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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,852
COMMITMENTS
     831      253      266   31,552   31,743   32,649   32,262      203      590

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -11,488)
     -88     -176       50  -11,527  -11,502  -11,565  -11,628       77      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.8      0.8     96.0     96.6     99.4     98.2      0.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        2        1       40       42       42       45
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,098
COMMITMENTS
       0        0        0   12,974   12,978   12,974   12,978      124      120

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -3,180)
       0        0        0   -3,152   -3,102   -3,152   -3,102      -28      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1     99.1     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       27       25       27       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,463
COMMITMENTS
      93      351      141    7,587    7,454    7,821    7,946    1,642    1,517

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,185)
      -4       11     -117     -886     -979   -1,007   -1,085     -178     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      3.7      1.5     80.2     78.8     82.6     84.0     17.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       29       32       32       35
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,350
COMMITMENTS
     504      130      270    4,034    4,089    4,808    4,489      542      861

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,296)
    -390     -145      -11   -1,998   -2,246   -2,399   -2,402      103      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      2.4      5.0     75.4     76.4     89.9     83.9     10.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        2        7       35       43       43       51
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,500
COMMITMENTS
     474      585       66    1,455    1,502    1,995    2,153      505      347

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -486)
    -105       15      -45     -146     -305     -296     -335     -190     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     23.4      2.6     58.2     60.1     79.8     86.1     20.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       15       13       16       16
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,505
COMMITMENTS
       0       50        0    1,193    1,069    1,193    1,119      312      386

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -525)
       0      -15      -15     -478     -392     -493     -422      -32     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      0.0     79.3     71.0     79.3     74.4     20.7     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18       16       18       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,044
COMMITMENTS
       0        0        0    9,804    9,498    9,804    9,498      240      546

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,072)
       0        0        0   -1,994   -2,058   -1,994   -2,058      -78      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.6     94.6     97.6     94.6      2.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       17       20       17       20
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,258
COMMITMENTS
       0      592       43   10,095    9,602   10,138   10,237      120       21

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,678)
       0      -82       43   -2,656   -2,610   -2,613   -2,649      -65      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      0.4     98.4     93.6     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       20       16       21       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      314,173
COMMITMENTS
  61,919   32,609   27,367  181,730  229,612  271,016  289,588   43,157   24,585

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      2,300)
   2,273     -166    2,845   -2,357      275    2,761    2,954     -461     -654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     10.4      8.7     57.8     73.1     86.3     92.2     13.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      54       16       37       66       76      134      118
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       11,605
COMMITMENTS
     475      880      290   10,810   10,185   11,575   11,355       30      250

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -5,684)
    -350     -144       40   -5,394   -5,830   -5,704   -5,934       20      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      7.6      2.5     93.1     87.8     99.7     97.8      0.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       3        6        3       37       36       42       45
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,594
COMMITMENTS
     825      460      170    5,599    5,964    6,594    6,594        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -977)
     -35       25      -25     -872     -977     -932     -977      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      7.0      2.6     84.9     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        1       21       15       26       16
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        3,747
COMMITMENTS
     264      648      319    1,958    1,624    2,541    2,591    1,206    1,156

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -208)
      67       30      107     -287     -207     -113      -70      -95     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     17.3      8.5     52.3     43.3     67.8     69.1     32.2     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        4       13       12       17       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,003,421
COMMITMENTS
 167,465  355,265  348,785  398,527  259,600  914,777  963,650   88,644   39,771

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     73,268)
  46,444   32,067   16,382    5,973   24,359   68,799   72,808    4,469      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     35.4     34.8     39.7     25.9     91.2     96.0      8.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
     115      109      140       80       75      288      246
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       47,439
COMMITMENTS
       0        0        0   36,558   44,231   36,558   44,231   10,881    3,208

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -4,116)
       0        0        0   -3,518   -3,986   -3,518   -3,986     -598     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     77.1     93.2     77.1     93.2     22.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       14       14       14
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       39,086
COMMITMENTS
   2,980    1,392    1,778   31,370   30,528   36,128   33,698    2,958    5,388

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,429)
    -652   -1,102        0   -1,593   -1,651   -2,245   -2,753     -184      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      3.6      4.5     80.3     78.1     92.4     86.2      7.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       14       13       17       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       88,140
COMMITMENTS
     110    7,339    3,190   79,051   72,823   82,351   83,352    5,789    4,788

