```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,936
COMMITMENTS
   1,443      875        0   29,253   29,990   30,696   30,865      240       71

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -6,700)
    -176      -30        0   -6,497   -6,620   -6,673   -6,650      -27      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      2.8      0.0     94.6     96.9     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        4        0       34       38       35       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,915
COMMITMENTS
       0        0        0   21,708   21,815   21,708   21,815      207      100

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -3,501)
       0        0        0   -3,492   -3,476   -3,492   -3,476       -9      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1     99.5     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       25       27       25       27
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,730
COMMITMENTS
     109      216      110    5,043    5,119    5,262    5,445    1,468    1,285

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:       -517)
      19        0      -19     -592     -404     -592     -423       75      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      3.2      1.6     74.9     76.1     78.2     80.9     21.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       18       17       19       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,080
COMMITMENTS
     249        0       30    7,505    8,092    7,784    8,122    1,296      958

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -1,201)
     -26      -48        0   -1,165   -1,106   -1,191   -1,154      -10      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      0.3     82.7     89.1     85.7     89.4     14.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        0        1       43       47       44       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,347
COMMITMENTS
     308      233       85    6,407    6,426    6,800    6,744      547      603

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -1,793)
       2      -41      -48   -1,545   -1,739   -1,591   -1,828     -202       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      3.2      1.2     87.2     87.5     92.6     91.8      7.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       4        4        5       47       59       53       66
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,551
COMMITMENTS
     320        0        0    2,371    2,686    2,691    2,686      860      865

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:       -494)
     -70        0      -30     -305     -638     -405     -668      -89      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      0.0      0.0     66.8     75.6     75.8     75.6     24.2     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       14       17       15       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       16,988
COMMITMENTS
       0        0        0   16,988   16,913   16,988   16,913        0       75

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -1,864)
       0        0        0   -1,814   -1,864   -1,814   -1,864      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       15       22       15       22
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      389,003
COMMITMENTS
  65,087   30,382   69,937  208,003  264,580  343,027  364,900   45,976   24,103

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:      8,325)
   3,228    3,280    3,813    2,058    2,912    9,099   10,005     -774   -1,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      7.8     18.0     53.5     68.0     88.2     93.8     11.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      45       24       42       71       81      142      130
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      102,195
COMMITMENTS
     409    7,612   22,372   72,776   67,079   95,558   97,063    6,637    5,132

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -2,614)
    -112     -459     -702   -1,306     -949   -2,120   -2,110     -494     -505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      7.4     21.9     71.2     65.6     93.5     95.0      6.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        6        7       13       13       20       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,646
COMMITMENTS
     350    1,625      450   12,678   11,421   13,478   13,496      168      150

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -6,547)
    -230       15        0   -6,039   -6,302   -6,269   -6,287     -278     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     11.9      3.3     92.9     83.7     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       2        7        3       38       48       43       55
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,965
COMMITMENTS
   2,269      650      425   15,665   17,205   18,359   18,280      606      685

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -2,924)
    -980     -250      -25   -1,862   -2,579   -2,867   -2,854      -57      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      3.4      2.2     82.6     90.7     96.8     96.4      3.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        2       27       27       32       30
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,916
COMMITMENTS
   4,685        0      965    6,946   11,381   12,596   12,346      320      570

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -1,875)
    -845        0      -90     -930   -1,645   -1,865   -1,735      -10     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      0.0      7.5     53.8     88.1     97.5     95.6      2.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2        8       16       11       18
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,330
COMMITMENTS
     446      112      237    2,681    2,453    3,364    2,802      966    1,528

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:       -389)
    -101       -8        0     -162     -325     -263     -333     -126      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      2.6      5.5     61.9     56.7     77.7     64.7     22.3     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        3       16       16       19       20
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,005,320
COMMITMENTS
 177,791  292,507  350,049  393,859  307,440  921,699  949,996   83,621   55,324

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     43,802)
    -506   16,970   15,998   23,550    4,824   39,042   37,792    4,761    6,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     29.1     34.8     39.2     30.6     91.7     94.5      8.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      94      103      133       92       78      264      250
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,267
COMMITMENTS
   1,166      771    1,411   45,735   49,152   48,312   51,334   11,955    8,933

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -3,661)
  -1,631      771     -389   -1,322   -4,068   -3,342   -3,686     -319       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.3      2.3     75.9     81.6     80.2     85.2     19.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       21       18       23       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       37,782
COMMITMENTS
     134    1,280    2,955   30,240   27,236   33,329   31,471    4,453    6,311

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -3,120)
