```
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,941
COMMITMENTS
   1,488    1,032        0   34,207   34,839   35,695   35,871      246       70

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      2,788)
       0       40        0    2,788    2,748    2,788    2,788        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      2.9      0.0     95.2     96.9     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        5        0       36       37       37       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,781
COMMITMENTS
       0        0        0   21,540   21,681   21,540   21,681      241      100

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:       -346)
       0        0        0     -380     -346     -380     -346       34        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.9     99.5     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       25       27       25       27
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,809
COMMITMENTS
     109      216      110    5,127    5,277    5,346    5,603    1,463    1,206

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:         34)
       0        0        0       23       57       23       57       11      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      3.2      1.6     75.3     77.5     78.5     82.3     21.5     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       19       18       20       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,036
COMMITMENTS
     402      232       30    8,077    8,876    8,509    9,138    1,527      898

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        433)
      80      169      -20      445      377      505      526      -72      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      2.3      0.3     80.5     88.4     84.8     91.1     15.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        2        1       41       45       44       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,510
COMMITMENTS
     437      440      116    7,271    7,314    7,824    7,870      686      640

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        603)
      69      178      -38      623      484      654      624      -51      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      5.2      1.4     85.4     85.9     91.9     92.5      8.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       5        3        6       46       58       53       65
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,631
COMMITMENTS
     320        0        0    2,367    2,744    2,687    2,744      944      887

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:         80)
       0        0        0       -4       58       -4       58       84       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.0      0.0     65.2     75.6     74.0     75.6     26.0     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       19       15       19
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,224
COMMITMENTS
       0      130        0    1,834    1,507    1,834    1,637      390      587

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        620)
       0      105        0      675      353      675      458      -55      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      0.0     82.5     67.8     82.5     73.6     17.5     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       19       14       19       16
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,531
COMMITMENTS
       5       50       40      999    1,015    1,044    1,105      487      426

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:         87)
       5       20        0       29       94       34      114       53      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      3.3      2.6     65.3     66.3     68.2     72.2     31.8     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       15       16       16       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       17,819
COMMITMENTS
       0        0        0   17,819   17,714   17,819   17,714        0      105

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        641)
       0        0        0      641      611      641      611        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       21       16       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      318,322
COMMITMENTS
  47,339   29,464   32,495  197,672  226,372  277,506  288,331   40,816   29,991

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      1,487)
  -2,697    3,718     -233    5,054   -6,047    2,124   -2,562     -637    4,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      9.3     10.2     62.1     71.1     87.2     90.6     12.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      35       29       42       75       79      137      129
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,378
COMMITMENTS
     650      875      150   15,360   15,153   16,160   16,178      218      200

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      1,720)
     100     -950     -100    1,620    2,670    1,620    1,620      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      5.3      0.9     93.8     92.5     98.7     98.8      1.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       3        4        1       42       50       45       55
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,665
COMMITMENTS
   2,169      650      425   15,615   17,055   18,209   18,130      456      535

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:          0)
     -50        0        0       50        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      3.5      2.3     83.7     91.4     97.6     97.1      2.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        2       27       27       31       30
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,285
COMMITMENTS
   3,340        0      965    7,660   10,750   11,965   11,715      320      570

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:       -145)
    -670        0        0      525     -145     -145     -145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      0.0      7.9     62.4     87.5     97.4     95.4      2.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        2        8       17       11       19
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,349
COMMITMENTS
     534      112      195    2,641    2,584    3,370    2,891      979    1,458

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:         62)
     112        0      -56      -17      161       39      105       23      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      2.6      4.5     60.7     59.4     77.5     66.5     22.5     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        3       17       17       20       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      874,072
COMMITMENTS
 101,733  285,928  320,182  377,363  222,789  799,278  828,899   74,794   45,173

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      5,078)
   1,477   -5,983   21,065  -10,975   -3,304   11,567   11,778   -6,489   -6,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     32.7     36.6     43.2     25.5     91.4     94.8      8.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      82       92      120       89       73      247      223
