```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,910
COMMITMENTS
     918        0      496   42,188   43,220   43,602   43,716      308      194

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,474)
    -485        0      358    1,598    1,090    1,471    1,448        3       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      1.1     96.1     98.4     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        0        1       34       45       35       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,490
COMMITMENTS
       0        0        0   26,367   26,478   26,367   26,478      123       12

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,785)
       0        0        0    1,829    1,795    1,829    1,795      -44      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       21       33       21       33
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,813
COMMITMENTS
     160      345      195    9,252    8,878    9,607    9,418    1,206    1,395

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        259)
      51       70      -45      198      179      204      204       55       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      3.2      1.8     85.6     82.1     88.8     87.1     11.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        2       37       39       39       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,706
COMMITMENTS
     331       95      198    5,376    5,841    5,905    6,134      801      572

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        378)
      -9        0       24      312      365      327      389       51      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      1.4      3.0     80.2     87.1     88.1     91.5     11.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        3        1       48       50       51       54
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,189
COMMITMENTS
     654        0      159    1,652    2,550    2,465    2,709      724      480

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        342)
      50        0       35      228      259      313      294       29       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      0.0      5.0     51.8     80.0     77.3     84.9     22.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        1       18       20       21       21
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,046
COMMITMENTS
      75      279        0    1,673    1,404    1,748    1,683      298      363

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        390)
      35       85        0      381      236      416      321      -26       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     13.6      0.0     81.8     68.6     85.4     82.3     14.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        0       16       15       17       18
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,660
COMMITMENTS
       6       30      110    2,240    2,233    2,356    2,373      304      287

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         90)
     -74        0       74       63      -21       63       53       27       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.1      4.1     84.2     83.9     88.6     89.2     11.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       13       15       15       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,914
COMMITMENTS
       0        0        0    8,683    8,708    8,683    8,708      231      206

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,482)
       0        0        0    1,482    1,367    1,482    1,367        0      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.4     97.7     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       15       18       15       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,485
COMMITMENTS
       0       87        0    7,147    7,062    7,147    7,149      338      336

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         -6)
       0        0        0       -6        0       -6        0        0       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.0     95.5     94.3     95.5     95.5      4.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       15       15       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,079
COMMITMENTS
       0    2,314        0   23,899   21,765   23,899   24,079      180        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        196)
       0     -566        0      196      762      196      196        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.6      0.0     99.3     90.4     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       27       24       27       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      332,320
COMMITMENTS
  60,308   40,206   51,007  175,653  212,629  286,967  303,841   45,354   28,480

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     22,709)
    -978   -3,174    2,495   19,911   20,237   21,428   19,557    1,281    3,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     12.1     15.3     52.9     64.0     86.4     91.4     13.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      49       25       37       68       78      132      128
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       48,382
COMMITMENTS
       0    9,536   15,285   30,950   22,544   46,236   47,366    2,146    1,016

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        607)
       0     -183      184      381      545      565      545       42       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.7     31.6     64.0     46.6     95.6     97.9      4.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        5        5       16       16       21       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,422
COMMITMENTS
     492    3,479      263   14,565   11,541   15,320   15,283      102      139

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,167)
      50       -4      -22    1,151    1,190    1,179    1,164      -12        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     22.6      1.7     94.4     74.8     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        3        3       43       46       50       52
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,706
COMMITMENTS
     983        0        0    9,669   10,706   10,652   10,706       54        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        825)
       0        0        0      825      825      825      825        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.0      0.0     90.3    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        0       22       30       26       30
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,220
COMMITMENTS
   4,900      180      150    8,170   12,890   13,220   13,220        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -380)
    -725       30        0      345     -410     -380     -380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      1.4      1.1     61.8     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1        9       14       12       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,357,519
COMMITMENTS
 295,576  420,517  505,877  477,094  378,274  1278547  1304668   78,972   52,851