     -62      842     -438   -1,958   -2,759   -2,458   -2,355     -662     -765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      3.4      7.8     80.0     72.1     88.2     83.3     11.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       11       15       13       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       61,611
COMMITMENTS
       0        0        0   49,815   48,629   49,815   48,629   11,796   12,982

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -3,324)
       0        0        0   -4,151   -4,233   -4,151   -4,233      827      909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     80.9     78.9     80.9     78.9     19.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       20       16       20
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       73,461
COMMITMENTS
       0        0        0   62,266   69,436   62,266   69,436   11,195    4,025

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -3,510)
       0        0        0   -3,582   -3,171   -3,582   -3,171       72     -339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.8     94.5     84.8     94.5     15.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       19       17       19
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       85,353
COMMITMENTS
   2,197    3,316    5,138   70,050   71,817   77,385   80,271    7,968    5,082

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -5,336)
     148      454     -533   -3,159   -4,906   -3,544   -4,985   -1,792     -351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      3.9      6.0     82.1     84.1     90.7     94.0      9.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        4       19       25       23       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,357
COMMITMENTS
   1,224    7,768    3,337   71,604   58,074   76,165   69,179    6,192   13,178

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -5,224)
    -496   -1,198     -206   -3,904   -3,012   -4,606   -4,416     -618     -808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      9.4      4.1     86.9     70.5     92.5     84.0      7.5     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       12       20       15       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       80,806
COMMITMENTS
   5,650    1,866    3,918   55,391   67,314   64,959   73,098   15,847    7,708

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -3,191)
     636     -162     -308   -3,120   -1,628   -2,792   -2,098     -399   -1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      2.3      4.8     68.5     83.3     80.4     90.5     19.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       16       19       20       22
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,646,022
COMMITMENTS
  82,306  102,974  534,011  1022756  999,792  1639073  1636778    6,949    9,244

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     53,202)
   5,997     -875   16,159   31,278   37,698   53,435   52,982     -232      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      6.3     32.4     62.1     60.7     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      46       24       59       61       60      127      123
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       30,453
COMMITMENTS
  10,772    8,923   11,697    7,691    9,518   30,161   30,138      292      314

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:      2,878)
    -185      414    1,658    1,913    1,310    3,386    3,382     -508     -504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4     29.3     38.4     25.3     31.3     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        8       10       10       11       21       25
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       76,083
COMMITMENTS
       0        0        0   74,027   72,849   74,027   72,849    2,056    3,234

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -7,115)
       0        0        0   -6,479   -6,557   -6,479   -6,557     -636     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.3     95.7     97.3     95.7      2.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       16       16       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      179,251
COMMITMENTS
   4,820    3,420    4,293  163,865  166,997  172,978  174,710    6,273    4,541

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:    -10,171)
    -178     -110     -481   -8,714   -9,128   -9,373   -9,719     -798     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      1.9      2.4     91.4     93.2     96.5     97.5      3.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        4       37       38       42       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      128,458
COMMITMENTS
   1,850    3,061    1,706  113,327  116,891  116,883  121,658   11,575    6,800

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -5,867)
    -310      863     -554   -1,784   -5,056   -2,648   -4,747   -3,218   -1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      2.4      1.3     88.2     91.0     91.0     94.7      9.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       23       23       25       24
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,840
COMMITMENTS
   6,979      166   11,661  178,225  199,858  196,865  211,685   21,975    7,155

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -6,736)
     171      166      527  -11,225   -8,539  -10,527   -7,846    3,791    1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.1      5.3     81.4     91.3     90.0     96.7     10.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        2       32       36       34       38
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       56,475
COMMITMENTS
   3,343    1,319      656   46,873   49,731   50,872   51,706    5,603    4,769

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -1,754)
       9        0       -9   -1,488   -1,650   -1,488   -1,659     -266      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      2.3      1.2     83.0     88.1     90.1     91.6      9.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        1       12       11       15       14
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,819,406
COMMITMENTS
 705,849  165,235  840,593  1246497  1797466  2792939  2803294   26,467   16,112

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:   -105,298)
  11,607   14,289  -51,813  -67,077  -65,122 -107,283 -102,646    1,985   -2,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      5.9     29.8     44.2     63.8     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      35       25       53      111       99      171      154
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      965,261
COMMITMENTS
 114,321  206,346  158,678  688,112  596,444  961,111  961,468    4,150    3,793

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:    -93,864)
 -38,425  -12,230  -30,959  -27,330  -52,361  -96,714  -95,550    2,850    1,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     21.4     16.4     71.3     61.8     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      18       28       40       44       42       86       86
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        3,611
COMMITMENTS
      60      513        0    3,425    2,944    3,485    3,457      126      154

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:       -772)