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,433
COMMITMENTS
   1,166      811    1,365   45,541   49,124   48,072   51,300   12,361    9,133

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        106)
       0       20        0     -190       92     -190      112      296       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.3      2.3     75.4     81.3     79.5     84.9     20.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       21       18       23       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       38,968
COMMITMENTS
     134    1,122    3,051   31,158   27,792   34,343   31,965    4,625    7,003

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      1,062)
       0      -34      -28      918      432      890      370      172      692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.9      7.8     80.0     71.3     88.1     82.0     11.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       11       15       13       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,088
COMMITMENTS
       0        0        0   53,910   49,804   53,910   49,804    9,178   13,284

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:       -125)
       0        0        0     -125     -125     -125     -125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     85.5     78.9     85.5     78.9     14.5     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       21       18       21
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       74,921
COMMITMENTS
       0        0        0   62,266   70,896   62,266   70,896   12,655    4,025

CHANGES FROM 05/11/10 (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     83.1     94.6     83.1     94.6     16.9      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 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       88,236
COMMITMENTS
   2,529    4,574    4,754   73,010   73,551   80,293   82,879    7,943    5,357

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      2,298)
      70    1,158     -490    2,772    1,386    2,352    2,054      -54      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      5.2      5.4     82.7     83.4     91.0     93.9      9.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        4       20       25       24       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,112
COMMITMENTS
   1,224    7,916    2,636   71,754   59,288   75,614   69,840    6,498   12,272

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        -27)
       0      486     -483      150      -30     -333      -27      306        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      9.6      3.2     87.4     72.2     92.1     85.1      7.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       12       20       15       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       81,649
COMMITMENTS
   6,890    1,866    3,772   55,656   68,689   66,318   74,327   15,331    7,322

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        967)
     862        0       16      813    1,375    1,691    1,391     -724     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      2.3      4.6     68.2     84.1     81.2     91.0     18.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        3       18       21       23       24
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       76,083
COMMITMENTS
       0        0        0   74,027   72,849   74,027   72,849    2,056    3,234

CHANGES FROM 05/11/10 (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     97.3     95.7     97.3     95.7      2.7      4.3

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 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,523
COMMITMENTS
   5,032    3,420    4,753  147,585  150,229  157,370  158,402    6,153    5,121

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        678)
    -122        0      400      400      278      678      678        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      2.1      2.9     90.3     91.9     96.2     96.9      3.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        2        4       36       36       41       40
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      130,327
COMMITMENTS
   1,850    2,649    1,524  115,743  119,328  119,117  123,501   11,210    6,826

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:       -696)
       0     -258     -244     -496     -190     -740     -692       44       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      2.0      1.2     88.8     91.6     91.4     94.8      8.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       23       22       25       23
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      220,779
COMMITMENTS
   6,073      608   10,358  188,515  204,541  204,946  215,507   15,833    5,272

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      4,584)
    -388     -216     -689    8,202    7,243    7,125    6,338   -2,541   -1,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.3      4.7     85.4     92.6     92.8     97.6      7.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        3       34       37       37       40
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,876,554
COMMITMENTS
 721,044  142,805  881,548  1245507  1834934  2848099  2859287   28,455   17,267

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     27,489)
  18,896  -12,885   20,696  -13,674   18,953   25,918   26,764    1,571      725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      5.0     30.6     43.3     63.8     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      37       24       54      113      101      175      156
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,012,644
COMMITMENTS
 133,376  214,582  171,650  705,531  623,187  1010557  1009419    2,087    3,225

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     39,612)
  21,451   -4,863   10,882    9,350   34,581   41,683   40,600   -2,071     -988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     21.2     17.0     69.7     61.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      22       27       41       47       43       91       89
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        4,646
COMMITMENTS
      60      957        0    4,344    3,446    4,404    4,403      242      243

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        757)
       0      364        0      714      412      714      776       43      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     20.6      0.0     93.5     74.2     94.8     94.8      5.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       16       14       17       16
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,725
COMMITMENTS
      76        0        8    1,054    1,118    1,138    1,126      587      599

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        120)
      -6        0        0       46       81       40       81       80       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.5     61.1     64.8     66.0     65.3     34.0     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       20       21       22       22