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     62,259)
  10,347    7,858   30,844   20,972   28,035   62,163   66,737       97   -4,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     31.0     37.3     35.1     27.9     94.2     96.1      5.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     141      158      164       75       74      313      311
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       53,008
COMMITMENTS
     623   12,287      880   46,337   33,612   47,840   46,779    5,168    6,229

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     23.2      1.7     87.4     63.4     90.3     88.2      9.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       10       12       12       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,579,809
COMMITMENTS
 161,286  119,073  1078483  1334685  1374758  2574453  2572313    5,356    7,496

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:    109,890)
   7,980      248   62,951   39,036   46,290  109,967  109,489      -77      401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      4.6     41.8     51.7     53.3     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      38       36       60       60       59      130      123
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      109,970
COMMITMENTS
  21,791   26,922   31,614   54,494   49,403  107,899  107,939    2,071    2,032

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      2,128)
     346    1,322    1,400      376     -780    2,122    1,943        6      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     24.5     28.7     49.6     44.9     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        9       15       11       13       26       31
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      105,433
COMMITMENTS
  43,881   35,087   40,555   20,799   29,749  105,236  105,391      198       42

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      4,982)
     -96    2,109    3,367    1,710     -132    4,981    5,343        1     -361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.6     33.3     38.5     19.7     28.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7       16       18       14       20       33       42
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       74,567
COMMITMENTS
       0    1,942    1,459   65,433   61,669   66,892   65,070    7,675    9,497

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        156)
       0       96      -19      175       79      156      156        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      2.0     87.8     82.7     89.7     87.3     10.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       16       17       18       19
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,760,388
COMMITMENTS
 522,527  241,068  778,158  1425439  1720998  2726124  2740224   34,264   20,164

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     65,883)
  19,943    4,257   19,309   29,515   44,999   68,767   68,565   -2,884   -2,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      8.7     28.2     51.6     62.3     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      28       22       42       93       81      143      126
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,462,838
COMMITMENTS
 282,782  293,325  344,658  829,428  822,814  1456868  1460797    5,970    2,041

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     29,662)
  12,879   16,467    2,861   13,688   10,455   29,428   29,783      234     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     20.1     23.6     56.7     56.2     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      22       20       34       39       37       77       75
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,231
COMMITMENTS
      17      917      370   19,383   18,557   19,770   19,844      461      387

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,050)
       4      384       32      912      573      948      989      102       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.5      1.8     95.8     91.7     97.7     98.1      2.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        4        3       38       41       41       47
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,173
COMMITMENTS
      71       29      156    1,200    1,471    1,427    1,656      746      517

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        100)
       0        0        0       -6       11       -6       11      106       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.3      7.2     55.2     67.7     65.7     76.2     34.3     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       16       15       17       17
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| 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
       8      161       92      910      648    1,010      901      310      419

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     12.2      7.0     68.9     49.1     76.5     68.3     23.5     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       17       16       18       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      223,457
COMMITMENTS
  16,007      378   31,168  173,696  190,078  220,871  221,623    2,586    1,833

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,537)
    -178       -2      368    1,338    1,031    1,528    1,397        8      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.2     13.9     77.7     85.1     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        1        6       30       29       37       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,315
COMMITMENTS
   4,665      590    3,969   26,325   31,067   34,959   35,625    1,356      690

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        687)
     204       40       21      462      626      687      687        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      1.6     10.9     72.5     85.5     96.3     98.1      3.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       21       19       24       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,198
COMMITMENTS
     372      670      328    6,530    7,041    7,230    8,039    1,968    1,159

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      7.3      3.6     71.0     76.6     78.6     87.4     21.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       16       13       18       16
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,479
COMMITMENTS
   3,580      960      594    8,604   11,507   12,778   13,061      701      418

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         80)
       2       -3        2       77      101       81       99       -1      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      7.1      4.4     63.8     85.4     94.8     96.9      5.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       16       19       19       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,507
COMMITMENTS
     756    3,010      500   24,177   22,848   25,433   26,358    2,074    1,149

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -168)
    -360        0       70      122     -258     -168     -188        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     10.9      1.8     87.9     83.1     92.5     95.8      7.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        3       26       25       29       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,844