    -125     -150        0     -671     -541     -796     -691       24      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     14.2      0.0     94.8     81.5     96.5     95.7      3.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       15       12       16       14
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,536
COMMITMENTS
      92        0        8      965      932    1,065      940      471      596

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.0      0.5     62.8     60.7     69.3     61.2     30.7     38.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       17       17       19       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      180,932
COMMITMENTS
   1,284      833   10,688  166,041  168,763  178,013  180,285    2,919      647

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -2,335)
     208        2     -265   -2,374   -2,145   -2,431   -2,407       96       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.5      5.9     91.8     93.3     98.4     99.6      1.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        2        6       36       30       43       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,401
COMMITMENTS
      40    1,098      296   18,999   18,046   19,335   19,440    1,066      961

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:       -913)
     -40      -32       -8     -837     -935     -885     -975      -28       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      5.4      1.5     93.1     88.5     94.8     95.3      5.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       22       23       24       26
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,933
COMMITMENTS
       0    2,280      200   27,601   26,551   27,801   29,031    2,132      902

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:       -717)
       0        0      -50     -751     -735     -801     -785       84       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.6      0.7     92.2     88.7     92.9     97.0      7.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       25       21       27       23
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,359
COMMITMENTS
     578        0      180   10,507   11,161   11,265   11,341    1,094    1,018

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:       -522)
    -118        0        0     -380     -471     -498     -471      -24      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      1.5     85.0     90.3     91.1     91.8      8.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       19       16       21       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,959
COMMITMENTS
     240        0      729   46,997   47,339   47,966   48,068      993      891

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -1,420)
      98        0        3   -1,112   -1,473   -1,010   -1,469     -410       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      1.5     96.0     96.7     98.0     98.2      2.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       24       22       26       23
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:       10,842
COMMITMENTS
       0        0        0    9,650    9,970    9,650    9,970    1,192      872

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:       -358)
       0        0        0     -294     -320     -294     -320      -64      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     89.0     92.0     89.0     92.0     11.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       18       21       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,788
COMMITMENTS
       0        0        0   56,531   56,702   56,531   56,702      257       86

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -2,413)
       0        0        0   -2,413   -2,413   -2,413   -2,413        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5     99.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       10       12       10
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      878,790
COMMITMENTS
       0        0        0  878,790  878,790  878,790  878,790        0        0

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:    -38,283)
       0        0        0  -38,283  -38,283  -38,283  -38,283        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       10       14       10
 
 
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      501,074
COMMITMENTS
       0      848        0  501,074  500,226  501,074  501,074        0        0

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:    -20,240)
       0     -736        0  -20,240  -19,504  -20,240  -20,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.0    100.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       10       10       10       12
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       31,466
COMMITMENTS
       0        0        0   31,065   31,295   31,065   31,295      401      171

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -1,606)
       0        0        0   -1,540   -1,584   -1,540   -1,584      -66      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.7     99.5     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       12       14       12
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      470,509
COMMITMENTS
       0        0        0  470,509  465,829  470,509  465,829        0    4,680

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:    -10,408)
       0        0        0  -10,408  -15,088  -10,408  -15,088        0    4,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.0    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       12       11       12
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       85,309
COMMITMENTS
       0      300        0   85,158   85,009   85,158   85,309      151        0

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -2,673)
    -770     -330        0   -1,903   -2,343   -2,673   -2,673        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.0     99.8     99.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       17       13       17       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,401,169
COMMITMENTS
       0    4,240        0  1401169  1396929  1401169  1401169        0        0

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:    -51,176)
       0   -3,680        0  -51,176  -47,496  -51,176  -51,176        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      0.0    100.0     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       15       12       15       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      165,719
COMMITMENTS
     420        0        0  165,299  165,619  165,719  165,619        0      100

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -6,915)
    -462     -660        0   -6,453   -6,145   -6,915   -6,805        0     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.7     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       24       26       25       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,806,837
COMMITMENTS
   4,664    8,480        0  2802173  2798357  2806837  2806837        0        0

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:    -70,073)
  -4,048    8,480        0  -66,025  -78,553  -70,073  -70,073        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.3      0.0     99.8     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        0       26       22       27       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,220
COMMITMENTS
       0    2,665        0   61,220   58,555   61,220   61,220        0        0

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -2,662)
