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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,653
COMMITMENTS
   2,128      250      960   38,035   40,274   41,123   41,484      530      169

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      1,068)
     491        0     -180      746    1,248    1,057    1,068       11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.6      2.3     91.3     96.7     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        2        1       40       46       41       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,468
COMMITMENTS
       0        0        0   24,298   24,456   24,298   24,456      170       12

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        718)
       0        0        0      655      742      655      742       63      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       25       32       25       32
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,985
COMMITMENTS
     297      321      314    9,546    9,491   10,157   10,126    1,828    1,859

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        436)
      46      -10      -80       82      229       48      139      388      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      2.7      2.6     79.6     79.2     84.7     84.5     15.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        2       36       39       38       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,285
COMMITMENTS
     323      135      394    5,832    6,223    6,549    6,752      736      533

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        748)
      25       50       86      775      676      886      812     -138      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      1.9      5.4     80.1     85.4     89.9     92.7     10.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        3        5       48       52       55       58
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,971
COMMITMENTS
   1,075       35      269    1,997    3,196    3,341    3,500      630      471

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        317)
     128        0       25      179      280      332      305      -15       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      0.9      6.8     50.3     80.5     84.1     88.1     15.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       18       25       20       27
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,104
COMMITMENTS
      60      293        0    1,770    1,447    1,830    1,740      274      364

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        200)
       0       35        0      166      162      166      197       34        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     13.9      0.0     84.1     68.8     87.0     82.7     13.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       16       15       17       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       13,478
COMMITMENTS
       0      800        0   13,292   12,599   13,292   13,399      186       79

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      1,475)
       0      100        0    1,430    1,375    1,430    1,475       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      0.0     98.6     93.5     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       21       18       21       19
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,741
COMMITMENTS
       0      413        0    6,473    6,208    6,473    6,621      268      120

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        405)
       0      168        0      443      312      443      480      -38      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      0.0     96.0     92.1     96.0     98.2      4.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       16       17       16       19
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,860
COMMITMENTS
       0    3,388      318   20,382   17,154   20,700   20,860      160        0

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -314)
       0      550        0     -314     -864     -314     -314        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.2      1.5     97.7     82.2     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       25       26       26       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      345,777
COMMITMENTS
  45,074   38,517   65,051  199,567  211,627  309,692  315,195   36,085   30,582

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      7,468)
  -4,630   -1,284    4,743   10,914    3,007   11,027    6,467   -3,559    1,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     11.1     18.8     57.7     61.2     89.6     91.2     10.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      35       36       47       67       81      133      138
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,086
COMMITMENTS
     450    3,119      107   13,335   10,674   13,892   13,900      194      186

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        914)
       0      250        0      932      667      932      917      -18       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     22.1      0.8     94.7     75.8     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        4        1       41       43       45       47
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,692
COMMITMENTS
     783        0        0   10,869   11,692   11,652   11,692       40        0

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      1,585)
       0        0        0    1,585    1,585    1,585    1,585        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      0.0     93.0    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        0       24       31       28       31
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,265,953
COMMITMENTS
 261,400  369,946  470,197  456,290  373,838  1187887  1213981   78,066   51,972

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -1,963)
  -2,883   -7,866    6,473   -9,594      869   -6,004     -524    4,042   -1,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     29.2     37.1     36.0     29.5     93.8     95.9      6.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     114      145      164       75       75      297      284
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       45,837
COMMITMENTS
     625    9,867      586   40,685   29,411   41,896   39,864    3,941    5,973

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     21.5      1.3     88.8     64.2     91.4     87.0      8.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2        9       12       11       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,380,436
COMMITMENTS
 161,504  132,006  939,257  1274632  1302950  2375392  2374213    5,043    6,223

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     21,680)
  -2,079   -2,426    6,441   17,319   17,620   21,681   21,635       -2       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      5.5     39.5     53.5     54.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      42       47       74       62       62      144      143
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       85,685
COMMITMENTS
  12,555   23,637   30,481   39,594   29,555   82,630   83,673    3,055    2,012

