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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,278
COMMITMENTS
   1,623      902       51   34,346   35,255   36,020   36,208      258       70

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        337)
     135     -130       51      139      416      325      337       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      2.5      0.1     94.7     97.2     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        5        1       37       38       39       43
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,281
COMMITMENTS
       0        0        0   22,030   22,001   22,030   22,001      251      280

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      490      320      490      320       10      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.9     98.7     98.9     98.7      1.1      1.3

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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,843
COMMITMENTS
     109      216      110    5,122    5,306    5,341    5,632    1,502    1,211

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:         34)
       0        0        0       -5       29       -5       29       39        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      3.2      1.6     74.9     77.5     78.1     82.3     21.9     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       19       17       20       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,195
COMMITMENTS
     254      258       30    8,328    8,742    8,612    9,030    1,583    1,165

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        159)
    -148       26        0      251     -134      103     -108       56      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      2.5      0.3     81.7     85.7     84.5     88.6     15.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        2        1       42       43       43       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,007
COMMITMENTS
     457      522       51    7,835    7,905    8,343    8,478      664      529

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        497)
      20       82      -65      564      591      519      608      -22     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      5.8      0.6     87.0     87.8     92.6     94.1      7.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       5        3        5       48       59       55       65
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,711
COMMITMENTS
     410        0       10    2,540    3,172    2,960    3,182      751      529

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:         80)
      90        0       10      173      428      273      438     -193     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      0.0      0.3     68.4     85.5     79.8     85.7     20.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       19       23       21       24
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,351
COMMITMENTS
       0      120        0    1,840    1,811    1,840    1,931      511      420

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        127)
       0      -10        0        6      304        6      294      121     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      0.0     78.3     77.0     78.3     82.1     21.7     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       20       17       20       19
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,660
COMMITMENTS
      25       65       40      999    1,065    1,064    1,170      596      490

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        129)
      20       15        0        0       50       20       65      109       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      3.9      2.4     60.2     64.2     64.1     70.5     35.9     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       15       17       16       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       18,164
COMMITMENTS
       0        0        0   18,144   18,059   18,144   18,059       20      105

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        345)
       0        0        0      325      345      325      345       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.9     99.4     99.9     99.4      0.1      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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      302,958
COMMITMENTS
  37,228   27,614   31,504  195,979  214,463  264,711  273,581   38,247   29,377

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -15,364)
 -10,111   -1,850     -991   -1,693  -11,909  -12,795  -14,750   -2,569     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      9.1     10.4     64.7     70.8     87.4     90.3     12.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      26       27       41       76       83      127      134
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,712
COMMITMENTS
     800      925      200   15,544   15,437   16,544   16,562      168      150

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        334)
     150       50       50      184      284      384      384      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      5.5      1.2     93.0     92.4     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       3        4        1       42       51       45       56
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,440
COMMITMENTS
   2,169      650      425   15,390   16,830   17,984   17,905      456      535

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:       -225)
       0        0        0     -225     -225     -225     -225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      3.5      2.3     83.5     91.3     97.5     97.1      2.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        2       27       28       31       31
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,390
COMMITMENTS
   3,565        0      770    7,735   11,050   12,070   11,820      320      570

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        105)
     225        0     -195       75      300      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      0.0      6.2     62.4     89.2     97.4     95.4      2.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        2        9       17       12       19
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,733
COMMITMENTS
   1,001      112      135    2,539    2,991    3,675    3,238    1,058    1,495

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        384)
     467        0      -60     -102      407      305      347       79       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      2.4      2.9     53.6     63.2     77.6     68.4     22.4     31.6

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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      840,409
COMMITMENTS
  96,495  276,207  300,435  370,414  215,833  767,344  792,475   73,065   47,934

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -33,663)
  -5,238   -9,721  -19,747   -6,949   -6,956  -31,934  -36,424   -1,729    2,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     32.9     35.7     44.1     25.7     91.3     94.3      8.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      70       88      112       91       73      232      217
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,983
COMMITMENTS
   1,114      917    1,381   47,948   49,248   50,443   51,546   10,540    9,437

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        550)
     -52      106       16    2,407      124    2,371      246   -1,821      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.5      2.3     78.6     80.8     82.7     84.5     17.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       22       18       24       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       39,244
COMMITMENTS
     134      998    3,143   31,378   27,652   34,655   31,793    4,589    7,451

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        276)
       0     -124       92      220     -140      312     -172      -36      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.5      8.0     80.0     70.5     88.3     81.0     11.7     19.0

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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,594
COMMITMENTS
       0        0        0   54,176   50,310   54,176   50,310    9,418   13,284

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        506)
       0        0        0      266      506      266      506      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     85.2     79.1     85.2     79.1     14.8     20.9