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       42,098
COMMITMENTS
   2,767      700      992   35,847   40,085   39,606   41,777    2,492      321

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        354)
     482       20      -20      -99      354      363      354       -9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      1.7      2.4     85.2     95.2     94.1     99.2      5.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        3       34       25       38       30
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,342
COMMITMENTS
       0    1,066      272   15,920   14,975   16,192   16,313    1,150    1,029

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:         20)
     -40      -32      -20       20       52      -40        0       60       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.1      1.6     91.8     86.4     93.4     94.1      6.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       21       23       23       26
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,386
COMMITMENTS
       0        0        0   11,621   12,264   11,621   12,264    1,765    1,122

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.8     91.6     86.8     91.6     13.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       14       16       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,021
COMMITMENTS
       0    2,280      200   27,629   26,639   27,829   29,119    2,192      902

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:         88)
       0        0        0       28       88       28       88       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.6      0.7     92.0     88.7     92.7     97.0      7.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       25       21       27       23
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,527
COMMITMENTS
     462        0      280   10,399   11,161   11,141   11,441    1,386    1,086

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        124)
    -120        0      100     -124      -44     -144       56      268       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      2.2     83.0     89.1     88.9     91.3     11.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       18       16       20       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,004
COMMITMENTS
     660        0        0   16,295   17,036   16,955   17,036    1,049      968

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        336)
       0        0        0      248      252      248      252       88       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.0     90.5     94.6     94.2     94.6      5.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       24       20       25       20
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| 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:       10,974
COMMITMENTS
       0        0        0    9,722   10,050    9,722   10,050    1,252      924

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        248)
       0        0        0      188      220      188      220       60       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.6     91.6     88.6     91.6     11.4      8.4

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 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,073
COMMITMENTS
       0        0        0   57,816   57,987   57,816   57,987      257       86

CHANGES FROM 05/11/10 (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
     0.0      0.0      0.0     99.6     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       10       12       10
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      878,790
COMMITMENTS
       0        0        0  878,790  878,790  878,790  878,790        0        0

CHANGES FROM 05/11/10 (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    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 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       30,192
COMMITMENTS
       0      120        0   30,021   29,796   30,021   29,916      171      276

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.0     99.4     98.7     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       10       10       10       11
 
 
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A49
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      501,074
COMMITMENTS
       0      848        0  501,074  500,226  501,074  501,074        0        0

CHANGES FROM 05/11/10 (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      0.2      0.0    100.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       10       11       10       13
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       41,303
COMMITMENTS
       0        0        0   40,902   41,132   40,902   41,132      401      171

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      9,837)
       0        0        0    9,837    9,837    9,837    9,837        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.0     99.6     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       12       14       12
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      601,666
COMMITMENTS
       0        0        0  601,666  601,666  601,666  601,666        0        0

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:    123,957)
       0        0        0  123,957  123,957  123,957  123,957        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:       21)
       0        0        0       11       13       11       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       84,795
COMMITMENTS
       0      300        0   84,644   84,495   84,644   84,795      151        0

CHANGES FROM 05/11/10 (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      0.4      0.0     99.8     99.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       16       14       16       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,440,221
COMMITMENTS
       0    4,240        0  1440221  1435981  1440221  1440221        0        0

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     25,108)
       0        0        0   25,108   25,108   25,108   25,108        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0    100.0     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       17       13       17       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      176,081
COMMITMENTS
     420        0        0  175,661  175,981  176,081  175,981        0      100

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     10,272)
       0        0        0   10,272   10,272   10,272   10,272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.8     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        0       25       26       26       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,950,704
COMMITMENTS
   4,664    8,480        0  2946040  2942224  2950704  2950704        0        0

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:    132,757)
       0        0        0  132,757  132,757  132,757  132,757        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.3      0.0     99.8     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       26       23       27       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,865