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      2,722)
  -1,265     -911    2,563    1,318    1,006    2,617    2,658      106       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     27.6     35.6     46.2     34.5     96.4     97.7      3.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        8       14       13       15       27       32
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       97,051
COMMITMENTS
  38,994   32,415   37,652   20,081   26,684   96,726   96,750      324      301

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -5,760)
  -1,942   -1,403   -3,296     -631     -918   -5,868   -5,617      108     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.2     33.4     38.8     20.7     27.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6       13       16       15       20       32       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       72,292
COMMITMENTS
       0    2,208    2,253   63,170   58,972   65,423   63,433    6,869    8,859

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        395)
       0     -375      131      876      639    1,007      395     -612       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      3.1     87.4     81.6     90.5     87.7      9.5     12.3

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 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,766,982
COMMITMENTS
 503,301  195,576  778,593  1452950  1768005  2734844  2742174   32,138   24,808

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     40,108)
   2,115   -1,438   11,561   29,258   31,174   42,934   41,297   -2,826   -1,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      7.1     28.1     52.5     63.9     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      31       19       42       96       83      146      128
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,469,754
COMMITMENTS
 316,711  288,345  306,067  842,220  872,016  1464998  1466428    4,756    3,326

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     26,958)
  22,041    4,426    5,679     -474   16,979   27,246   27,084     -288     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     19.6     20.8     57.3     59.3     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      26       20       37       43       38       83       81
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,757
COMMITMENTS
     104    1,505       63   24,160   22,749   24,327   24,317      430      440

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      2,678)
      -3      206      -56    2,651    2,334    2,592    2,484       86      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      6.1      0.3     97.6     91.9     98.3     98.2      1.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        3        2       34       41       38       45
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,611
COMMITMENTS
      20      112       52    1,261    1,044    1,333    1,208      278      403

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        141)
      13       15        0      122      153      135      168        6      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      7.0      3.2     78.3     64.8     82.7     75.0     17.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       17       19       19
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      208,468
COMMITMENTS
  12,019        0   27,074  166,112  179,005  205,204  206,079    3,264    2,389

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        135)
    -737        0      354      481     -190       98      163       37      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.0     13.0     79.7     85.9     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        4       31       30       36       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       33,804
COMMITMENTS
   3,870      764    3,554   25,058   28,872   32,482   33,190    1,322      614

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        -52)
    -105       20       -8       61     -184      -52     -172        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      2.3     10.5     74.1     85.4     96.1     98.2      3.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       22       18       25       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,960
COMMITMENTS
     348      870      198    6,434    6,737    6,980    7,805    1,980    1,155

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        110)
       0       48        0      110       34      110       82       -0       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      9.7      2.2     71.8     75.2     77.9     87.1     22.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       16       14       18       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,715
COMMITMENTS
   4,284    1,011      538    7,960   11,855   12,782   13,404      932      310

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        697)
     820       34       -7      -67      758      746      785      -49      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2      7.4      3.9     58.0     86.4     93.2     97.7      6.8      2.3

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 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,405
COMMITMENTS
     626    2,840      548   23,137   21,890   24,311   25,278    2,094    1,127

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        267)
     -48        0       48      227      211      227      259       40        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     10.8      2.1     87.6     82.9     92.1     95.7      7.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       25       23       28       26
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,457
COMMITMENTS
   1,104        0      276    6,596    7,161    7,976    7,437    1,481    2,020

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:         24)
       0        0        0        0       24        0       24       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      0.0      2.9     69.7     75.7     84.3     78.6     15.7     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       16       19       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,337
COMMITMENTS
   4,072    2,862      122    8,227    9,577   12,421   12,561      916      776

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        500)
     460       32       -2      122      482      580      512      -80      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     21.5      0.9     61.7     71.8     93.1     94.2      6.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       17       19       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,676
COMMITMENTS
       0    2,462      952   11,276    9,546   12,228   12,960    1,448      716

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:         76)
       0       96        0      -80      -20      -80       76      156        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.0      7.0     82.5     69.8     89.4     94.8     10.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        3       19       16       22       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,563
COMMITMENTS
       0        0        0   63,563   63,563   63,563   63,563        0        0

