```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,141
COMMITMENTS
     719      414      216   37,080   37,061   38,015   37,691      126      450

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:       -210)
       0       25        0     -253     -230     -253     -205       43       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.1      0.6     97.2     97.2     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        2        1       46       48       48       51
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,166
COMMITMENTS
       0        0        0   15,014   14,956   15,014   14,956      152      210

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        388)
       0        0        0      383      313      383      313        5       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.0     98.6     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       28       25       28       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,098
COMMITMENTS
      75      280      230    8,028    8,030    8,333    8,540    1,765    1,558

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        278)
       5        8      -54      234      189      185      143       93      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      2.8      2.3     79.5     79.5     82.5     84.6     17.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        1       32       35       33       38
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,174
COMMITMENTS
     924      260      286    5,539    5,987    6,749    6,533      425      641

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        658)
     -18        0       30      727      792      739      822      -81     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      3.6      4.0     77.2     83.5     94.1     91.1      5.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7        3        6       46       56       53       65
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,758
COMMITMENTS
     579      470      111    1,459    1,602    2,149    2,183      609      575

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:         84)
      15      -15       15      129      103      159      103      -75      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     17.0      4.0     52.9     58.1     77.9     79.2     22.1     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       16       16       19       20
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,625
COMMITMENTS
       0       80        0    1,155    1,107    1,155    1,187      470      438

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:         70)
       0       20        0       45       55       45       75       25       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      0.0     71.1     68.1     71.1     73.0     28.9     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       15       17       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       12,006
COMMITMENTS
       0        0        0   11,688   11,446   11,688   11,446      318      560

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        609)
       0        0        0      609      609      609      609        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.4     95.3     97.4     95.3      2.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       21       20       21
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,311
COMMITMENTS
       0      399        0    9,126    8,862    9,126    9,261      185       50

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      1,824)
       0       33        0    1,824    1,791    1,824    1,824        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.0     98.0     95.2     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       21       20       21       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      381,803
COMMITMENTS
  57,435   35,182   56,944  222,901  261,794  337,280  353,920   44,524   27,884

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:       -922)
  -5,642   -1,484      861    6,703     -473    1,921   -1,097   -2,843      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      9.2     14.9     58.4     68.6     88.3     92.7     11.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      50       19       39       60       78      130      120
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      140,642
COMMITMENTS
     115    5,573   38,014   96,640   93,224  134,769  136,811    5,874    3,832

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        750)
     115       49      317      137      397      570      764      180      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.0     27.0     68.7     66.3     95.8     97.3      4.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        7        8       14       14       22       22
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,252
COMMITMENTS
     500      894      250   14,502   14,093   15,252   15,237        0       15

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      2,035)
     100      120        0    2,035    2,015    2,135    2,135     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      5.9      1.6     95.1     92.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       4        3        3       43       43       48       49
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,526
COMMITMENTS
     860      435      195    6,471    6,896    7,526    7,526        0        0

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        -50)
      30     -100        0      -50       50      -20      -50      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      5.8      2.6     86.0     91.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        1       20       15       24       16
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,373
COMMITMENTS
       0        0        0    1,373    1,273    1,373    1,273        0      100

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:       -539)
    -144     -350        0     -367     -270     -511     -620      -28       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     92.7    100.0     92.7      0.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       12       14       12
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,014,930
COMMITMENTS
 164,624  341,571  349,414  411,553  278,651  925,591  969,636   89,339   45,294

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     45,447)
   5,518   15,587   22,444   19,226    1,994   47,188   40,026   -1,741    5,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     33.7     34.4     40.5     27.5     91.2     95.5      8.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     102      117      161       78       73      287      259
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       50,083
COMMITMENTS
       0        0        0   38,604   46,745   38,604   46,745   11,479    3,338

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        910)
       0        0        0      430      910      430      910      480        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     77.1     93.3     77.1     93.3     22.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       14       15       14
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,712,078
COMMITMENTS
  78,728   86,356  549,411  1076515  1070299  1704655  1706066    7,423    6,011

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     29,168)
   5,593     -901   14,075   11,595   16,299   31,263   29,473   -2,095     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      5.0     32.1     62.9     62.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      40       39       69       63       60      139      132
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       29,336
COMMITMENTS
   8,030    5,922   11,581    9,376   11,577   28,987   29,080      349      256

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:         67)
    -429   -1,238      453       46      777       70       -8       -3       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     20.2     39.5     32.0     39.5     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11        9       15       13       15       31       32
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       92,335
COMMITMENTS
     606    8,610    2,222   82,995   76,927   85,823   87,759    6,512    4,576