       0     -110        0   -2,662   -2,552   -2,662   -2,662        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.0    100.0     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       24       18       24       19
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,057,465
COMMITMENTS
       0   72,320        0  1057465  985,145  1057465  1057465        0        0

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:    -58,512)
       0        0        0  -58,512  -58,512  -58,512  -58,512        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.8      0.0    100.0     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       20       21       20       22
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,916
COMMITMENTS
   3,855      110        0   50,061   53,806   53,916   53,916        0        0

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -2,029)
    -330       22      -22   -1,677   -2,029   -2,029   -2,029        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.2      0.0     92.8     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       21       26       22       27
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       10,180
COMMITMENTS
     342        0        0    9,601    9,625    9,943    9,625      237      555

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:       -792)
     -44        0        0     -726     -770     -770     -770      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      0.0     94.3     94.5     97.7     94.5      2.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       13       16       13
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      976,616
COMMITMENTS
  70,705   28,552        0  905,911  948,064  976,616  976,616        0        0

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:    -32,000)
  -5,520        0        0  -26,480  -32,000  -32,000  -32,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      2.9      0.0     92.8     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        0       23       23       24       25
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,530
COMMITMENTS
      60       62      313   21,600   22,010   21,973   22,385      557      145

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:        762)
      60      -15       81      601      646      742      712       20       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.3      1.4     95.9     97.7     97.5     99.4      2.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        2        2       37       36       40       38
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,256
COMMITMENTS
       0        0        0   16,468   17,066   16,468   17,066      788      190

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -1,093)
       0      -30        0     -818     -993     -818   -1,023     -275      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.4     98.9     95.4     98.9      4.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       12       17       12       17
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,884
COMMITMENTS
       0        3       70   10,494   10,654   10,564   10,727      320      157

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -1,097)
     -57        3       37   -1,079   -1,172   -1,099   -1,132        2       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.6     96.4     97.9     97.1     98.6      2.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       15       20       16       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,180
COMMITMENTS
     740        0        0    9,123    9,925    9,863    9,925      317      255

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:        185)
     310        0        0     -131      200      179      200        6      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      0.0     89.6     97.5     96.9     97.5      3.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       26       22       27       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,865,316
COMMITMENTS
 299,870  109,179  914,802  1526652  1740024  2741325  2764005  123,991  101,311

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     85,762)
  10,528    9,600   30,770   30,316   23,259   71,614   63,629   14,148   22,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      3.8     31.9     53.3     60.7     95.7     96.5      4.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     146      114      196       92       99      345      315
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      141,212
COMMITMENTS
   6,442   40,280   43,572   90,024   56,028  140,039  139,880    1,173    1,332

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     10,354)
   3,910      229    4,370    2,953    5,611   11,233   10,209     -879      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     28.5     30.9     63.8     39.7     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       12       12       24       22       38       37
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      226,100
COMMITMENTS
  39,822   34,312    5,066  158,834  133,347  203,722  172,725   22,378   53,375

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -9,949)
    -315   -5,893    3,701  -11,920   -5,296   -8,534   -7,488   -1,415   -2,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     15.2      2.2     70.2     59.0     90.1     76.4      9.9     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        5        3       27       24       35       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      165,663
COMMITMENTS
  39,486    5,126   30,423   92,161  126,469  162,070  162,018    3,593    3,646

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:      2,740)
   1,431     -198      480      280    1,995    2,191    2,277      550      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8      3.1     18.4     55.6     76.3     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      24       14       29       26       27       62       58
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      670,744
COMMITMENTS
  52,902    1,657   98,825  496,347  549,219  648,074  649,701   22,670   21,043

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:    -19,727)
   1,100      155    4,054  -24,254  -23,477  -19,099  -19,268     -628     -460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.2     14.7     74.0     81.9     96.6     96.9      3.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9        2       11       37       39       48       50
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,221
COMMITMENTS
     195      350       80   47,628   47,473   47,903   47,903      318      318

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -7,276)
     -75     -212      -25   -7,044   -6,957   -7,144   -7,194     -132      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.7      0.2     98.8     98.4     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        3        1       43       43       46       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,829
COMMITMENTS
  14,706   38,024    8,670  102,494   79,558  125,870  126,252    6,959    6,577

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:        660)
      97     -218      795     -306     -313      586      264       74      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     28.6      6.5     77.2     59.9     94.8     95.0      5.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7       12       13       24       23       41       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,968