COMMITMENTS
       0    2,665        0   61,865   59,200   61,865   61,865        0        0

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        645)
       0        0        0      645      645      645      645        0        0

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:       29)
       0        1        0       24       18       24       19
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,059,305
COMMITMENTS
       0   72,320        0  1059305  986,985  1059305  1059305        0        0

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      1,840)
       0        0        0    1,840    1,840    1,840    1,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.8      0.0    100.0     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       20       21       20       22
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,082
COMMITMENTS
   3,855      110        0   54,227   57,972   58,082   58,082        0        0

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      1,341)
       0        0        0    1,341    1,341    1,341    1,341        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.2      0.0     93.4     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       23       27       24       28
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       11,200
COMMITMENTS
     342        0        0   10,621   10,645   10,963   10,645      237      555

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      1,020)
       0        0        0    1,020    1,020    1,020    1,020        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.0     94.8     95.0     97.9     95.0      2.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       13       16       13
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      610,006
COMMITMENTS
       0   70,705        0  610,006  539,301  610,006  610,006        0        0

CHANGES FROM 05/11/10 (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     11.6      0.0    100.0     88.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        9       13       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,151,984
COMMITMENTS
  70,705   28,552        0  1081279  1123432  1151984  1151984        0        0

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     42,730)
       0        0        0   42,730   42,730   42,730   42,730        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      2.5      0.0     93.9     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        0       24       24       25       26
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,250
COMMITMENTS
      70       50      249   20,417   20,709   20,736   21,008      514      242

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        122)
       0      -65        0      187      187      187      122      -65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.2      1.2     96.1     97.5     97.6     98.9      2.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        2       35       33       38       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,622
COMMITMENTS
      20        0       25   16,804   17,537   16,849   17,562      773       60

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        146)
      20        0       25      146      121      191      146      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.1     95.4     99.5     95.6     99.7      4.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       14       20       15       21
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,041
COMMITMENTS
       0        3       70   10,651   10,873   10,721   10,946      320       95

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        -15)
       0        0        0      -15       47      -15       47        0      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.6     96.5     98.5     97.1     99.1      2.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       16       20       17       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,544
COMMITMENTS
       0        0        0   10,197   10,269   10,197   10,269      347      275

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        -35)
    -740        0        0      695      -45      -45      -45       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.7     97.4     96.7     97.4      3.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       27       23       27       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,387,907
COMMITMENTS
 279,604  212,243  316,237  696,071  782,700  1291912  1311180   95,995   76,727

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:    -82,327)
  -5,903   19,631  -28,297  -35,078  -67,128  -69,278  -75,794  -13,049   -6,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     15.3     22.8     50.2     56.4     93.1     94.5      6.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      97      103      146       86       93      275      264
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      234,254
COMMITMENTS
  38,590   32,909    5,848  166,207  144,168  210,645  182,925   23,609   51,329

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      2,623)
    -759   -1,787      467    2,239    6,430    1,947    5,110      676   -2,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     14.0      2.5     71.0     61.5     89.9     78.1     10.1     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        5        4       30       27       38       34
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,910
COMMITMENTS
     253      285      112   50,221   50,189   50,586   50,586      324      324

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      2,582)
       0        0        0    2,609    2,609    2,609    2,609      -27      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.6      0.2     98.6     98.6     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        2        2       45       43       49       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      131,751
COMMITMENTS
  15,223   39,128    9,247  100,821   77,736  125,291  126,111    6,460    5,640

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -2,029)
  -1,052     -979      399   -1,925   -1,678   -2,578   -2,258      549      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     29.7      7.0     76.5     59.0     95.1     95.7      4.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       12       16       24       23       43       41
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,681
COMMITMENTS
     846    4,174    8,887   24,938   21,974   34,671   35,035    2,010    1,646

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -1,765)
       0     -100    1,651   -1,181   -2,449      470     -898   -2,235     -867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     11.4     24.2     68.0     59.9     94.5     95.5      5.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        5       15       16       21       24
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,910
COMMITMENTS
   2,144    1,100        0   21,460   22,810   23,604   23,910      306        0

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:       -175)