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 05/25/10                         |
--------------------------------------------------------------| 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 05/18/10 (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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       90,094
COMMITMENTS
   1,851    3,861    6,046   74,780   75,284   82,677   85,191    7,417    4,903

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      1,858)
    -678     -713    1,292    1,770    1,733    2,384    2,312     -526     -454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      4.3      6.7     83.0     83.6     91.8     94.6      8.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        4       21       26       25       32
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,170
COMMITMENTS
   1,224    7,740    2,966   71,332   59,072   75,522   69,778    6,648   12,392

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:         58)
       0     -176      330     -422     -216      -92      -62      150      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      9.4      3.6     86.8     71.9     91.9     84.9      8.1     15.1

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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       81,947
COMMITMENTS
   6,291    1,866    4,306   55,926   68,536   66,523   74,708   15,424    7,239

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        298)
    -599        0      534      270     -153      205      381       93      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      2.3      5.3     68.2     83.6     81.2     91.2     18.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        3       19       22       24       25
 
 
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-023A85
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       41,345
COMMITMENTS
       0      480        0   34,481   38,674   34,481   39,154    6,864    2,191

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.0     83.4     93.5     83.4     94.7     16.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       15       15       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       78,783
COMMITMENTS
     720        0        0   76,007   75,549   76,727   75,549    2,056    3,234

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      2,700)
     720        0        0    1,980    2,700    2,700    2,700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     96.5     95.9     97.4     95.9      2.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       16       17       17       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      170,743
COMMITMENTS
   4,540    8,940    4,483  155,597  151,985  164,620  165,408    6,123    5,335

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      7,220)
    -492    5,520     -270    8,012    1,756    7,250    7,006      -30      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      5.2      2.6     91.1     89.0     96.4     96.9      3.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       37       36       42       40
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      129,362
COMMITMENTS
   1,850    1,181    2,214  114,088  119,141  118,152  122,536   11,210    6,826

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:       -965)
       0   -1,468      690   -1,655     -187     -965     -965        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.9      1.7     88.2     92.1     91.3     94.7      8.7      5.3

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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      224,662
COMMITMENTS
   5,862      480   11,133  192,160  207,260  209,155  218,873   15,507    5,789

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      3,883)
    -211     -128      775    3,645    2,719    4,209    3,366     -326      517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.2      5.0     85.5     92.3     93.1     97.4      6.9      2.6

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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,868,788
COMMITMENTS
 693,377  137,041  884,619  1266364  1828861  2844360  2850521   24,428   18,267

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -7,766)
 -27,667   -5,764    3,071   20,857   -6,073   -3,739   -8,766   -4,027    1,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      4.8     30.8     44.1     63.8     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      40       23       56      119      101      183      157
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,028,700
COMMITMENTS
 132,239  218,139  181,521  712,798  625,436  1026558  1025096    2,142    3,604

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     16,056)
  -1,137    3,557    9,871    7,267    2,249   16,001   15,677       55      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     21.2     17.6     69.3     60.8     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      24       26       40       48       44       93       89
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        5,141
COMMITMENTS
      60    1,461        0    4,834    3,388    4,894    4,849      247      292

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        495)
       0      504        0      490      -58      490      446        5       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     28.4      0.0     94.0     65.9     95.2     94.3      4.8      5.7

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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,923
COMMITMENTS
      76        0        8    1,195    1,260    1,279    1,268      644      655

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        198)
       0        0        0      141      142      141      142       57       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      0.4     62.1     65.5     66.5     65.9     33.5     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       22       20       24       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       42,147
COMMITMENTS
   2,527      760    1,232   36,243   39,964   40,002   41,956    2,145      191

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:         49)
    -240       60      240      396     -121      396      179     -347     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      1.8      2.9     86.0     94.8     94.9     99.5      5.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        3       35       25       39       30
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,406
COMMITMENTS
       0    1,090      272   15,984   15,015   16,256   16,377    1,150    1,029

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:         64)
       0       24        0       64       40       64       64        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.3      1.6     91.8     86.3     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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,486
COMMITMENTS
       0        0        0   11,739   12,360   11,739   12,360    1,747    1,126

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      118       96      118       96      -18        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.0     91.7     87.0     91.7     13.0      8.3

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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,570
COMMITMENTS
       0    2,400      200   28,138   27,048   28,338   29,648    2,232      922

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        549)
       0      120        0      509      409      509      529       40       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.9      0.7     92.0     88.5     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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,715
COMMITMENTS
     562        0      200   10,515   11,497   11,277   11,697    1,438    1,018

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        188)
     100        0      -80      116      336      136      256       52      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      1.6     82.7     90.4     88.7     92.0     11.3      8.0