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        191)
       0        0        0      191      191      191      191        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       16       17       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,025,393
COMMITMENTS
       0        0        0  1025393  1025393  1025393  1025393        0        0

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        424)
       0        0        0      424      424      424      424        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       17       17       17
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,252
COMMITMENTS
       0        0        0   28,252   28,252   28,252   28,252        0        0

CHANGES FROM 05/08/12 (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:       25)
       0        0        0       15       15       15       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      497,889
COMMITMENTS
       0        0        0  497,889  497,889  497,889  497,889        0        0

CHANGES FROM 05/08/12 (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 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      109,326
COMMITMENTS
       0        0        0  109,071  109,326  109,071  109,326      255        0

CHANGES FROM 05/08/12 (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     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        0        0       19       30       19       30
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,538,163
COMMITMENTS
   1,960    1,960        0  1536203  1536203  1538163  1538163        0        0

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.1      0.0     99.9     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        0       18       27       19       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,337
COMMITMENTS
   5,692    3,095    7,910   53,735   56,332   67,337   67,337        0        0

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      4.6     11.7     79.8     83.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        3       26       20       30       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,177,644
COMMITMENTS
  53,489   99,850   46,286  1077869  1031508  1177644  1177644        0        0

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      8.5      3.9     91.5     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       29       23       33       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,034
COMMITMENTS
       0    1,764      110   50,754   48,608   50,864   50,482      170      552

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255        0      255        0        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      0.2     99.5     95.2     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       17       13       18       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,152
COMMITMENTS
   1,700    5,840        0   46,858   42,718   48,558   48,558      594      594

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     11.9      0.0     95.3     86.9     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 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,630
COMMITMENTS
     510       80      176   13,986   15,034   14,672   15,290      958      340

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      1,786)
       0        0        0    1,786    1,786    1,786    1,786        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.5      1.1     89.5     96.2     93.9     97.8      6.1      2.2

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 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       13,422
COMMITMENTS
     298    1,196        0   12,954   11,907   13,252   13,103      170      319

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      8.9      0.0     96.5     88.7     98.7     97.6      1.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       10       17       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      902,530
COMMITMENTS
       0   49,554   23,400  879,130  829,576  902,530  902,530        0        0

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      6,933)
       0   11,555        0    6,933   -4,622    6,933    6,933        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      2.6     97.4     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       19       16       20       18
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      879,912
COMMITMENTS
  31,610   44,685   19,760  828,542  815,467  879,912  879,912        0        0

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      5,538)
       0        0        0    5,538    5,538    5,538    5,538        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      5.1      2.2     94.2     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       13       15       15       16
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      576,337
COMMITMENTS
 209,882        0   70,435  296,020  505,902  576,337  576,337        0        0

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:          0)
  46,800        0  -46,800        0   46,800        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.4      0.0     12.2     51.4     87.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       12       12       14       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      153,904
COMMITMENTS
       0    3,128        0  153,904  150,776  153,904  153,904        0        0

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      0.0    100.0     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        8       12        8       14
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,198
COMMITMENTS
     187       12      307    7,683    7,879    8,178    8,198       20        0

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:         89)
     -44        5       -8      141       93       89       89       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.1      3.8     93.7     96.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       17       19       20       22
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,862
COMMITMENTS
   2,519       45        0   22,089   24,188   24,608   24,233      254      629

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        888)
      75        0        0      813      872      888      872        0       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      0.2      0.0     88.8     97.3     99.0     97.5      1.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        0       33       33       36       34
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,327
COMMITMENTS
   1,280        0        0    6,540    7,965    7,820    7,965      507      362

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      0.0      0.0     78.5     95.7     93.9     95.7      6.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       15       13       17       13
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,753
COMMITMENTS
     130    1,500        0    7,193    5,502    7,323    7,002      430      751

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        233)
       0        0        0      233      233      233      233        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     19.3      0.0     92.8     71.0     94.5     90.3      5.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       15       15       16       16
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,121
COMMITMENTS
   1,060        0        0    8,472    9,463    9,532    9,463      589      658