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -5,628)
    -620     -352      -62   -4,108   -4,974   -4,790   -5,388     -838     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      8.3      3.6     89.7     82.6     93.4     94.6      6.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        3       16       21       19       24
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       72,477
COMMITMENTS
     862        0    1,408   61,389   63,200   63,659   64,608    8,818    7,869

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -3,670)
       6        0       14   -2,711   -3,789   -2,691   -3,775     -979      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      1.9     84.7     87.2     87.8     89.1     12.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       14       17       15       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      128,636
COMMITMENTS
   5,584        0    3,192  106,199  118,864  114,975  122,056   13,661    6,580

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -8,292)
    -812        0     -582   -5,970   -7,168   -7,364   -7,750     -928     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      2.5     82.6     92.4     89.4     94.9     10.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        2       22       23       25       25
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,612,548
COMMITMENTS
 694,651   88,834  703,331  1185017  1791665  2582999  2583830   29,549   28,718

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -54,724)
  53,697   -8,046  -37,710  -72,172  -15,757  -56,185  -61,513    1,461    6,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      3.4     26.9     45.4     68.6     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      46       20       52      101       88      165      143
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      961,124
COMMITMENTS
 151,053   65,128  173,628  632,066  718,007  956,747  956,763    4,377    4,361

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -72,614)
 -52,482   -2,063  -14,355   -6,035  -55,617  -72,872  -72,035      258     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      6.8     18.1     65.8     74.7     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      26       24       36       44       35       88       77
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,810
COMMITMENTS
     285       45       90    7,080    7,255    7,455    7,390      355      420

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:         25)
       0      -70       15      205      290      220      235     -195     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.6      1.2     90.7     92.9     95.5     94.6      4.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       16       18       18       19
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       10,177
COMMITMENTS
     128      810      178    9,786    8,923   10,092    9,911       85      266

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,051)
     -29       30       16   -2,043   -2,156   -2,056   -2,110        5       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      8.0      1.7     96.2     87.7     99.2     97.4      0.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        4        4       29       27       35       32
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,320
COMMITMENTS
      22       15       50      855      867      927      932      393      388

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -347)
     -26       15        3     -220     -175     -243     -157     -104     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.1      3.8     64.8     65.7     70.2     70.6     29.8     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       21       20       24       23
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,575
COMMITMENTS
  12,752      812    1,227   29,592   42,324   43,571   44,363    2,004    1,212

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,389)
    -360      -70       42   -1,177   -1,549   -1,495   -1,577      106      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      1.8      2.7     64.9     92.9     95.6     97.3      4.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        3        3       33       27       39       32
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,571
COMMITMENTS
       0    1,236      100   13,185   12,081   13,285   13,417    1,286    1,154

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -710)
     -94       24     -116     -638     -610     -848     -702      138       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.5      0.7     90.5     82.9     91.2     92.1      8.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       20       18       21       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,051
COMMITMENTS
     292    2,120      872   25,596   24,721   26,760   27,713    2,291    1,338

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -902)
     244     -448      380   -1,058     -954     -434   -1,022     -468      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      7.3      3.0     88.1     85.1     92.1     95.4      7.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        2       24       18       27       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,580
COMMITMENTS
      18      402      352   10,120   10,226   10,490   10,980    1,090      600

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        -47)
    -322       30      312      -27     -397      -37      -55      -10        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      3.5      3.0     87.4     88.3     90.6     94.8      9.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       16       20       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,044
COMMITMENTS
     330      632       74    9,614   10,232   10,018   10,938    2,026    1,106

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -584)
     326      -48       -2     -848     -580     -524     -630      -60       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      5.2      0.6     79.8     85.0     83.2     90.8     16.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       19       16       21       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,581
COMMITMENTS
       0      340        0   46,156   46,220   46,156   46,560      425       21

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,840)
       0      -42        0   -2,819   -2,695   -2,819   -2,737      -21     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.0     99.1     99.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       12       13       12       14
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      692,459
COMMITMENTS
       0    6,322        0  692,459  686,137  692,459  692,459        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -70,642)
 -31,310    6,322   -6,322  -33,010  -70,642  -70,642  -70,642        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0    100.0     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       12       14       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,493
COMMITMENTS
       0        0        0   52,493   52,493   52,493   52,493        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -4,158)
       0     -210        0   -4,158   -3,948   -4,158   -4,158        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:       26)
       0        0        0       17       13       17       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      946,042
COMMITMENTS
       0        0        0  946,042  946,042  946,042  946,042        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -65,280)
       0        0        0  -65,280  -65,280  -65,280  -65,280        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:       23)
       0        0        0       18       12       18       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      171,435
COMMITMENTS
       0      763    1,489  169,946  169,183  171,435  171,435        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -11,109)
    -210     -210        0  -10,899  -10,899  -11,109  -11,109        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.9     99.1     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        1        1       22       27       23       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,986,811
COMMITMENTS
       0   47,724    3,870  2982941  2935217  2986811  2986811        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:   -194,688)
       0        0        0 -194,688 -194,688 -194,688 -194,688        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      0.1     99.9     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       17       27       18       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,450
COMMITMENTS
   4,450    1,380      132   44,868   47,683   49,450   49,195        0      255