     120       25      -75     -250     -125     -205     -175       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      4.6      0.0     89.8     95.4     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        0       27       31       30       34
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,370
COMMITMENTS
  17,002    2,545      401    2,698   19,424   20,101   22,370    3,269    1,000

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:     -1,594)
  -1,981     -253      -18        5   -1,595   -1,994   -1,866      400      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.8     10.9      1.7     11.5     83.1     86.0     95.7     14.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      75       21        8       19       32       99       58
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       35,541
COMMITMENTS
  25,018    1,966      230    4,852   31,777   30,100   33,973    5,441    1,568

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:       -132)
     555      -80        0     -600     -280      -45     -360      -87      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.4      5.5      0.6     13.7     89.4     84.7     95.6     15.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      78       12        2       17       32       96       46
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      269,582
COMMITMENTS
  64,553   15,178   33,293  153,364  207,428  251,210  255,899   18,372   13,683

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:    -12,846)
  -1,656    2,199   -2,173   -5,108  -11,682   -8,937  -11,656   -3,909   -1,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      5.6     12.3     56.9     76.9     93.2     94.9      6.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      63       27       55       85       91      180      154
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       27,668
COMMITMENTS
   7,592      103    1,784   13,743   19,914   23,119   21,801    4,549    5,867

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:       -667)
    -777       12       60       84     -401     -633     -329      -34     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      0.4      6.4     49.7     72.0     83.6     78.8     16.4     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        1        6       15       21       22       27
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,710
COMMITMENTS
     250    1,750      300   18,415   17,250   18,965   19,300      745      410

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      425      375      425      375      -25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      8.9      1.5     93.4     87.5     96.2     97.9      3.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       16       12       18       13
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,431
COMMITMENTS
     500        0      300    7,331    7,831    8,131    8,131      300      300

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        357)
      25        0      -25      307      332      307      307       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.0      3.6     87.0     92.9     96.4     96.4      3.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        0        3       33       37       38       40
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       81,768
COMMITMENTS
   3,660    1,049    1,671   75,156   78,472   80,487   81,192    1,281      576

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      3,346)
     275     -155        0    2,972    3,481    3,247    3,326       99       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      1.3      2.0     91.9     96.0     98.4     99.3      1.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        2        2       35       38       40       41
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,171
COMMITMENTS
   1,600        0        0   22,545   23,756   24,145   23,756       26      415

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      1,100)
       0        0        0    1,100    1,100    1,100    1,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.0      0.0     93.3     98.3     99.9     98.3      0.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       17       21       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,187
COMMITMENTS
     850      800        0   12,337   12,387   13,187   13,187        0        0

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        100)
       0      200        0      100     -100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      6.1      0.0     93.6     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        0       28       30       30       33
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,223
COMMITMENTS
     269        0       65    1,814    1,999    2,148    2,064    1,075    1,159

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        160)
       0        0       11       38      133       49      144      111       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.0      2.0     56.3     62.0     66.6     64.0     33.4     36.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       15       14       16
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,040
COMMITMENTS
     300        0        0   20,475   21,440   20,775   21,440    1,265      600

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        438)
      15        0        0      453      138      468      138      -30      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     92.9     97.3     94.3     97.3      5.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        0       24       21       27       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,912
COMMITMENTS
     975      325      482   19,242   19,872   20,699   20,679      213      233

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        352)
     331        0        0       21      352      352      352        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      1.6      2.3     92.0     95.0     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        2        2       37       40       41       43
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,749
COMMITMENTS
   1,474        0       24    9,242   10,581   10,740   10,605        9      144

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        252)
    -317        0       24      563      228      270      252      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      0.0      0.2     86.0     98.4     99.9     98.7      0.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       24       21       27       22
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 05/18/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,471
COMMITMENTS
   2,510    1,576    1,518   32,134   35,491   36,162   38,585    4,309    1,886

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:        132)
    -240      -87      139     -163      164     -264      216      396      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      3.9      3.8     79.4     87.7     89.4     95.3     10.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        5       31       37       37       44
```

----

Updated May 27, 2010