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        247)
       0        0        0      372      187      372      187     -125       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      0.0      0.0     83.7     93.5     94.2     93.5      5.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       19       24       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,532,665
COMMITMENTS
 359,877  111,243  893,905  1173443  1443503  2427225  2448652  105,440   84,013

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:    -21,928)
  -3,796   -3,109  -18,825   -4,502   -8,591  -27,123  -30,525    5,195    8,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      4.4     35.3     46.3     57.0     95.8     96.7      4.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     163      107      209      101       99      362      329
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      251,919
COMMITMENTS
  91,978   30,298   54,007  104,666  163,704  250,651  248,009    1,269    3,910

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -3,568)
   2,104   -2,325   -3,128   -2,464    1,750   -3,488   -3,704      -80      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5     12.0     21.4     41.5     65.0     99.5     98.4      0.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        9       15       24       26       39       43
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      203,837
COMMITMENTS
  61,357   12,668    1,195   97,218  127,276  159,770  141,139   44,067   62,698

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      2,665)
  -4,638      211     -253    1,512    2,199   -3,379    2,157    6,044      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1      6.2      0.6     47.7     62.4     78.4     69.2     21.6     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        3        4       16       20       24       25
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       79,382
COMMITMENTS
  12,515      935   20,842   43,206   55,142   76,563   76,919    2,819    2,464

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -1,180)
     403      384     -182   -1,284   -1,334   -1,064   -1,131     -116      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      1.2     26.3     54.4     69.5     96.4     96.9      3.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      22        6       19       22       24       50       45
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      399,268
COMMITMENTS
  28,886    2,664   67,727  293,505  315,578  390,118  385,969    9,150   13,300

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -4,250)
    -173      454   -1,260   -2,957   -3,511   -4,389   -4,317      139       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.7     17.0     73.5     79.0     97.7     96.7      2.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        3       13       31       31       44       44
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,300
COMMITMENTS
   1,512    1,388        0   19,772   19,896   21,284   21,284       16       16

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        772)
     600        0        0      866    1,466    1,466    1,466     -694     -694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      6.5      0.0     92.8     93.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        0       28       23       30       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       91,821
COMMITMENTS
   5,096    9,688   11,839   71,551   65,054   88,486   86,581    3,335    5,240

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      2,490)
    -154      700   -1,504    4,083    2,944    2,425    2,140       65      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     10.6     12.9     77.9     70.8     96.4     94.3      3.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        6       11       22       18       34       29
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,835
COMMITMENTS
   2,638    2,876    2,953   29,102   28,502   34,693   34,331    3,142    3,504

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        -50)
    -158     -243      403     -334      198      -89      358       39     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      7.6      7.8     76.9     75.3     91.7     90.7      8.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        4       13       14       19       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,567
COMMITMENTS
   3,258        0        0    3,247    6,513    6,505    6,513       62       54

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:         21)
     258        0        0     -279       21      -21       21       42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.6      0.0      0.0     49.4     99.2     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       13       15       17       15
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,512
COMMITMENTS
   4,817    6,664    9,291   15,875   12,339   29,984   28,294    3,529    5,218

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -1,730)
    -257      113   -1,401      762     -295     -896   -1,584     -834     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     19.9     27.7     47.4     36.8     89.5     84.4     10.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8       10       12       12       12       26       28
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,926
COMMITMENTS
   2,824    1,881      974    8,398    9,235   12,196   12,090      731      837

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -2,913)
       1      -32     -302   -2,643   -2,810   -2,943   -3,144       30      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     14.5      7.5     65.0     71.4     94.3     93.5      5.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        8        6       15       14       25       28
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      101,391
COMMITMENTS
   2,515      924   15,088   75,394   77,089   92,998   93,101    8,393    8,290

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      2,640)
    -414     -687    1,160    1,646    2,190    2,393    2,664      247      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.9     14.9     74.4     76.0     91.7     91.8      8.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        4        8       21       21       29       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,307
COMMITMENTS
  11,673    7,820    2,124   10,173   13,742   23,969   23,685    1,338    1,622

