0      545      645      695      695        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      4.8      0.0     93.8     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        0       27       27       29       29
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,540
COMMITMENTS
     435      800        0   18,043   18,717   18,478   19,517    1,062       23

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      1,070)
       0        0        0      959    1,070      959    1,070      111        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      4.1      0.0     92.3     95.8     94.6     99.9      5.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        0       22       18       24       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,864
COMMITMENTS
     797    1,010      507   20,302   20,089   21,606   21,606      258      258

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        729)
     -45        0      120      654      609      729      729        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      4.6      2.3     92.9     91.9     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        2        2       33       38       37       42
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,528
COMMITMENTS
   1,220        0       78    9,122   10,360   10,420   10,438      108       90

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        536)
     -94        0       42      630      656      578      698      -42     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      0.0      0.7     86.6     98.4     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        1       25       22       28       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 04/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,032
COMMITMENTS
   2,962    1,667    1,650   34,111   37,467   38,723   40,784    3,309    1,248

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        111)
     299      128      133     -522     -150      -90      111      201        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      4.0      3.9     81.2     89.1     92.1     97.0      7.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        5        6       31       35       38       43
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Updated April 28, 2010