```
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,900
COMMITMENTS
     996      433      261   35,503   35,648   36,760   36,342      140      558

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      2,079)
     140       60      -40    2,036    2,091    2,136    2,111      -57      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      1.2      0.7     96.2     96.6     99.6     98.5      0.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        2        1       43       44       45       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,344
COMMITMENTS
       0        0        0   15,218   15,224   15,218   15,224      126      120

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        864)
       0        0        0      873      864      873      864       -9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2     99.2     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       27       26       27       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,105
COMMITMENTS
     100      390      127    8,336    7,941    8,563    8,458    1,542    1,647

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        314)
       4        5      -34      293      184      263      155       51      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      3.9      1.3     82.5     78.6     84.7     83.7     15.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        2       31       34       34       37
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,829
COMMITMENTS
     665      155      305    5,242    5,571    6,212    6,031      617      798

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        602)
      90       10       27      441      629      558      666       44      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      2.3      4.5     76.8     81.6     91.0     88.3      9.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        2        9       42       50       51       60
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,981
COMMITMENTS
     514      430      141    1,739    1,963    2,394    2,534      587      447

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        295)
      15     -145       15      188      355      218      225       77       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     14.4      4.7     58.3     65.9     80.3     85.0     19.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       15       15       16       18
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,583
COMMITMENTS
       0       50        0    1,221    1,139    1,221    1,189      362      394

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         25)
       0        0        0      -80       -4      -80       -4      105       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.0     77.1     72.0     77.1     75.1     22.9     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       19       16       19       17
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,606
COMMITMENTS
       0       15       35    1,104    1,331    1,139    1,381      467      225

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        109)
       0        0        0       68      100       68      100       41        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      2.2     68.7     82.9     70.9     86.0     29.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       18       15       19       16
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,618
COMMITMENTS
       0        0        0   11,438   11,198   11,438   11,198      180      420

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        588)
       0        0        0      648      588      648      588      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.5     96.4     98.5     96.4      1.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       20       19       20       19
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,061
COMMITMENTS
       0    1,097        0   12,941   11,943   12,941   13,040      120       21

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,118)
       0      330        0    1,143      788    1,143    1,118      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.4      0.0     99.1     91.4     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       24       19       24       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      310,771
COMMITMENTS
  54,140   29,121   35,434  181,653  219,293  271,227  283,848   39,544   26,923

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      3,454)
    -918   -2,972      410    5,317    7,959    4,809    5,397   -1,355   -1,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      9.4     11.4     58.5     70.6     87.3     91.3     12.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      48       14       41       71       77      134      122
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,490
COMMITMENTS
     375    1,091      440   12,635   11,959   13,450   13,490       40        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        474)
    -100      150      150      424      174      474      474        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      8.1      3.3     93.7     88.7     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       2        6        6       39       38       47       48
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,305
COMMITMENTS
   1,165      460      170    5,949    6,675    7,284    7,305       21        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        261)
     390        0        0     -150      261      240      261       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      6.3      2.3     81.4     91.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        1       22       17       29       18
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        3,818
COMMITMENTS
     295      644      312    1,952    1,635    2,559    2,591    1,259    1,227

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         20)
     -36        5        0       36      -18        0      -13       20       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     16.9      8.2     51.1     42.8     67.0     67.9     33.0     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        4       14       11       18       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      956,074
COMMITMENTS
 128,391  326,543  341,540  410,713  246,115  880,644  914,198   75,430   41,876

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -25,083)
  -7,221  -10,544  -12,353   -2,916   -5,885  -22,490  -28,782   -2,593    3,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     34.2     35.7     43.0     25.7     92.1     95.6      7.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     103      121      148       82       73      277      268
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| 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 05/10/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     77.1     93.2     77.1     93.2     22.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       14       14       14
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       39,908
COMMITMENTS
   2,496    1,392    1,778   32,594   31,350   36,868   34,520    3,040    5,388

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,224)
       0        0        0    1,224    1,224    1,224    1,224        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      3.5      4.5     81.7     78.6     92.4     86.5      7.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       14       14       17       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       88,190
COMMITMENTS
     110    7,339    3,190   79,437   73,033   82,737   83,562    5,453    4,628

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         80)
       0        0        0      386      330      386      330     -306     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      8.3      3.6     90.1     82.8     93.8     94.8      6.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        3       17       23       20       26
