```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,852
COMMITMENTS
     831      253      266   31,552   31,743   32,649   32,262      203      590

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -11,488)
     -88     -176       50  -11,527  -11,502  -11,565  -11,628       77      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.8      0.8     96.0     96.6     99.4     98.2      0.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        2        1       40       42       42       45
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,098
COMMITMENTS
       0        0        0   12,974   12,978   12,974   12,978      124      120

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -3,180)
       0        0        0   -3,152   -3,102   -3,152   -3,102      -28      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1     99.1     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       27       25       27       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,463
COMMITMENTS
      93      351      141    7,587    7,454    7,821    7,946    1,642    1,517

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,185)
      -4       11     -117     -886     -979   -1,007   -1,085     -178     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      3.7      1.5     80.2     78.8     82.6     84.0     17.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       29       32       32       35
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,350
COMMITMENTS
     504      130      270    4,034    4,089    4,808    4,489      542      861

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,296)
    -390     -145      -11   -1,998   -2,246   -2,399   -2,402      103      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      2.4      5.0     75.4     76.4     89.9     83.9     10.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        2        7       35       43       43       51
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,500
COMMITMENTS
     474      585       66    1,455    1,502    1,995    2,153      505      347

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -486)
    -105       15      -45     -146     -305     -296     -335     -190     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     23.4      2.6     58.2     60.1     79.8     86.1     20.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       15       13       16       16
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,505
COMMITMENTS
       0       50        0    1,193    1,069    1,193    1,119      312      386

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -525)
       0      -15      -15     -478     -392     -493     -422      -32     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.3      0.0     79.3     71.0     79.3     74.4     20.7     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18       16       18       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,044
COMMITMENTS
       0        0        0    9,804    9,498    9,804    9,498      240      546

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,072)
       0        0        0   -1,994   -2,058   -1,994   -2,058      -78      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.6     94.6     97.6     94.6      2.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       17       20       17       20
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,258
COMMITMENTS
       0      592       43   10,095    9,602   10,138   10,237      120       21

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,678)
       0      -82       43   -2,656   -2,610   -2,613   -2,649      -65      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.8      0.4     98.4     93.6     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       20       16       21       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      387,584
COMMITMENTS
  58,721   31,912   57,931  225,769  271,551  342,422  361,394   45,162   26,189

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      4,331)
   2,445     -200    3,881   -1,462    1,178    4,864    4,859     -533     -528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      8.2     14.9     58.3     70.1     88.3     93.2     11.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      53       18       40       66       80      136      124
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      131,602
COMMITMENTS
     197    6,126   34,971   89,879   86,248  125,047  127,345    6,554    4,256

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -14,623)
     -21     -118   -4,423   -9,886   -9,996  -14,331  -14,537     -293      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      4.7     26.6     68.3     65.5     95.0     96.8      5.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        6        8       13       12       21       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       11,605
COMMITMENTS
     475      880      290   10,810   10,185   11,575   11,355       30      250

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -5,684)
    -350     -144       40   -5,394   -5,830   -5,704   -5,934       20      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      7.6      2.5     93.1     87.8     99.7     97.8      0.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       3        6        3       37       36       42       45
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,594
COMMITMENTS
     825      460      170    5,599    5,964    6,594    6,594        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -977)
     -35       25      -25     -872     -977     -932     -977      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      7.0      2.6     84.9     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        1       21       15       26       16
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        3,747
COMMITMENTS
     264      648      319    1,958    1,624    2,541    2,591    1,206    1,156

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -208)
      67       30      107     -287     -207     -113      -70      -95     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     17.3      8.5     52.3     43.3     67.8     69.1     32.2     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        4       13       12       17       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,062,576
COMMITMENTS
 192,923  350,985  370,574  404,379  295,782  967,877  1017341   94,699   45,235

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     77,655)
  45,754   31,661   19,562    6,738   24,674   72,054   75,897    5,602    1,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     33.0     34.9     38.1     27.8     91.1     95.7      8.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     125      109      158       80       79      302      264
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       47,439
COMMITMENTS
       0        0        0   36,558   44,231   36,558   44,231   10,881    3,208