COMMITMENTS
   1,176        0      230    7,082    7,489    8,488    7,719    1,356    2,125

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      0.0      2.3     71.9     76.1     86.2     78.4     13.8     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       15       19       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,366
COMMITMENTS
       0    2,074      892   11,357    9,636   12,249   12,602    1,117      764

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        134)
       0     -240      148      -72      336       76      244       58     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.5      6.7     85.0     72.1     91.6     94.3      8.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       19       16       21       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       66,140
COMMITMENTS
       0        0        0   66,140   66,140   66,140   66,140        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      255      255      255        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       19       16       19       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,041,121
COMMITMENTS
       0        0        0  1041121  1041121  1041121  1041121        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      6,800)
       0        0        0    6,800    6,800    6,800    6,800        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:       24)
       0        0        0       16       15       16       15
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       31,365
COMMITMENTS
       0        0        0   31,365   31,365   31,365   31,365        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       14       15       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      565,473
COMMITMENTS
       0        0        0  565,473  565,473  565,473  565,473        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      117,971
COMMITMENTS
       0        0        0  117,716  117,971  117,716  117,971      255        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      210      210      210      210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       38)
       0        0        0       18       29       18       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,676,966
COMMITMENTS
   1,960    1,960        0  1675006  1675006  1676966  1676966        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     17,975)
   1,960    1,960        0   16,015   16,015   17,975   17,975        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.1      0.0     99.9     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        0       17       27       18       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       65,555
COMMITMENTS
   4,952    3,305    8,015   52,588   54,235   65,555   65,555        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      5.0     12.2     80.2     82.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        3       25       20       29       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,184,967
COMMITMENTS
  56,890  128,955   23,325  1104752  1032687  1184967  1184967        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     25,002)
  -1,960        0        0   26,972   25,002   25,012   25,002      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     10.9      2.0     93.2     87.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        3        1       30       23       33       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,393
COMMITMENTS
     210      725      110   45,861   45,261   46,181   46,096      212      297

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        618)
       0     -110      110      551      576      661      576      -43       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.6      0.2     98.9     97.6     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       17       13       19       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,297
COMMITMENTS
   1,910    2,550        0   45,793   45,153   47,703   47,703      594      594

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      440        0      440        0     -440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      5.3      0.0     94.8     93.5     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       13       15       14       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,405
COMMITMENTS
     573       80      176   12,677   13,767   13,426   14,023      979      382

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        253)
    -176       80      176      253       -3      253      253        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.6      1.2     88.0     95.6     93.2     97.3      6.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       16       15       18       16
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       13,416
COMMITMENTS
     319    1,259        0   12,715   11,817   13,034   13,076      382      340

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      9.4      0.0     94.8     88.1     97.2     97.5      2.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       15        9       16       11
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      792,288
COMMITMENTS
  24,168   28,642        0  768,120  763,646  792,288  792,288        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      9,360)
       0        0        0    9,360    9,360    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      3.6      0.0     96.9     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       18       16       20       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      865,444
COMMITMENTS
  47,165        0   17,645  800,634  847,799  865,444  865,444        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     23,520)
       0        0        0   23,520   23,520   23,520   23,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.0      2.0     92.5     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       15       14       16
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,101
COMMITMENTS
     275        0      347    7,467    7,746    8,088    8,093       12        8

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        104)
      17        0        3       83      102      104      105        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      4.3     92.2     95.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        4       16       20       20       24
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,643
COMMITMENTS
   1,981        0        0   20,430   21,850   22,411   21,850      232      793

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        196)
     100        0        0       99       92      199       92       -3      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      0.0      0.0     90.2     96.5     99.0     96.5      1.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        0        0       28       31       31       31
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,915
COMMITMENTS
   1,200        0        0    7,198    8,384    8,398    8,384      517      531