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       72,779
COMMITMENTS
   1,226        0    1,316   61,419   63,564   63,961   64,880    8,818    7,899

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        242)
     304        0      -62        0      304      242      242        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      1.8     84.4     87.3     87.9     89.1     12.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       14       17       15       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      128,214
COMMITMENTS
   5,168        0    3,587  105,676  118,007  114,431  121,594   13,783    6,620

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         99)
     932        0     -564     -269      563       99       -1        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      2.8     82.4     92.0     89.3     94.8     10.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       22       25       25       27
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,653,985
COMMITMENTS
 582,658   71,365  768,487  1270460  1784665  2621605  2624517   32,380   29,468

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      6,466)
 -97,008  -15,606   47,684   52,871  -27,594    3,547    4,484    2,919    1,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      2.7     29.0     47.9     67.2     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      47       20       50      103       91      167      144
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      991,505
COMMITMENTS
 170,570   86,226  167,439  649,542  732,715  987,551  986,380    3,954    5,125

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     18,379)
  18,325    9,642   -6,497    7,019   14,942   18,847   18,087     -468      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      8.7     16.9     65.5     73.9     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      25       29       39       45       37       92       83
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,630
COMMITMENTS
     285       30      120    6,695    7,020    7,100    7,170      530      460

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         90)
       0      -15        0      -70       20      -70        5      160       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.4      1.6     87.7     92.0     93.1     94.0      6.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15       15       17       16
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       11,155
COMMITMENTS
     218    1,027      131   10,667    9,740   11,016   10,898      139      257

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        432)
      58       60       40      345      369      443      469      -11      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      9.2      1.2     95.6     87.3     98.8     97.7      1.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        3        4       32       31       39       36
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,502
COMMITMENTS
      60       11       54    1,191    1,066    1,305    1,131      197      371

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         36)
       3        4       -8      178      -11      173      -15     -137       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.7      3.6     79.3     71.0     86.9     75.3     13.1     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       25       23       28       26
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,474
COMMITMENTS
  15,236      736    1,260   29,936   45,266   46,432   47,262    2,042    1,212

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        286)
     468      -28       28     -248      286      248      286       38        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4      1.5      2.6     61.8     93.4     95.8     97.5      4.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        3        3       35       27       41       32
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,021
COMMITMENTS
       0    1,382      100   13,707   12,389   13,807   13,871    1,214    1,150

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        116)
       0       36        0       64       80       64      116       52        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.2      0.7     91.3     82.5     91.9     92.3      8.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       21       19       22       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,811
COMMITMENTS
     642    1,038       30    7,605    8,533    8,277    9,601    2,534    1,210

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      9.6      0.3     70.3     78.9     76.6     88.8     23.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       14       14       16       16
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,413
COMMITMENTS
     302    2,120      814   25,868   25,175   26,984   28,109    2,429    1,304

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          6)
      10        0      -10      -20       28      -20       18       26      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      7.2      2.8     87.9     85.6     91.7     95.6      8.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        2       24       18       27       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,820
COMMITMENTS
      18      416      352   10,334   10,452   10,704   11,220    1,116      600

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         70)
       0       14        0       54       56       54       70       16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      3.5      3.0     87.4     88.4     90.6     94.9      9.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       16       20       18
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,763
COMMITMENTS
     147        0        0   22,446   22,593   22,593   22,593      170      170

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        411)
       0        0        0      411      411      411      411        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     98.6     99.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13        9       14        9
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,030
COMMITMENTS
     330      632       74    9,476   10,232    9,880   10,938    2,150    1,092

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      5.3      0.6     78.8     85.1     82.1     90.9     17.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       19       16       21       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| 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 05/10/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.0     99.1     99.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       12       13       12       14
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      717,034
COMMITMENTS
       0    6,322        0  717,034  710,712  717,034  717,034        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     23,791)
       0        0        0   23,791   23,791   23,791   23,791        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0    100.0     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       12       14       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,778
COMMITMENTS
       0        0        0   55,778   55,778   55,778   55,778        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      2,970)
       0        0        0    2,970    2,970    2,970    2,970        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       13       17       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      993,002
COMMITMENTS
       0        0        0  993,002  993,002  993,002  993,002        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     46,960)