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -4,116)
       0        0        0   -3,518   -3,986   -3,518   -3,986     -598     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     77.1     93.2     77.1     93.2     22.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       14       14       14
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       39,086
COMMITMENTS
   2,980    1,392    1,778   31,370   30,528   36,128   33,698    2,958    5,388

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,429)
    -652   -1,102        0   -1,593   -1,651   -2,245   -2,753     -184      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      3.6      4.5     80.3     78.1     92.4     86.2      7.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       14       13       17       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,687,305
COMMITMENTS
  93,796   93,139  523,993  1061584  1064256  1679373  1681389    7,932    5,917

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     48,677)
  13,545    5,705   15,342   19,486   27,327   48,372   48,374      305      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      5.5     31.1     62.9     63.1     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      41       39       71       64       63      141      137
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       38,808
COMMITMENTS
   8,599    7,844   16,469   13,254   13,780   38,323   38,094      485      714

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      4,414)
   2,261    2,116      321    1,725    1,870    4,307    4,307      108      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     20.2     42.4     34.2     35.5     98.8     98.2      1.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10        9       16       14       17       32       34
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       88,140
COMMITMENTS
     110    7,339    3,190   79,051   72,823   82,351   83,352    5,789    4,788

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -5,628)
    -620     -352      -62   -4,108   -4,974   -4,790   -5,388     -838     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      8.3      3.6     89.7     82.6     93.4     94.6      6.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        3       16       21       19       24
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       72,590
COMMITMENTS
     862        0    1,408   61,502   63,313   63,772   64,721    8,818    7,869

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -3,827)
       6        0       14   -2,868   -3,946   -2,848   -3,932     -979      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      1.9     84.7     87.2     87.9     89.2     12.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       15       17       16       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      131,159
COMMITMENTS
   5,584        0    3,192  108,003  120,668  116,779  123,860   14,379    7,298

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -8,345)
    -812        0     -582   -6,741   -7,226   -8,135   -7,808     -210     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      2.4     82.3     92.0     89.0     94.4     11.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        2       22       23       25       25
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,612,548
COMMITMENTS
 694,651   88,834  703,331  1185017  1791665  2582999  2583830   29,549   28,718

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -54,724)
  53,697   -8,046  -37,710  -72,172  -15,757  -56,185  -61,513    1,461    6,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      3.4     26.9     45.4     68.6     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      46       20       52      101       88      165      143
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      961,124
COMMITMENTS
 151,053   65,128  173,628  632,066  718,007  956,747  956,763    4,377    4,361

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -72,614)
 -52,482   -2,063  -14,355   -6,035  -55,617  -72,872  -72,035      258     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      6.8     18.1     65.8     74.7     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      26       24       36       44       35       88       77
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,891
COMMITMENTS
     285       45       90    7,089    7,327    7,464    7,462      427      429

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:         19)
       0      -70       15      203      285      218      230     -199     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.6      1.1     89.8     92.8     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       16       18       18       19
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       10,177
COMMITMENTS
     128      810      178    9,786    8,923   10,092    9,911       85      266

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,051)
     -29       30       16   -2,043   -2,156   -2,056   -2,110        5       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      8.0      1.7     96.2     87.7     99.2     97.4      0.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        4        4       29       27       35       32
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,320
COMMITMENTS
      22       15       50      855      867      927      932      393      388

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -347)
     -26       15        3     -220     -175     -243     -157     -104     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.1      3.8     64.8     65.7     70.2     70.6     29.8     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       21       20       24       23
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      189,030
COMMITMENTS
   9,378    4,070   18,466  158,673  164,876  186,517  187,413    2,513    1,617

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -4,169)
     617      642     -599   -4,020   -3,882   -4,003   -3,840     -166     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      2.2      9.8     83.9     87.2     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        6        9       35       32       46       41
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,472
COMMITMENTS
     278      736    1,506   20,402   20,076   22,186   22,318    1,286    1,154

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -681)
    -196       24     -128     -495     -569     -819     -673      138       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      3.1      6.4     86.9     85.5     94.5     95.1      5.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       22       19       23       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,051
COMMITMENTS
     292    2,120      872   25,596   24,721   26,760   27,713    2,291    1,338

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -902)