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        895)
       0        0        0      895      620      895      620        0      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      9.3      2.4     89.9     83.3     92.9     95.0      7.1      5.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       76,291
COMMITMENTS
     900        0    1,350   64,213   67,142   66,463   68,492    9,828    7,799

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        237)
     -38        0       44       53       53       59       97      178      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      1.8     84.2     88.0     87.1     89.8     12.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       14       17       15       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      139,755
COMMITMENTS
   7,152        0    3,450  114,564  129,145  125,166  132,595   14,589    7,160

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        771)
  -3,072        0      773    1,972      611     -327    1,384    1,098     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.0      2.5     82.0     92.4     89.6     94.9     10.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       22       24       25       26
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,627,289
COMMITMENTS
 624,407  117,353  732,775  1240916  1749719  2598098  2599847   29,191   27,442

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     27,637)
   9,805     -434   -2,738   18,045   28,923   25,112   25,751    2,525    1,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8      4.5     27.9     47.2     66.6     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      45       20       53      102       84      166      138
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,005,477
COMMITMENTS
 172,198   80,848  179,313  649,975  741,068  1001486  1001229    3,991    4,248

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     13,766)
     159    5,276    3,579    9,686    4,638   13,424   13,493      342      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      8.0     17.8     64.6     73.7     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      27       24       41       43       32       90       77
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,595
COMMITMENTS
     330      105        0    6,739    6,918    7,069    7,023      526      572

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        -20)
       0      -15        0     -100      135     -100      120       80     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      1.4      0.0     88.7     91.1     93.1     92.5      6.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       16       16       17       17
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       11,702
COMMITMENTS
      41      581      121   11,188   10,673   11,350   11,375      352      327

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        798)
      17      245      -21      767      470      763      694       35      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.0      1.0     95.6     91.2     97.0     97.2      3.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        4       28       32       32       36
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,504
COMMITMENTS
      35        0       27      969      971    1,031      998      473      506

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:       -130)
      -6        0       15     -135     -186     -126     -171       -4       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      1.8     64.4     64.6     68.6     66.4     31.4     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       18       16       20       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      187,745
COMMITMENTS
   8,373    3,088   18,700  154,153  162,893  181,226  184,681    6,519    3,064

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      3,006)
    -531     -392      763    2,596    1,238    2,828    1,610      178    1,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.6     10.0     82.1     86.8     96.5     98.4      3.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7        4        8       35       32       46       40
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,227
COMMITMENTS
     585      668    1,667   20,812   20,647   23,065   22,983    1,162    1,244

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        435)
     150        8       23      263      404      435      435        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.8      6.9     85.9     85.2     95.2     94.9      4.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       21       18       24       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,563
COMMITMENTS
      58    2,548      492   26,286   25,375   26,836   28,415    2,727    1,148

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        412)
       0     -266      220      178      410      398      364       14       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      8.6      1.7     88.9     85.8     90.8     96.1      9.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       24       18       26       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,959
COMMITMENTS
     340      374       40    9,289    9,741    9,669   10,155    1,290      804

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        -12)
       0      -46        0      -12        0      -12      -46        0       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      3.4      0.4     84.8     88.9     88.2     92.7     11.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       17       12       18       14
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,143
COMMITMENTS
       0    1,017      459   26,597   26,869   27,055   28,345    2,087      798

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        565)
       0       26       -6      596      532      590      551      -24       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      1.6     91.3     92.2     92.8     97.3      7.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       21       19       23       21
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,146
COMMITMENTS
       0      382        0   47,700   47,640   47,700   48,022      446      124

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:         64)
       0        0        0       64       64       64       64        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     99.1     98.9     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       11       12       11       13
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      739,701
COMMITMENTS
  31,310        0    6,322  702,069  733,379  739,701  739,701        0        0

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        776)
       0        0        0      776      776      776      776        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      0.9     94.9     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       14       12       15       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,931
COMMITMENTS
       0      210        0   54,931   54,721   54,931   54,931        0        0

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     -2,130)
       0        0        0   -2,130   -2,130   -2,130   -2,130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.0    100.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       17       14       17       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      964,442
COMMITMENTS
       0        0        0  964,442  964,442  964,442  964,442        0        0

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:    -46,880)
       0        0        0  -46,880  -46,880  -46,880  -46,880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       11       18       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      179,222
COMMITMENTS
     942        0      210  178,070  179,012  179,222  179,222        0        0

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      210      210      210      210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.1     99.4     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        1       20       28       22       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,140,125
COMMITMENTS
   9,376        0        0  3130749  3140125  3140125  3140125        0        0