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -3,108)
    -105     -105        0   -3,003   -3,003   -3,108   -3,108        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      2.8      0.3     90.7     96.4    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        1       24       19       28       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,146,035
COMMITMENTS
  23,400   46,429        0  1122635  1099606  1146035  1146035        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -53,320)
       0   -1,536        0  -53,320  -51,784  -53,320  -53,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      4.1      0.0     98.0     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        0       24       23       25       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,301
COMMITMENTS
     105        0        0   49,153   48,748   49,258   48,748       43      553

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,911)
       0        0        0   -1,911   -1,911   -1,911   -1,911        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.7     98.9     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       20       18       21       18
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,844
COMMITMENTS
       0    4,165      170   37,420   33,339   37,590   37,674      254      170

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,470)
       0      -84        0   -1,449   -1,365   -1,449   -1,449      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.0      0.4     98.9     88.1     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       13       13       14       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,519
COMMITMENTS
     510      526        0   19,159   19,674   19,669   20,200      850      319

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:         99)
       0     -315        0      141      414      141       99      -42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      2.6      0.0     93.4     95.9     95.9     98.4      4.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       13       18       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      950,521
COMMITMENTS
  23,400   18,461    2,400  924,721  929,660  950,521  950,521        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -36,848)
       0   -5,760        0  -36,848  -31,088  -36,848  -36,848        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.9      0.3     97.3     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       21       21       23       23
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      689,786
COMMITMENTS
  89,673        0   12,327  587,786  677,459  689,786  689,786        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -61,824)
  39,168        0  -39,168  -61,824  -22,656  -61,824  -61,824        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      0.0      1.8     85.2     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       14        8       16        9
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,542
COMMITMENTS
     299       70       23   24,991   25,034   25,313   25,127      229      415

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        780)
      20        0        0      820      840      840      840      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.3      0.1     97.8     98.0     99.1     98.4      0.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        2       35       35       38       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,036
COMMITMENTS
   1,162       35       70   14,602   15,449   15,834   15,554      202      482

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,131)
     -10       30      -45   -1,065   -1,109   -1,120   -1,124      -11       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.2      0.4     91.1     96.3     98.7     97.0      1.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       18       23       22       25
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,968
COMMITMENTS
       0        0       75    7,486    7,371    7,561    7,446      407      522

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -517)
       0      -45        0     -464     -387     -464     -432      -53      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.9     94.0     92.5     94.9     93.4      5.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        1       20       19       21       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,434
COMMITMENTS
       0        0        0   10,958   11,153   10,958   11,153      476      281

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,391)
       0        0        0   -1,267   -1,349   -1,267   -1,349     -124      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.8     97.5     95.8     97.5      4.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       20       19       20       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,624,328
COMMITMENTS
 399,341  155,015  410,705  713,611  997,315  1523657  1563035  100,671   61,293

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     70,624)
  -5,597    8,145   36,978   36,738   28,992   68,119   74,115    2,505   -3,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      9.5     25.3     43.9     61.4     93.8     96.2      6.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     155       90      165       84       99      326      285
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      217,962
COMMITMENTS
  50,242   16,882    5,873  120,556  141,230  176,671  163,985   41,291   53,977

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -7,823)
     495     -509   -1,640  -13,885   -2,431  -15,030   -4,580    7,207   -3,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      7.7      2.7     55.3     64.8     81.1     75.2     18.9     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        4        7       22       22       31       30
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,754
COMMITMENTS
       0      476      975   27,704   27,228   28,679   28,679       75       75

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -7,965)
     -25     -188      100   -8,040   -7,877   -7,965   -7,965        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      3.4     96.3     94.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0        3        4       33       36       37       42
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       79,702
COMMITMENTS
   6,159   20,412    4,531   65,160   49,614   75,850   74,557    3,852    5,145