       0        0        0   46,960   46,960   46,960   46,960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       12       18       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      176,023
COMMITMENTS
       0      468    1,999  174,024  173,556  176,023  176,023        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      3,390)
       0        0        0    3,390    3,390    3,390    3,390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      1.1     98.9     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        1        1       23       27       24       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,043,179
COMMITMENTS
       0   38,316   13,278  3029901  2991585  3043179  3043179        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     46,960)
       0        0        0   46,960   46,960   46,960   46,960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.4     99.6     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       17       27       18       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,660
COMMITMENTS
   4,450    1,380      132   45,078   48,148   49,660   49,660        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      210      465      210      465        0     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      2.8      0.3     90.8     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       24       20       28       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,186,024
COMMITMENTS
  46,720   46,429        0  1139304  1139595  1186024  1186024        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      9,845)
       0        0        0    9,845    9,845    9,845    9,845        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      3.9      0.0     96.1     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        0       24       22       26       24
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,832
COMMITMENTS
     105        0        0   51,684   51,279   51,789   51,279       43      553

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         86)
       0        0        0       86       86       86       86        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.7     98.9     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       20       21       20
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| 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    3,655      170   37,420   33,849   37,590   37,674      254      170

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.7      0.4     98.9     89.4     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       13       14       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       20,519
COMMITMENTS
     510      526        0   19,584   19,674   20,094   20,200      425      319

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      425        0      425        0     -425        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      2.6      0.0     95.4     95.9     97.9     98.4      2.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       13       18       14
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      402,605
COMMITMENTS
   2,040        0        0  400,565  402,605  402,605  402,605        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,600)
       0        0        0    1,600    1,600    1,600    1,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     99.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13        9       14        9
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      990,825
COMMITMENTS
  23,400   18,461    2,400  965,025  969,964  990,825  990,825        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,600)
       0        0        0    1,600    1,600    1,600    1,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.9      0.2     97.4     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       21       22       23       24
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| 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 05/10/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      0.0      1.8     85.2     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       14        8       16        9
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      159,576
COMMITMENTS
       0        0        0  159,576  159,576  159,576  159,576        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       10       12       10       12
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,833
COMMITMENTS
      81       70       20   22,333   22,348   22,434   22,438      399      395

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -893)
    -130        0      -48     -810     -845     -988     -893       95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.3      0.1     97.8     97.9     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       34       36       36       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,126
COMMITMENTS
     988      110       70   14,866   15,464   15,924   15,644      202      482

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         71)
     -35       55        0      106       16       71       71        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.7      0.4     92.2     95.9     98.7     97.0      1.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       20       23       24       25
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,852
COMMITMENTS
       0       30       45    7,500    7,235    7,545    7,310      307      542

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         48)
       0       30      -30      218       28      188       28     -140       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.6     95.5     92.1     96.1     93.1      3.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       19       20       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,644
COMMITMENTS
       0        0        0   11,178   11,323   11,178   11,323      466      321

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         -4)
     -40        0       -5       26      -24      -19      -29       15       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.0     97.2     96.0     97.2      4.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       20       20       20       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,582,868
COMMITMENTS
 344,633  141,554  413,835  723,749  955,276  1482217  1510665  100,651   72,203

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -70,931)
 -35,982  -27,547  -20,397  -22,694  -34,338  -79,073  -82,282    8,142   11,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      8.9     26.1     45.7     60.4     93.6     95.4      6.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
     142       83      168       97       99      325      285
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      217,282
COMMITMENTS
  53,916   14,683    5,307  118,752  140,620  177,975  160,610   39,307   56,672

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        120)
     439   -2,299     -460     -918    2,741     -939      -18    1,059      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      6.8      2.4     54.7     64.7     81.9     73.9     18.1     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        3        6       22       22       31       29
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,979
COMMITMENTS
       0      525      900   31,029   30,504   31,929   31,929       50       50

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,650)
       0       25      -50    1,750    1,725    1,700    1,700      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      2.8     97.0     95.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       0        4        3       35       36       38       43
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       76,021
COMMITMENTS
   2,507   18,071    4,468   65,242   48,430   72,217   70,969    3,804    5,052

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -2,077)