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       18       27       19       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,558
COMMITMENTS
   4,555    1,485      132   47,871   50,686   52,558   52,303        0      255

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      2.8      0.3     91.1     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,083,299
COMMITMENTS
  23,400   50,005        0  1059899  1033294  1083299  1083299        0        0

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     31,200)
  -6,005   11,840        0   37,205   19,360   31,200   31,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      4.6      0.0     97.8     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        0       25       23       26       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,387
COMMITMENTS
     105        0        0   47,239   46,834   47,344   46,834       43      553

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:          0)
     105       -5     -105        0      110        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.7     98.8     99.9     98.8      0.1      1.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       38,804
COMMITMENTS
       0    3,739      170   38,359   34,704   38,529   38,613      275      191

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.6      0.4     98.9     89.4     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       13       14       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,236
COMMITMENTS
     510      401        0   32,834   33,516   33,344   33,917      892      319

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        445)
       0        0        0      190      700      190      700      255     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.2      0.0     95.9     97.9     97.4     99.1      2.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       16       13       17       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      944,181
COMMITMENTS
  23,400   24,221    2,400  918,381  917,560  944,181  944,181        0        0

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     -1,600)
       0    2,776   -1,600        0   -2,776   -1,600   -1,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      2.6      0.3     97.3     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       20       21       22       23
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      745,605
COMMITMENTS
  50,505        0   51,495  643,605  694,110  745,605  745,605        0        0

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      6.9     86.3     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       13        8       15        9
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,472
COMMITMENTS
     274       70       34   22,959   22,893   23,267   22,997      205      475

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        965)
     -10        0       10      967      975      967      985       -2      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.3      0.1     97.8     97.5     99.1     98.0      0.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        2       33       33       36       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,167
COMMITMENTS
     831        0        0   14,747   15,708   15,578   15,708      589      459

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        405)
    -271        0      -70      430      465       89      395      316       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.0      0.0     91.2     97.2     96.4     97.2      3.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       18       19       20       19
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,121
COMMITMENTS
       0       90       60    7,593    7,352    7,653    7,502      468      619

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        448)
       0       30      -30      568      463      538      463      -90      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.7     93.5     90.5     94.2     92.4      5.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       19       17       20       18
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,921
COMMITMENTS
      55        0        0   11,296   11,598   11,351   11,598      570      323

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      1,045)
      55        0        0    1,020    1,075    1,075    1,075      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     94.8     97.3     95.2     97.3      4.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       18       19       19       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    3,038,315
COMMITMENTS
 415,547   95,990  1088382  1399863  1765472  2903792  2949844  134,522   88,471

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     41,711)
 -14,492   -1,418   35,416    9,116    4,818   30,040   38,817   11,671    2,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      3.2     35.8     46.1     58.1     95.6     97.1      4.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     203       95      225       89       94      385      333
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      231,999
COMMITMENTS
 130,262   33,171   33,123   67,367  164,165  230,751  230,459    1,248    1,541

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      1,032)
  -2,467    1,344    1,383    2,102   -1,156    1,017    1,570       14     -539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.1     14.3     14.3     29.0     70.8     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6       14       13       22       24       35       44
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      218,448
COMMITMENTS
  48,295   17,547    5,539  127,791  127,219  181,625  150,305   36,823   68,143

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      1,996)
  -1,148      -27      743    2,843    1,159    2,438    1,875     -442      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      8.0      2.5     58.5     58.2     83.1     68.8     16.9     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        8       20       21       28       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      156,359
COMMITMENTS
  36,226    2,630   27,317   86,867  121,945  150,410  151,892    5,950    4,467

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      1,767)
   3,401    1,167     -134   -1,116      721    2,150    1,753     -384       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      1.7     17.5     55.6     78.0     96.2     97.1      3.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      27       10       31       25       23       64       55
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      668,813
COMMITMENTS
  50,619    4,956  115,975  484,145  528,228  650,739  649,159   18,074   19,655

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     -1,188)
    -301     -735      904   -1,797   -1,635   -1,194   -1,465        5      277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.7     17.3     72.4     79.0     97.3     97.1      2.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11        2       13       34       35       47       48
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,435
COMMITMENTS
     100      664      850   35,475   34,786   36,425   36,300       10      135

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      1,729)
     -50      100      550    1,254    1,204    1,754    1,854      -25     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.8      2.3     97.4     95.5    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        3        4       37       40       41       46
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,914
COMMITMENTS
   8,296   27,243    4,647   71,252   50,952   84,195   82,842    3,719    5,072

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      2,105)
   2,464     -496      146     -424    2,368    2,186    2,018      -81       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     31.0      5.3     81.0     58.0     95.8     94.2      4.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        8       10       25       22       40       33
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,973
COMMITMENTS
   3,808        3    4,160   23,053   27,604   31,021   31,767    3,952    3,206

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        866)