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      0.0      0.0     80.7     94.0     94.2     94.0      5.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       15       13       18       13
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,058
COMMITMENTS
       0    1,490        0    6,659    5,085    6,659    6,575      399      483

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         30)
       0       45      -15       45        0       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     21.1      0.0     94.3     72.0     94.3     93.2      5.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       14       16       16
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,514
COMMITMENTS
     815        0        5    7,737    8,854    8,557    8,859      957      655

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        473)
     -15        0        5      438      453      428      458       45       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.0      0.1     81.3     93.1     89.9     93.1     10.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       20       17       22       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,482,217
COMMITMENTS
 385,691   97,298  846,222  1156876  1463749  2388789  2407269   93,429   74,948

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:    -50,054)
   1,406   -9,714  -34,025   -3,918   -4,307  -36,537  -48,046  -13,517   -2,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      3.9     34.1     46.6     59.0     96.2     97.0      3.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     165       81      192      100      102      341      311
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      216,801
COMMITMENTS
  77,883   25,242   50,858   86,985  136,895  215,726  212,996    1,075    3,805

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:    -16,289)
   4,752   -4,579   -8,629  -12,310   -2,310  -16,186  -15,518     -102     -771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9     11.6     23.5     40.1     63.1     99.5     98.2      0.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        8       14       22       27       36       43
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      205,593
COMMITMENTS
  65,059   12,904    1,785   98,604  128,144  165,448  142,833   40,145   62,760

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      2,355)
   1,607      -12     -452      175    1,751    1,330    1,287    1,025    1,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6      6.3      0.9     48.0     62.3     80.5     69.5     19.5     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        3        5       16       19       25       25
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,571
COMMITMENTS
  13,648      445   21,332   50,552   64,269   85,532   86,046    3,039    2,525

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        755)
      50      -49      234      496      710      780      895      -25     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      0.5     24.1     57.1     72.6     96.6     97.1      3.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      17        6       20       22       24       47       45
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      445,005
COMMITMENTS
  32,444    3,023   69,900  330,146  355,514  432,489  428,437   12,516   16,568

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     12,416)
     827    1,427    1,602    9,664    8,907   12,093   11,936      323      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.7     15.7     74.2     79.9     97.2     96.3      2.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9        3       12       31       31       43       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,182
COMMITMENTS
   1,237    1,223      276   19,935   19,949   21,448   21,448      734      734

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        500)
       0     -340        0      300      640      300      300      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      5.5      1.2     89.9     89.9     96.7     96.7      3.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        2       25       22       29       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       83,375
COMMITMENTS
   4,993   12,867    7,929   66,187   57,003   79,109   77,799    4,266    5,576

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        526)
       2        0      225       10      569      237      794      289     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     15.4      9.5     79.4     68.4     94.9     93.3      5.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        6       10       22       17       33       27
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,652
COMMITMENTS
   2,837    2,419    2,600   28,372   27,910   33,809   32,929    2,843    3,723

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -582)
     -64      -86      700   -1,165   -1,333     -529     -719      -53      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      6.6      7.1     77.4     76.1     92.2     89.8      7.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        5        4       14       15       21       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,296
COMMITMENTS
   3,200      767        0    4,066    6,475    7,266    7,242       30       54

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        -90)
    -252        0        0      210      -90      -42      -90      -48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.9     10.5      0.0     55.7     88.7     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       13       15       16       16
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,386
COMMITMENTS
   4,548    7,906    7,230   15,388   11,011   27,167   26,147    3,220    4,240

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -448)
     941      655   -1,453      349      561     -164     -238     -284     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     26.0     23.8     50.6     36.2     89.4     86.0     10.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        7       10       13       13       26       25
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,322
COMMITMENTS
   3,388    1,492    1,652   10,450   12,678   15,490   15,823      832      499

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -2,226)
    -568     -350     -534   -1,181   -1,303   -2,283   -2,187       57      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      9.1     10.1     64.0     77.7     94.9     96.9      5.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        8        8       17       17       31       32
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      104,997
COMMITMENTS
   4,238      651   14,286   78,010   80,251   96,534   95,188    8,462    9,809

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        102)
     114      173     -464      116      407     -234      116      336      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.6     13.6     74.3     76.4     91.9     90.7      8.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        1        8       20       20       28       28