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -5,808)
     447   -7,017       30   -5,803    1,271   -5,326   -5,716     -482      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     25.6      5.7     81.8     62.2     95.2     93.5      4.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        8       10       25       22       39       33
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,881
COMMITMENTS
   5,616      803    4,605   21,636   26,749   31,857   32,157    3,024    2,724

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        846)
     983        0       90     -189      644      884      734      -38      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      2.3     13.2     62.0     76.7     91.3     92.2      8.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        2        5       14       15       22       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,545
COMMITMENTS
     825      287        0   11,720   12,195   12,545   12,482        0       63

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -290)
       0      -82        0     -290     -190     -290     -272        0      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      2.3      0.0     93.4     97.2    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        0       19       17       22       18
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,133
COMMITMENTS
  14,414    2,617      319    3,658   17,120   18,391   20,056    2,742    1,077

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:         16)
      58     -386       70     -297      185     -169     -131      185      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.2     12.4      1.5     17.3     81.0     87.0     94.9     13.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      69       27        8       27       30      100       63
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       40,279
COMMITMENTS
  29,084    2,092      262    5,188   36,577   34,534   38,931    5,745    1,348

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      3,169)
   2,626      750        2      185    2,242    2,813    2,994      356      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.2      5.2      0.7     12.9     90.8     85.7     96.7     14.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      91       18        3       13       34      104       55
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      301,213
COMMITMENTS
  83,076   21,992   23,557  168,516  240,847  275,149  286,396   26,064   14,817

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      5,951)
   1,783    1,661       20    4,102    2,813    5,905    4,494       46    1,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      7.3      7.8     55.9     80.0     91.3     95.1      8.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      76       17       43       74       89      167      137
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       28,363
COMMITMENTS
   9,594        0      457   13,432   23,880   23,483   24,337    4,880    4,026

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -7,023)
  -1,984      -57     -149   -5,498   -4,792   -7,631   -4,998      608   -2,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      0.0      1.6     47.4     84.2     82.8     85.8     17.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        0        2       16       22       22       24
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,086
COMMITMENTS
       0      275      150    2,936    2,589    3,086    3,014        0       72

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -955)
    -100      250     -250     -605     -919     -955     -919        0      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.9      4.9     95.1     83.9    100.0     97.7      0.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        2       20       19       22       22
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       50,924
COMMITMENTS
   1,172      379      265   48,703   50,205   50,140   50,849      784       75

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -6,046)
     -46     -563       25   -5,988   -5,508   -6,009   -6,046      -37        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.7      0.5     95.6     98.6     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        1        2       43       33       47       35
 
 
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-022A18
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,065
COMMITMENTS
       0        0        0   12,865   13,065   12,865   13,065      200        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,225)
       0        0        0   -1,200   -1,225   -1,200   -1,225      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.5    100.0     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19        7       19        7
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,255
COMMITMENTS
     195    3,665        0    7,060    3,590    7,255    7,255        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,365)
      25     -405      -50   -1,340     -910   -1,365   -1,365        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     50.5      0.0     97.3     49.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        0       28       18       30       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,298
COMMITMENTS
     379        0       45    9,451   10,053    9,875   10,098      423      200

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,016)
      24        0      -20   -2,014   -1,956   -2,010   -1,976       -6      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.4     91.8     97.6     95.9     98.1      4.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       22       18       24       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,495
COMMITMENTS
   1,518    2,573      378   13,345   12,322   15,241   15,273      254      222

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,811)
    -407     -218     -132   -1,252   -1,448   -1,791   -1,798      -20      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     16.6      2.4     86.1     79.5     98.4     98.6      1.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        4       30       32       37       36
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,592
COMMITMENTS
     967      150      456    7,949    8,872    9,372    9,478      220      114

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,474)
    -160        0      -45   -1,219   -1,406   -1,424   -1,451      -50      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      1.6      4.8     82.9     92.5     97.7     98.8      2.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       24       30       28       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,718
COMMITMENTS
  11,162      563      623   17,463   28,268   29,248   29,454      470      264

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,058)
    -845     -151     -137   -1,030   -1,758   -2,012   -2,046      -46      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6      1.9      2.1     58.8     95.1     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10        1        4       25       29       38       34
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,343
COMMITMENTS
   2,744        0      588   11,262   11,760   14,594   12,348    1,749    3,995

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -3,403)
    -278      -95      -51   -2,750   -4,229   -3,079   -4,375     -324      972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      0.0      3.6     68.9     72.0     89.3     75.6     10.7     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        1       16       16       20       17
```

----

Updated May 6, 2011