    -540        0     -350      486      885     -404      535    1,270      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      0.0     11.9     65.9     78.9     88.7     90.8     11.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        1        4       16       17       22       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,535
COMMITMENTS
     525      369        0   12,010   12,085   12,535   12,454        0       81

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        450)
       0   -1,050        0      450    1,500      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      2.9      0.0     95.8     96.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       18       16       21       17
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,546
COMMITMENTS
   4,954    1,169    4,762    6,962   11,064   16,678   16,994    3,868    3,552

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      1,013)
    -406      645      788      267     -210      649    1,224      365     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      5.7     23.2     33.9     53.8     81.2     82.7     18.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        8        9       10       20       19
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,654
COMMITMENTS
     161    2,124      723   14,158   11,301   15,043   14,148      611    1,506

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:       -867)
    -696      566      183      210   -1,400     -302     -650     -565     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     13.6      4.6     90.4     72.2     96.1     90.4      3.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        7        4       18       17       22       25
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,993
COMMITMENTS
  14,834    2,163      529    4,756   19,393   20,119   22,085    2,874      908

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        445)
     431     -135      156     -388      383      199      404      246       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.5      9.4      2.3     20.7     84.3     87.5     96.1     12.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      71       20       12       32       31      110       59
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       37,739
COMMITMENTS
  25,574    1,678      897    6,091   34,141   32,562   36,716    5,177    1,023

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      1,821)
   2,357       66      292     -646    2,086    2,003    2,445     -183     -624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.8      4.4      2.4     16.1     90.5     86.3     97.3     13.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      89       13       11       19       37      112       58
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      329,998
COMMITMENTS
  79,099   16,292   32,953  190,817  264,955  302,870  314,200   27,128   15,798

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      7,723)
  -2,434    1,220   -2,043   12,775    8,551    8,299    7,728     -575       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      4.9     10.0     57.8     80.3     91.8     95.2      8.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      71       16       42       76       94      167      137
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       34,598
COMMITMENTS
  11,222       57      606   18,687   28,220   30,515   28,883    4,083    5,715

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      1,139)
     767      -51       51      394      999    1,212      999      -73      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4      0.2      1.8     54.0     81.6     88.2     83.5     11.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        2       20       23       27       25
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:       10,587
COMMITMENTS
       0        0        0    9,473    8,655    9,473    8,655    1,114    1,932

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        929)
       0        0        0      725      550      725      550      204      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     89.5     81.8     89.5     81.8     10.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,728
COMMITMENTS
     150        0      350    3,228    3,270    3,728    3,620        0      108

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      9.4     86.6     87.7    100.0     97.1      0.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        2       19       23       22       25
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       51,015
COMMITMENTS
   1,058      992      194   48,923   49,694   50,175   50,880      840      135

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      4,179)
     350   -1,095      188    3,424    5,086    3,962    4,179      217        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.9      0.4     95.9     97.4     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        1        1       45       35       48       36
 
 
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,240
COMMITMENTS
       0        0        0   14,015   14,240   14,015   14,240      225        0

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        825)
       0        0        0      945      825      945      825     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.4    100.0     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21        7       21        7
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,395
COMMITMENTS
      50    4,020       50    8,175    4,325    8,275    8,395      120        0

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        325)
       0        0        0      325      325      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     47.9      0.6     97.4     51.5     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        1       27       20       28       23
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,445
COMMITMENTS
     280        0      110   10,666   11,085   11,056   11,195      389      250

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      480      415      480      415      -80      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      1.0     93.2     96.9     96.6     97.8      3.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       24       19       26       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,139
COMMITMENTS
   1,893    2,316      444   13,496   13,112   15,833   15,872      306      267

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        566)
       0        0        0      596      566      596      566      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     14.4      2.8     83.6     81.2     98.1     98.3      1.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        3        3       32       28       38       32
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,577
COMMITMENTS
   1,317        0      326    8,049    9,933    9,692   10,259      885      318

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        517)
     240      -27      197      -65      342      372      512      145        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      0.0      3.1     76.1     93.9     91.6     97.0      8.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        0        2       23       28       28       30
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,749
COMMITMENTS
  10,806      714      836   18,591   28,923   30,233   30,473      516      276

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:       -279)
      63     -360      -51     -291      132     -279     -279        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.1      2.3      2.7     60.5     94.1     98.3     99.1      1.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9        2        4       27       29       38       35
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,235
COMMITMENTS
   2,091      386      282   12,807   14,846   15,180   15,514    3,055    2,721

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        936)
       0     -120       27      414    1,253      441    1,160      495     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      2.1      1.5     70.2     81.4     83.2     85.1     16.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       15       16       18       17
```

----

Updated April 15, 2011