     244     -448      380   -1,058     -954     -434   -1,022     -468      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      7.3      3.0     88.1     85.1     92.1     95.4      7.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        2       24       18       27       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,580
COMMITMENTS
      18      402      352   10,120   10,226   10,490   10,980    1,090      600

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        -47)
    -322       30      312      -27     -397      -37      -55      -10        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      3.5      3.0     87.4     88.3     90.6     94.8      9.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       16       20       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       26,368
COMMITMENTS
     330      686      515   23,481   24,060   24,326   25,262    2,042    1,106

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -3,050)
     330     -201       18   -3,340   -2,912   -2,992   -3,096      -58       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      2.6      2.0     89.0     91.2     92.3     95.8      7.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       22       19       25       22
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,581
COMMITMENTS
       0      340        0   46,156   46,220   46,156   46,560      425       21

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,840)
       0      -42        0   -2,819   -2,695   -2,819   -2,737      -21     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.0     99.1     99.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       12       13       12       14
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      692,459
COMMITMENTS
       0    6,322        0  692,459  686,137  692,459  692,459        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -70,642)
 -31,310    6,322   -6,322  -33,010  -70,642  -70,642  -70,642        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0    100.0     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       12       14       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,493
COMMITMENTS
       0        0        0   52,493   52,493   52,493   52,493        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -4,158)
       0     -210        0   -4,158   -3,948   -4,158   -4,158        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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:       26)
       0        0        0       17       13       17       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      946,042
COMMITMENTS
       0        0        0  946,042  946,042  946,042  946,042        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -65,280)
       0        0        0  -65,280  -65,280  -65,280  -65,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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       12       18       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      171,435
COMMITMENTS
       0      763    1,489  169,946  169,183  171,435  171,435        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -11,109)
    -210     -210        0  -10,899  -10,899  -11,109  -11,109        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.9     99.1     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        1        1       22       27       23       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,986,811
COMMITMENTS
       0   47,724    3,870  2982941  2935217  2986811  2986811        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:   -194,688)
       0        0        0 -194,688 -194,688 -194,688 -194,688        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.6      0.1     99.9     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       17       27       18       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,450
COMMITMENTS
   4,450    1,380      132   44,868   47,683   49,450   49,195        0      255

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -3,108)
    -105     -105        0   -3,003   -3,003   -3,108   -3,108        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      2.8      0.3     90.7     96.4    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        1       24       19       28       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,146,035
COMMITMENTS
  23,400   46,429        0  1122635  1099606  1146035  1146035        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -53,320)
       0   -1,536        0  -53,320  -51,784  -53,320  -53,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      4.1      0.0     98.0     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        0       24       23       25       25
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,301
COMMITMENTS
     105        0        0   49,153   48,748   49,258   48,748       43      553

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,911)
       0        0        0   -1,911   -1,911   -1,911   -1,911        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.7     98.9     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       20       18       21       18
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,844
COMMITMENTS
       0    4,165      170   37,420   33,339   37,590   37,674      254      170

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,470)
       0      -84        0   -1,449   -1,365   -1,449   -1,449      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.0      0.4     98.9     88.1     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       13       13       14       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,430
COMMITMENTS
     510      526        0   32,070   32,585   32,580   33,111      850      319

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,755)
       0     -315        0   -1,713   -1,440   -1,713   -1,755      -42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.6      0.0     95.9     97.5     97.5     99.0      2.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       13       18       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      950,521
COMMITMENTS
  23,400   18,461    2,400  924,721  929,660  950,521  950,521        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -36,848)
       0   -5,760        0  -36,848  -31,088  -36,848  -36,848        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.9      0.3     97.3     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       21       21       23       23
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      689,786
COMMITMENTS
  89,673        0   12,327  587,786  677,459  689,786  689,786        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -61,824)
  39,168        0  -39,168  -61,824  -22,656  -61,824  -61,824        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      0.0      1.8     85.2     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       14        8       16        9