COMMITMENTS
     846    3,984    8,144   26,578   24,863   35,568   36,991    3,400    1,977

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:        622)
       7     -540       96       24      639      127      195      495      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     10.2     20.9     68.2     63.8     91.3     94.9      8.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        7        5       15       15       21       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,510
COMMITMENTS
   2,024    1,150       75   22,135   23,285   24,234   24,510      276        0

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -3,665)
     -71       25     -189   -3,390   -3,465   -3,650   -3,629      -15      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      4.7      0.3     90.3     95.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        4        1       29       31       33       35
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,682
COMMITMENTS
  17,604    3,203      361    2,471   19,321   20,436   22,885    3,246      797

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:       -355)
     248      264      -19     -500     -633     -271     -388      -84       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.3     13.5      1.5     10.4     81.6     86.3     96.6     13.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      80       26        7       22       30      107       60
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       36,691
COMMITMENTS
  25,296    1,830      417    5,785   33,333   31,498   35,580    5,193    1,111

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:       -970)
    -450     -213      -49     -250     -540     -748     -802     -222     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.9      5.0      1.1     15.8     90.8     85.8     97.0     14.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      88       16        2       21       33      110       51
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      343,281
COMMITMENTS
  91,420   10,553   53,905  169,666  262,854  314,991  327,311   28,291   15,970

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -6,274)
   1,589   -4,733    2,037  -10,197   -1,561   -6,571   -4,258      297   -2,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      3.1     15.7     49.4     76.6     91.8     95.3      8.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      73       26       55       79       89      181      153
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       27,676
COMMITMENTS
   7,400        4    1,015   13,703   19,728   22,118   20,747    5,558    6,929

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -2,727)
    -569        4      253   -1,191   -2,006   -1,507   -1,749   -1,220     -978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      0.0      3.7     49.5     71.3     79.9     75.0     20.1     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        3       14       21       19       24
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,044
COMMITMENTS
     450        0      350    6,944    7,394    7,744    7,744      300      300

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -1,479)
    -100     -150        0   -1,379   -1,329   -1,479   -1,479        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      4.4     86.3     91.9     96.3     96.3      3.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        4       31       36       36       40
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       75,965
COMMITMENTS
   3,510    1,199    1,671   69,508   72,539   74,689   75,409    1,276      556

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -4,821)
     -30     -638      -25   -4,655   -4,158   -4,710   -4,821     -111        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      1.6      2.2     91.5     95.5     98.3     99.3      1.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        2       32       36       37       39
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,401
COMMITMENTS
   1,600        0        0   20,775   21,986   22,375   21,986       26      415

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -2,463)
    -200        0        0   -2,250   -2,413   -2,450   -2,413      -13      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.0      0.0     92.7     98.1     99.9     98.1      0.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       16       24       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,062
COMMITMENTS
     850      600        0   12,212   12,462   13,062   13,062        0        0

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -1,850)
     -50     -100        0   -1,800   -1,750   -1,850   -1,850        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      4.6      0.0     93.5     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        0       28       28       30       30
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,842
COMMITMENTS
     269        0       45    1,640    1,685    1,954    1,730      888    1,112

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:       -305)
     -13        0        0     -156     -227     -169     -227     -136      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      0.0      1.6     57.7     59.3     68.8     60.9     31.2     39.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       15       14       16
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,047
COMMITMENTS
     210        0        0   20,751   22,047   20,961   22,047    1,086        0

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:       -192)
    -225     -800        0       63      631     -162     -169      -30      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     94.1    100.0     95.1    100.0      4.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       18       24       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,045
COMMITMENTS
     450    1,185      632   19,761   18,948   20,843   20,765      202      280

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -1,368)
    -197     -125      125   -1,279   -1,333   -1,351   -1,333      -17      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      5.6      3.0     93.9     90.0     99.0     98.7      1.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        4        3       34       38       38       43
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,878
COMMITMENTS
   1,476        0        0    8,375    9,734    9,851    9,734       27      144

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -1,934)
      31        0      -36   -1,929   -1,997   -1,934   -2,033        0       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      0.0      0.0     84.8     98.5     99.7     98.5      0.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        0       22       20       25       20
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,020
COMMITMENTS
   2,750    1,492    1,655   32,297   35,492   36,702   38,639    3,318    1,381

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:     -2,521)
    -262     -150      -20   -2,104   -2,244   -2,386   -2,414     -135     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      3.7      4.1     80.7     88.7     91.7     96.5      8.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        5        6       32       37       39       45
```

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Updated May 7, 2010