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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,952
COMMITMENTS
     660        0        0   16,195   16,930   16,855   16,930    1,097    1,022

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        -52)
       0        0        0     -100     -106     -100     -106       48       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.0     90.2     94.3     93.9     94.3      6.1      5.7

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 05/25/10                         |
--------------------------------------------------------------| 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:       10,956
COMMITMENTS
       0        0        0    9,714    9,992    9,714    9,992    1,242      964

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        -18)
       0        0        0       -8      -58       -8      -58      -10       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.7     91.2     88.7     91.2     11.3      8.8

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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,457
COMMITMENTS
       0        0        0   58,200   58,371   58,200   58,371      257       86

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        384)
       0        0        0      384      384      384      384        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:       21)
       0        0        0       12       11       12       11
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| 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 05/18/10 (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 05/25/10                         |
--------------------------------------------------------------| 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 05/18/10 (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     99.4     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 05/25/10                         |
--------------------------------------------------------------| 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 05/18/10 (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 PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,643
COMMITMENTS
     220      220        0   47,323   47,423   47,543   47,643      100        0

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.5      0.0     99.3     99.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       15        7       16        8
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| 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 05/18/10 (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     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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      604,387
COMMITMENTS
       0        0        0  604,387  604,387  604,387  604,387        0        0

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      2,721)
       0        0        0    2,721    2,721    2,721    2,721        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       12       13       12       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       86,070
COMMITMENTS
       0      300        0   85,919   85,770   85,919   86,070      151        0

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     99.8     99.7     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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,465,557
COMMITMENTS
       0    4,240        0  1465557  1461317  1465557  1465557        0        0

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     25,336)
       0        0        0   25,336   25,336   25,336   25,336        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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      175,016
COMMITMENTS
     640      220        0  174,376  174,696  175,016  174,916        0      100

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -1,065)
     220      220        0   -1,285   -1,285   -1,065   -1,065        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.1      0.0     99.6     99.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        0       26       27       27       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,927,608
COMMITMENTS
   4,664    8,480        0  2922944  2919128  2927608  2927608        0        0

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -23,096)
       0        0        0  -23,096  -23,096  -23,096  -23,096        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:       38)
       1        1        0       26       24       27       25
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| 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 05/18/10 (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      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       25       18       25       19
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| 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 05/18/10 (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      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       20       20       21
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| 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 05/18/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       11,987
COMMITMENTS
     342        0        0   11,408   11,432   11,750   11,432      237      555

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        787)
       0        0        0      787      787      787      787        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.0     95.2     95.4     98.0     95.4      2.0      4.6

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 05/25/10                         |
--------------------------------------------------------------| 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 05/18/10 (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 05/25/10                         |
--------------------------------------------------------------| 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 05/18/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,207
COMMITMENTS
      70       66      249   20,329   20,647   20,648   20,962      559      245

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        -43)
       0       16        0      -88      -62      -88      -46       45        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.3      1.2     95.9     97.4     97.4     98.8      2.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        2       35       34       38       36
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,784
COMMITMENTS
       0        0        0   16,911   17,684   16,911   17,684      873      100

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        162)
     -20        0      -25      107      147       62      122      100       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.1     99.4     95.1     99.4      4.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       19       14       19
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,336
COMMITMENTS
       0        3       70   10,946   11,208   11,016   11,281      320       55

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        295)
       0        0        0      295      335      295      335        0      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.6     96.6     98.9     97.2     99.5      2.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       16       21       17       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,606
COMMITMENTS
       0        0        0   10,259   10,326   10,259   10,326      347      280

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:         62)
       0        0        0       62       57       62       57        0        5

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       26       23       26       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,345,993
COMMITMENTS
 260,710  220,267  305,376  697,932  751,022  1264018  1276665   81,975   69,328

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -41,914)
 -18,894    8,024  -10,861    1,861  -31,678  -27,894  -34,515  -14,020   -7,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     16.4     22.7     51.9     55.8     93.9     94.8      6.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      93      102      141       88      101      265      273
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      240,391
COMMITMENTS
  40,196   31,629    6,759  170,983  153,438  217,938  191,826   22,453   48,565

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      6,137)
   1,606   -1,280      911    4,776    9,270    7,293    8,901   -1,156   -2,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     13.2      2.8     71.1     63.8     90.7     79.8      9.3     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        5        5       34       30       43       37
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,704
COMMITMENTS
     203      285      637   55,596   55,514   56,436   56,436      268      268

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      5,794)
     -50        0      525    5,375    5,325    5,850    5,850      -56      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.5      1.1     98.0     97.9     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        2        4       45       43       50       49
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      119,747
COMMITMENTS
  12,815   33,182    8,931   92,918   72,638  114,664  114,751    5,083    4,996