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,542
COMMITMENTS
     299       70       23   24,991   25,034   25,313   25,127      229      415

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        780)
      20        0        0      820      840      840      840      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.3      0.1     97.8     98.0     99.1     98.4      0.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        2       35       35       38       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,036
COMMITMENTS
   1,162       35       70   14,602   15,449   15,834   15,554      202      482

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,131)
     -10       30      -45   -1,065   -1,109   -1,120   -1,124      -11       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.2      0.4     91.1     96.3     98.7     97.0      1.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       18       23       22       25
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,968
COMMITMENTS
       0        0       75    7,486    7,371    7,561    7,446      407      522

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -517)
       0      -45        0     -464     -387     -464     -432      -53      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.9     94.0     92.5     94.9     93.4      5.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        1       20       19       21       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,434
COMMITMENTS
       0        0        0   10,958   11,153   10,958   11,153      476      281

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,391)
       0        0        0   -1,267   -1,349   -1,267   -1,349     -124      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.8     97.5     95.8     97.5      4.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       20       19       20       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    3,041,355
COMMITMENTS
 424,895  102,857  1055126  1446186  1808703  2926207  2966687  115,148   74,668

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     80,222)
  -7,761    5,755   48,200   37,873   29,799   78,311   83,754    1,911   -3,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      3.4     34.7     47.6     59.5     96.2     97.5      3.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     198      104      225       92      102      387      347
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      209,514
COMMITMENTS
 125,633   30,679   24,374   58,254  152,108  208,262  207,161    1,252    2,353

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      2,716)
   1,133    1,752     -517    2,252    1,284    2,868    2,519     -152      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.0     14.6     11.6     27.8     72.6     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       12       13       21       23       34       42
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      217,962
COMMITMENTS
  50,242   16,882    5,873  120,556  141,230  176,671  163,985   41,291   53,977

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -7,823)
     495     -509   -1,640  -13,885   -2,431  -15,030   -4,580    7,207   -3,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      7.7      2.7     55.3     64.8     81.1     75.2     18.9     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        4        7       22       22       31       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      167,568
COMMITMENTS
  38,823    2,615   29,185   92,442  130,763  160,450  162,563    7,118    5,005

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        858)
    -131       -6      544      -24     -109      390      428      469      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      1.6     17.4     55.2     78.0     95.8     97.0      4.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      29        8       30       25       23       63       54
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      663,433
COMMITMENTS
  51,585    5,548  111,480  482,019  525,575  645,083  642,603   18,350   20,830

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -46,024)
  -4,575      640  -10,509  -29,687  -34,938  -44,771  -44,806   -1,253   -1,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.8     16.8     72.7     79.2     97.2     96.9      2.8      3.1

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 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,754
COMMITMENTS
       0      476      975   27,704   27,228   28,679   28,679       75       75

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -7,965)
     -25     -188      100   -8,040   -7,877   -7,965   -7,965        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.7      3.4     96.3     94.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0        3        4       33       36       37       42
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       79,702
COMMITMENTS
   6,159   20,412    4,531   65,160   49,614   75,850   74,557    3,852    5,145

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -5,808)
     447   -7,017       30   -5,803    1,271   -5,326   -5,716     -482      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     25.6      5.7     81.8     62.2     95.2     93.5      4.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        8       10       25       22       39       33
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,881
COMMITMENTS
   5,616      803    4,605   21,636   26,749   31,857   32,157    3,024    2,724

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        846)
     983        0       90     -189      644      884      734      -38      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      2.3     13.2     62.0     76.7     91.3     92.2      8.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        2        5       14       15       22       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,545
COMMITMENTS
     825      287        0   11,720   12,195   12,545   12,482        0       63

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -290)
       0      -82        0     -290     -190     -290     -272        0      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      2.3      0.0     93.4     97.2    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        0       19       17       22       18
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,220
COMMITMENTS
   4,560    1,393    3,684    7,215   11,045   15,458   16,122    3,761    3,098

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        287)
     -40      554      -99      281      -93      142      363      144      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      7.2     19.2     37.5     57.5     80.4     83.9     19.6     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        8        9       10       19       20