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      1,215)
     204    2,315       85    1,081   -1,427    1,370      973     -155      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.1     30.9      8.4     40.2     54.3     94.7     93.6      5.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      61       51       25       28       37      103      106
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       48,529
COMMITMENTS
  29,119   14,087    1,797   12,275   29,435   43,191   45,319    5,338    3,210

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      2,543)
   1,303    2,252      303      648     -432    2,253    2,123      290      421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.0     29.0      3.7     25.3     60.7     89.0     93.4     11.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      77       51       17       31       37      116      100
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      339,315
COMMITMENTS
  91,120   16,290   58,577  167,881  249,782  317,578  324,649   21,737   14,666

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      2,916)
  -4,706   -2,054       57    7,911    4,309    3,263    2,312     -346      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      4.8     17.3     49.5     73.6     93.6     95.7      6.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      75       26       54       80       88      175      152
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,597
COMMITMENTS
   9,704        0      149    5,749   15,307   15,602   15,456    5,995    6,141

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        466)
     678        0        0     -419     -109      259     -109      207      575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.9      0.0      0.7     26.6     70.9     72.2     71.6     27.8     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        0        2        8       21       15       23
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        6,345
COMMITMENTS
       0        0        0    5,395    5,761    5,395    5,761      950      584

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        704)
       0        0        0      429      654      429      654      275       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     85.0     90.8     85.0     90.8     15.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       12       16       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,523
COMMITMENTS
      24    2,985      250    9,037    6,213    9,311    9,448      212       75

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      1,225)
       0      721        0    1,225      488    1,225    1,209        0       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     31.3      2.6     94.9     65.2     97.8     99.2      2.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        1       27       28       28       31
 
 
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE           Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,620
COMMITMENTS
     145        0       45    2,431    2,576    2,620    2,620        0        0

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.0      1.7     92.8     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       16       16       17
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,340
COMMITMENTS
   4,150      200      300   47,324   51,664   51,774   52,164      566      176

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      2,035)
      25        0       -1    2,005    2,036    2,029    2,035        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.4      0.6     90.4     98.7     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        1        1       46       36       53       38
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,988
COMMITMENTS
     262        0        0   24,726   24,988   24,988   24,988        0        0

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      1,515)
       0        0        0    1,515    1,515    1,515    1,515        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     99.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       21       18       22       18
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,778
COMMITMENTS
     200    4,789        0    9,578    4,895    9,778    9,684        0       94

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      1,560)
       0      696        0    1,560      860    1,560    1,556        0        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     49.0      0.0     98.0     50.1    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        0       22       19       24       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,157
COMMITMENTS
   6,264    1,071    3,887   26,814   31,800   36,965   36,758      192      399

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      3,758)
     816      588    1,176    1,574    1,698    3,566    3,462      192      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      2.9     10.5     72.2     85.6     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       8        4        3       42       43       50       50
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,552
COMMITMENTS
      96    1,751        0    5,396    3,288    5,492    5,039       60      513

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        935)
       0      635        0      935      300      935      935        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     31.5      0.0     97.2     59.2     98.9     90.8      1.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       15       15       16       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,453
COMMITMENTS
     899    2,011      391    9,127    7,925   10,417   10,327       36      126

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        780)
     -45      590       60      765      130      780      780        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     19.2      3.7     87.3     75.8     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        5        1       27       23       30       28
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,745
COMMITMENTS
  11,179    1,370    1,376   17,713   27,052   30,268   29,798      477      947

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      1,291)
     489       60     -300    1,102    1,531    1,291    1,291        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.4      4.5      4.5     57.6     88.0     98.4     96.9      1.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        7        6       26       35       33       47
 
 
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-869652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,635
COMMITMENTS
   1,050      525      540    4,863    5,525    6,453    6,590      182       45

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        341)
     -40       95      -45      354      274      269      324       72       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      7.9      8.1     73.3     83.3     97.3     99.3      2.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        4       13       13       19       17
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,776
COMMITMENTS
   2,833      270      150   17,952   20,192   20,935   20,612    4,841    5,164

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        630)
      81        1      126      -84     -791      123     -664      507    1,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      1.0      0.6     69.6     78.3     81.2     80.0     18.8     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       16       18       18       20
```

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Updated May 21, 2012