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -12,004)
  -2,408   -5,946     -316   -7,903   -5,098  -10,627  -11,360   -1,377     -644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     27.7      7.5     77.6     60.7     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8       11       13       25       24       41       40
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,834
COMMITMENTS
     483    4,174    9,204   26,162   22,772   35,849   36,150    1,985    1,684

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      1,153)
    -363        0      317    1,224      798    1,178    1,115      -25       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     11.0     24.3     69.1     60.2     94.8     95.5      5.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        6       15       16       21       25
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,575
COMMITMENTS
   3,344      500        0   20,925   24,075   24,269   24,575      306        0

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        665)
   1,200     -600        0     -535    1,265      665      665        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      2.0      0.0     85.1     98.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        0       27       31       30       33
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,175
COMMITMENTS
  14,927    2,619      487    3,386   17,351   18,800   20,457    2,375      718

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -2,195)
  -2,075       74       86      688   -2,073   -1,301   -1,913     -894     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.5     12.4      2.3     16.0     81.9     88.8     96.6     11.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      58       23        9       24       33       88       60
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       30,283
COMMITMENTS
  17,536    2,548      314    7,718   25,793   25,568   28,655    4,715    1,628

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -5,258)
  -7,482      582       84    2,866   -5,984   -4,532   -5,318     -726       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.9      8.4      1.0     25.5     85.2     84.4     94.6     15.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      48       21        4       19       25       70       50
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      253,511
COMMITMENTS
  52,054   22,646   29,765  153,853  185,062  235,672  237,473   17,839   16,038

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -16,071)
 -12,499    7,468   -3,528      489  -22,366  -15,538  -18,426     -533    2,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      8.9     11.7     60.7     73.0     93.0     93.7      7.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      50       30       51       84       91      165      152
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       28,988
COMMITMENTS
   7,396      103    1,754   15,059   21,592   24,209   23,449    4,779    5,539

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      1,320)
    -196        0      -30    1,316    1,678    1,090    1,648      230     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      0.4      6.1     51.9     74.5     83.5     80.9     16.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        1        6       16       23       23       29
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,207
COMMITMENTS
     250    1,750      300   18,947   17,705   19,497   19,755      710      452

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        497)
       0        0        0      532      455      532      455      -35       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      8.7      1.5     93.8     87.6     96.5     97.8      3.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       17       12       19       13
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,096
COMMITMENTS
     600       90      300    7,846    8,356    8,746    8,746      350      350

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        665)
     100       90        0      515      525      615      615       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      1.0      3.3     86.3     91.9     96.2     96.2      3.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        3       33       37       38       40
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       84,775
COMMITMENTS
   3,710    1,094    1,646   78,121   81,485   83,477   84,225    1,298      550

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      3,007)
      50       45      -25    2,965    3,013    2,990    3,033       17      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      1.3      1.9     92.2     96.1     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        1       34       36       39       38
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,961
COMMITMENTS
   1,600        0        0   21,335   22,546   22,935   22,546       26      415

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -1,210)
       0        0        0   -1,210   -1,210   -1,210   -1,210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.0      0.0     92.9     98.2     99.9     98.2      0.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       20       19       21       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,462
COMMITMENTS
     850      850        0   12,612   12,612   13,462   13,462        0        0

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        275)
       0       50        0      275      225      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      6.3      0.0     93.7     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        0       29       30       31       33
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,447
COMMITMENTS
     269        0       65    1,933    2,210    2,267    2,275    1,180    1,172

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        224)
       0        0        0      119      211      119      211      105       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.0      1.9     56.1     64.1     65.8     66.0     34.2     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       15       16       17       17
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,273
COMMITMENTS
     174       50       51   20,718   21,572   20,943   21,673    1,330      600

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        233)
    -126       50       51      243      132      168      233       65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.2      0.2     93.0     96.9     94.0     97.3      6.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       24       20       26       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,520
COMMITMENTS
   1,329      771      295   18,613   19,320   20,237   20,386      283      134

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:       -392)
     354      446     -187     -629     -552     -462     -293       70      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      3.8      1.4     90.7     94.2     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        3       36       37       41       41
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,863
COMMITMENTS
   1,741        0       24   10,089   11,713   11,854   11,737        9      126

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      1,114)
     267        0        0      847    1,132    1,114    1,132        0      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      0.0      0.2     85.0     98.7     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        1       24       23       27       24
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,384
COMMITMENTS
   2,687      914    1,317   31,675   35,515   35,679   37,746    4,705    2,638

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:        -87)
     177     -662     -201     -459       24     -483     -839      396      752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      2.3      3.3     78.4     87.9     88.3     93.5     11.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        4       31       37       36       43
```

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Updated May 28, 2010