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,536
COMMITMENTS
     242    1,935      521   15,012   12,419   15,775   14,875      761    1,661

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -434)
      -5       16      -16     -401     -375     -421     -375      -12      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     11.7      3.2     90.8     75.1     95.4     90.0      4.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        7        5       18       19       23       28
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,007
COMMITMENTS
  14,549    2,673      366    4,350   17,891   19,265   20,930    2,742    1,077

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        277)
     102     -363       59      -70      433       92      130      185      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.1     12.1      1.7     19.8     81.3     87.5     95.1     12.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      70       26       11       32       34      107       68
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       43,254
COMMITMENTS
  30,177    2,067      565    6,749   39,273   37,491   41,905    5,763    1,349

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      3,856)
   3,135      843      -99      483    2,942    3,519    3,686      336      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.8      4.8      1.3     15.6     90.8     86.7     96.9     13.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      94       17        9       19       36      114       61
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      336,353
COMMITMENTS
  82,889   20,781   39,721  186,046  259,549  308,656  320,051   27,698   16,303

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      8,041)
   1,633    1,646    1,743    4,627    3,265    8,003    6,654       38    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      6.2     11.8     55.3     77.2     91.8     95.2      8.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      78       16       46       76       90      172      139
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       28,363
COMMITMENTS
   9,594        0      457   13,432   23,880   23,483   24,337    4,880    4,026

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -7,023)
  -1,984      -57     -149   -5,498   -4,792   -7,631   -4,998      608   -2,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8      0.0      1.6     47.4     84.2     82.8     85.8     17.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        0        2       16       22       22       24
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,086
COMMITMENTS
       0      275      150    2,936    2,589    3,086    3,014        0       72

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -955)
    -100      250     -250     -605     -919     -955     -919        0      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.9      4.9     95.1     83.9    100.0     97.7      0.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        2       20       19       22       22
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       50,924
COMMITMENTS
   1,172      379      265   48,703   50,205   50,140   50,849      784       75

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -6,046)
     -46     -563       25   -5,988   -5,508   -6,009   -6,046      -37        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.7      0.5     95.6     98.6     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        1        2       43       33       47       35
 
 
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,065
COMMITMENTS
       0        0        0   12,865   13,065   12,865   13,065      200        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,225)
       0        0        0   -1,200   -1,225   -1,200   -1,225      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5    100.0     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19        7       19        7
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,255
COMMITMENTS
     195    3,665        0    7,060    3,590    7,255    7,255        0        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,365)
      25     -405      -50   -1,340     -910   -1,365   -1,365        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     50.5      0.0     97.3     49.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        0       28       18       30       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,298
COMMITMENTS
     379        0       45    9,451   10,053    9,875   10,098      423      200

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,016)
      24        0      -20   -2,014   -1,956   -2,010   -1,976       -6      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      0.4     91.8     97.6     95.9     98.1      4.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       22       18       24       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,495
COMMITMENTS
   1,518    2,573      378   13,345   12,322   15,241   15,273      254      222

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,811)
    -407     -218     -132   -1,252   -1,448   -1,791   -1,798      -20      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     16.6      2.4     86.1     79.5     98.4     98.6      1.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        4       30       32       37       36
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,592
COMMITMENTS
     967      150      456    7,949    8,872    9,372    9,478      220      114

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,474)
    -160        0      -45   -1,219   -1,406   -1,424   -1,451      -50      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      1.6      4.8     82.9     92.5     97.7     98.8      2.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       24       30       28       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,718
COMMITMENTS
  11,162      563      623   17,463   28,268   29,248   29,454      470      264

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -2,058)
    -845     -151     -137   -1,030   -1,758   -2,012   -2,046      -46      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6      1.9      2.1     58.8     95.1     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10        1        4       25       29       38       34
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,343
COMMITMENTS
   2,744        0      588   11,262   11,760   14,594   12,348    1,749    3,995

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -3,403)
    -278      -95      -51   -2,750   -4,229   -3,079   -4,375     -324      972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      0.0      3.6     68.9     72.0     89.3     75.6     10.7     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        1       16       16       20       17
```

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Updated May 6, 2011