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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      372,805
COMMITMENTS
  54,796   22,245   68,423  204,329  255,458  327,547  346,126   45,257   26,679

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      5,469)
  -7,460   -4,154    7,342    9,604     -353    9,486    2,835   -4,018    2,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      6.0     18.4     54.8     68.5     87.9     92.8     12.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      43       22       43       75       79      144      127
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED 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:      101,414
COMMITMENTS
     531    7,690   22,338   71,724   65,974   94,593   96,001    6,821    5,413

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        409)
    -333     -293      413      -84       40       -4      159      413      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      7.6     22.0     70.7     65.1     93.3     94.7      6.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        6        7       13       13       20       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:    1,025,997
COMMITMENTS
 178,970  288,736  374,117  392,745  309,405  945,832  972,259   80,165   53,739

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:     12,974)
    -117    8,606    3,083    9,041     -214   12,007   11,475      967    1,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     28.1     36.5     38.3     30.2     92.2     94.8      7.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      85       99      126       94       83      258      244
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED 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:    1,737,035
COMMITMENTS
  89,804  114,117  586,158  1053907  1027610  1729869  1727884    7,166    9,151

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:     33,966)
   4,550   -1,885   11,862   17,408   23,581   33,819   33,558      146      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      6.6     33.7     60.7     59.2     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      44       26       58       60       60      127      121
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED 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:       25,988
COMMITMENTS
   9,101    6,175   10,773    5,179    8,138   25,053   25,086      935      902

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      2,751)
   1,298      572      478      830    1,586    2,607    2,635      145      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0     23.8     41.5     19.9     31.3     96.4     96.5      3.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        8       10        8       10       19       23
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      190,585
COMMITMENTS
   4,394    2,976    5,433  173,778  177,457  183,606  185,866    6,979    4,719

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      2,398)
      -0     -360      228    3,540    2,530    3,768    2,398   -1,370       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      1.6      2.9     91.2     93.1     96.3     97.5      3.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        4       37       37       42       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED 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:      132,986
COMMITMENTS
   2,160    2,993    1,644  114,918  121,355  118,722  125,993   14,263    6,993

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      1,196)
       0       94       91      837      824      928    1,010      268      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.3      1.2     86.4     91.3     89.3     94.7     10.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       22       22       24       23
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      182,936
COMMITMENTS
   1,575      414   11,801  166,880  170,223  180,255  182,438    2,681      498

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      3,141)
      52      246       91    3,163    2,979    3,305    3,316     -165     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.2      6.5     91.2     93.1     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        3        7       36       30       44       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED 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:       21,213
COMMITMENTS
      80    1,130      304   19,735   18,960   20,119   20,394    1,094      819

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:         79)
       0        4       -4       73       79       69       79       10       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.3      1.4     93.0     89.4     94.8     96.1      5.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       23       24       25       27
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED 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:       14,065
COMMITMENTS
       0        0        0   12,388   12,609   12,388   12,609    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 TRADER
     0.0      0.0      0.0     88.1     89.6     88.1     89.6     11.9     10.4

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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:       50,770
COMMITMENTS
     158        0    1,177   48,000   48,751   49,335   49,928    1,435      842

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      2,006)
      32        0      -10    1,967    1,991    1,989    1,982       17       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      2.3     94.5     96.0     97.2     98.3      2.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       23       21       24       22
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:    2,724,270
COMMITMENTS
 300,421   91,855  856,108  1466406  1703256  2622935  2651219  101,334   73,050

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:    -58,952)
 -11,882  -10,217  -32,955   -3,916   -9,276  -48,753  -52,448  -10,199   -6,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      3.4     31.4     53.8     62.5     96.3     97.3      3.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     145      103      183       93      101      332      306
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED 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:      108,412
COMMITMENTS
   2,145   36,646   28,427   75,555   40,824  106,127  105,897    2,285    2,515

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:     -5,607)
     461   -4,828       33   -5,246     -313   -4,751   -5,108     -855     -499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     33.8     26.2     69.7     37.7     97.9     97.7      2.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        9       10       18       18       29       28
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED 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:      159,331
COMMITMENTS
  38,559    5,386   28,439   89,328  122,435  156,326  156,260    3,006    3,071

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:       -455)
    -955      683       70      307   -1,280     -578     -527      123       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      3.4     17.8     56.1     76.8     98.1     98.1      1.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      22       14       29       26       27       62       58
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED 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:      663,322
COMMITMENTS
  52,019        0   92,379  497,286  550,495  641,684  642,875   21,638   20,447

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:      5,443)
   1,542        0      821    3,267    4,418    5,630    5,239     -187      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0     13.9     75.0     83.0     96.7     96.9      3.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10        0       10       39       40       49       50
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       37,813
COMMITMENTS
  24,997    2,070      473    6,196   33,442   31,667   35,986    6,146    1,827

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:       -246)
  -1,241     -131      -21      464     -617     -798     -769      551      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.1      5.5      1.3     16.4     88.4     83.7     95.2     16.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      93       15        4       23       33      118       51
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED 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:      366,448
COMMITMENTS
  84,496   12,626   50,304  203,542  286,946  338,343  349,877   28,105   16,571

CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST:        293)
  -5,389      519    5,114    1,717   -6,051    1,442     -418   -1,149      711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      3.4     13.7     55.5     78.3     92.3     95.5      7.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      73       32       57       85       88      188      153
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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