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,597
COMMITMENTS
  11,816    5,488    1,355    8,815   15,465   21,986   22,308    1,611    1,289

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,343)
     638      471      238      269      617    1,145    1,325      199       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.1     23.3      5.7     37.4     65.5     93.2     94.5      6.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      63       41       20       28       35      101       91
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       44,125
COMMITMENTS
  25,853    7,950      973   11,729   32,499   38,555   41,421    5,570    2,704

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        809)
    -241    1,629      -52    1,392   -1,105    1,100      473     -291      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.6     18.0      2.2     26.6     73.7     87.4     93.9     12.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      68       38        7       34       35      104       78
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      392,750
COMMITMENTS
 109,325   17,345   69,080  187,336  292,019  365,741  378,444   27,009   14,306

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     17,480)
   1,212    1,439      569   15,112   16,489   16,893   18,496      587   -1,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      4.4     17.6     47.7     74.4     93.1     96.4      6.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      93       20       62       87       95      199      162
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,780
COMMITMENTS
  10,246        0      575    8,469   18,265   19,290   18,840    5,490    5,940

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,288)
   1,732        0        0       50    1,365    1,782    1,365     -494      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3      0.0      2.3     34.2     73.7     77.8     76.0     22.2     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        0        2       11       22       18       24
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       27,449
COMMITMENTS
       0        0        0   26,315   27,090   26,315   27,090    1,134      359

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        410)
       0        0        0      400      410      400      410       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.9     98.7     95.9     98.7      4.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       17       13       17
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        7,149
COMMITMENTS
       0        0        0    6,574    6,799    6,574    6,799      575      350

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        645)
       0        0        0      920      570      920      570     -275       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.0     95.1     92.0     95.1      8.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       14       18       14
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,613
COMMITMENTS
       0    1,945    5,129   16,522   13,203   21,651   20,277    1,962    3,336

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.2     21.7     70.0     55.9     91.7     85.9      8.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        2       14       15       16       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,496
COMMITMENTS
      74    3,043      250    8,840    6,183    9,164    9,476      332       20

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        505)
       0       85        0      505      450      505      535        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     32.0      2.6     93.1     65.1     96.5     99.8      3.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        1       27       30       28       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       49,171
COMMITMENTS
   2,390      325      175   46,146   48,461   48,711   48,961      460      210

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      2,150)
     150        0       50    2,046    2,100    2,246    2,150      -96        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.7      0.4     93.8     98.6     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        2        2       45       36       51       39
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,631
COMMITMENTS
     487        0        0   19,144   19,631   19,631   19,631        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,418)
       4        0        0    1,414    1,418    1,418    1,418        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.0     97.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       22       14       24       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,610
COMMITMENTS
     200    3,582        0    8,410    4,965    8,610    8,547        0       63

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         20)
       0      423        0       20     -430       20       -7        0       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     41.6      0.0     97.7     57.7    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        0       23       19       25       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,722
COMMITMENTS
   2,191      642    2,719   21,765   23,129   26,675   26,490       47      232

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      2,004)
     861      250     -215    1,380    1,931    2,026    1,966      -22       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      2.4     10.2     81.4     86.6     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        3        3       39       40       46       46
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,422
COMMITMENTS
       0    1,703      306    8,959    7,386    9,265    9,395      157       27

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        538)
       0     -171      -75      559      848      484      602       54      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.1      3.2     95.1     78.4     98.3     99.7      1.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        7        1       25       19       26       26
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,171
COMMITMENTS
  10,484      988      564   14,406   23,344   25,454   24,896      717    1,275

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,853)
   1,019     -227       50      784    1,634    1,853    1,457        0      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.1      3.8      2.2     55.0     89.2     97.3     95.1      2.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        5        4       21       31       26       40
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,741
COMMITMENTS
   4,300      973      122   23,738   27,228   28,160   28,323    3,581    3,418

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        583)
    -658        0      -42    1,788      230    1,088      188     -505      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      3.1      0.4     74.8     85.8     88.7     89.2     11.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       21       21       25       24
```

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Updated April 20, 2012