  -1,703     -841      -63     -149     -922   -1,915   -1,826     -162     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     23.8      5.9     85.8     63.7     95.0     93.4      5.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        7       10       25       22       36       32
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,139
COMMITMENTS
   2,359    1,033    3,406   21,393   23,712   27,158   28,151    2,981    1,988

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -4,289)
  -1,856      233   -1,140     -523   -2,651   -3,519   -3,558     -770     -731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      3.4     11.3     71.0     78.7     90.1     93.4      9.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        5       14       15       19       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,245
COMMITMENTS
   2,175      287        0   13,070   14,895   15,245   15,182        0       63

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,650)
     900        0        0      750    1,650    1,650    1,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      1.9      0.0     85.7     97.7    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        0       19       19       24       20
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,857
COMMITMENTS
  12,339    4,031      499    4,928   14,117   17,766   18,647    2,091    1,210

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -853)
    -499      507      123     -455   -1,611     -831     -981      -22      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.1     20.3      2.5     24.8     71.1     89.5     93.9     10.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      53       40        9       26       26       86       72
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       35,215
COMMITMENTS
  24,063    1,848      184    5,674   31,109   29,921   33,141    5,294    2,074

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -1,176)
  -1,215      297      -64      482   -2,104     -797   -1,871     -379      695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.3      5.2      0.5     16.1     88.3     85.0     94.1     15.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      82       18        7       14       34      101       54
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      277,617
COMMITMENTS
  69,099   16,882   22,321  167,185  224,593  258,605  263,796   19,012   13,821

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -13,191)
 -13,564   -5,820    5,811   -3,058  -12,397  -10,811  -12,406   -2,380     -785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      6.1      8.0     60.2     80.9     93.2     95.0      6.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      65       17       47       75       93      160      143
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       30,199
COMMITMENTS
   9,805      241      623   14,349   25,579   24,777   26,443    5,422    3,756

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        732)
    -378      241       46      947      834      615    1,121      117     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5      0.8      2.1     47.5     84.7     82.0     87.6     18.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        1        4       18       21       26       25
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,448
COMMITMENTS
       0      275      150    3,298    2,951    3,448    3,376        0       72

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        212)
       0        0        0      212      212      212      212        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.0      4.4     95.6     85.6    100.0     97.9      0.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        2       18       19       20       22
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,428
COMMITMENTS
   1,347      404      243   54,075   55,727   55,665   56,374      763       54

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      2,444)
     -75       25      -22    2,562    2,462    2,465    2,465      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.7      0.4     95.8     98.8     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        1        2       44       35       48       37
 
 
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-022A18
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,120
COMMITMENTS
       0        0        0   11,920   12,120   11,920   12,120      200        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -665)
       0        0        0     -665     -665     -665     -665        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.3    100.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19        9       19        9
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,525
COMMITMENTS
       0        0        0   18,485   18,525   18,485   18,525       40        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,055)
       0        0        0    1,055    1,055    1,055    1,055        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       13       15       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,965
COMMITMENTS
     145    4,065        0    7,820    3,900    7,965    7,965        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        195)
       0      150        0      195       45      195      195        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     51.0      0.0     98.2     49.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        2        0       31       21       32       23
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,934
COMMITMENTS
     644        0       45    9,751   10,689   10,440   10,734      494      200

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        685)
     175        0        0      495      685      670      685       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.0      0.4     89.2     97.8     95.5     98.2      4.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       22       21       24       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,361
COMMITMENTS
   1,550    3,537      858   15,800   13,823   18,208   18,218      153      143

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        907)
     -64     -495      313      603    1,034      852      852       55       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     19.3      4.7     86.1     75.3     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        4        5       38       36       45       42
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,515
COMMITMENTS
     553      150      492   10,250   10,764   11,295   11,406      220      109

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        865)
    -145        0        0    1,015      870      870      870       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      1.3      4.3     89.0     93.5     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        2       26       30       29       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,466
COMMITMENTS
  11,402      563    1,075   17,519   28,588   29,996   30,226      470      240

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        894)
     987        0      285     -378      633      894      918        0      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      1.8      3.5     57.5     93.8     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11        1        7       27       29       41       37
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,730
COMMITMENTS
   3,945      284      608   12,361   12,862   16,914   13,754    1,816    4,976

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,206)
     -79     -141      259      773      287      953      405      253      801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      1.5      3.2     66.0     68.7     90.3     73.4      9.7     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        1       17       14       20       16
```

----

Updated May 20, 2011