```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,895
COMMITMENTS
   2,183      250      960   40,918   43,256   44,061   44,466      834      429

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      2,687)
       5        0        0    2,640    2,662    2,645    2,662       42       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.6      2.1     91.1     96.3     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        2        1       40       48       41       51
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,909
COMMITMENTS
       0        0        0   24,408   24,491   24,408   24,491      501      418

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        341)
       0     -147        0      285      445      285      298       56       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     98.3     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       28       34       28       34
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,507
COMMITMENTS
       0        0        0    2,918    3,011    2,918    3,011      589      496

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.2     85.9     83.2     85.9     16.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       20       20       20       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,399
COMMITMENTS
     295      426      353   11,814   11,652   12,462   12,431    1,937    1,968

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,235)
      30       50       43    1,013    1,004    1,086    1,097      149      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      3.0      2.5     82.0     80.9     86.5     86.3     13.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        2       38       41       40       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,437
COMMITMENTS
     377      159      477    6,778    7,283    7,632    7,919      805      518

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        531)
      -5      -33       65      443      489      503      521       28       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.9      5.7     80.3     86.3     90.5     93.9      9.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        2        4       47       52       53       58
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,589
COMMITMENTS
   1,139       35      319    2,455    3,689    3,913    4,043      676      546

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        230)
      -7        0       45      150      155      188      200       42       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      0.8      7.0     53.5     80.4     85.3     88.1     14.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       18       24       20       26
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,401
COMMITMENTS
      60      321        5    2,018    1,642    2,083    1,968      318      433

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:         81)
       0      -16        0       76       82       76       66        5       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     13.4      0.2     84.0     68.4     86.8     82.0     13.2     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        1       18       17       20       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,619
COMMITMENTS
       0       98       12    2,062    2,117    2,074    2,227      545      392

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      0.5     78.7     80.8     79.2     85.0     20.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       17       17       18       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       15,826
COMMITMENTS
       0      700        0   15,685   15,047   15,685   15,747      141       79

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      400      385      400      385        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.0     99.1     95.1     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       24       20       24       21
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,969
COMMITMENTS
       0      413        0    6,701    6,436    6,701    6,849      268      120

CHANGES FROM 05/22/12 (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      5.9      0.0     96.2     92.4     96.2     98.3      3.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       16       16       16       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,932
COMMITMENTS
       0    3,840      318   22,454   18,774   22,772   22,932      160        0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        765)
       0       10        0      765      755      765      765        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.7      1.4     97.9     81.9     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       27       26       28       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      352,769
COMMITMENTS
  37,735   37,815   65,623  215,973  210,841  319,331  314,278   33,439   38,491

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    -11,167)
    -375    2,359   -9,741     -594   -7,843  -10,709  -15,224     -458    4,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     10.7     18.6     61.2     59.8     90.5     89.1      9.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      36       34       40       69       78      126      133
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,688
COMMITMENTS
     550    3,153      359   14,595   12,000   15,504   15,512      184      176

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        656)
     100       56      251      315      359      666      666      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     20.1      2.3     93.0     76.5     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       4        4        2       41       44       47       49
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,792
COMMITMENTS
     933        0        0   15,819   16,762   16,752   16,762       40       30

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      2,610)
     150        0        0    2,460    2,580    2,610    2,580        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      0.0     94.2     99.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        0        0       26       31       31       31
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,237,203
COMMITMENTS
 241,172  343,228  489,431  431,113  354,006  1161715  1186665   75,488   50,539

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    -23,423)
  -5,881  -17,332    3,345  -20,184   -9,629  -22,719  -23,615     -703      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     27.7     39.6     34.8     28.6     93.9     95.9      6.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     111      122      152       73       72      282      259
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       44,329
COMMITMENTS
     625    8,107      878   38,885   29,411   40,388   38,396    3,941    5,933

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:         -8)
       0       40       -8        0        0       -8       32        0      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     18.3      2.0     87.7     66.3     91.1     86.6      8.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        3        9       12       12       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,140,447
COMMITMENTS
 115,592  113,622  820,170  1199472  1200339  2135233  2134130    5,213    6,316

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:   -264,833)
 -40,741  -13,308 -142,616  -80,887 -108,734 -264,244 -264,658     -589     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      5.3     38.3     56.0     56.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      40       44       68       60       61      136      137
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       86,254
COMMITMENTS
  12,431   30,336   23,902   41,891   29,922   78,224   84,160    8,030    2,094

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        905)
     184    5,945   -5,883    1,648    1,212   -4,051    1,273    4,957     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     35.2     27.7     48.6     34.7     90.7     97.6      9.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        8       14       16       18       30       35
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       91,872
COMMITMENTS
  34,934   29,154   37,994   18,598   24,379   91,525   91,527      347      345

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      4,632)
     394     -655    4,321     -147      920    4,568    4,586       64       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0     31.7     41.4     20.2     26.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7       13       16       16       20       33       39
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       73,065
COMMITMENTS
       0    1,610    3,051   63,145   59,545   66,196   64,206    6,869    8,859

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        138)
       0     -168      140       -2      166      138      138       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      4.2     86.4     81.5     90.6     87.9      9.4     12.1

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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,815,658
COMMITMENTS
 458,563  156,099  818,853  1501195  1786555  2778611  2761507   37,047   54,151

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     13,950)
  -6,351  -32,257   10,055    4,846    6,195    8,550  -16,007    5,400   29,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      5.5     29.1     53.3     63.5     98.7     98.1      1.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      33       20       45       99       83      151      133
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,274,822
COMMITMENTS
 222,380  106,934  356,403  691,062  807,837  1269845  1271174    4,977    3,648

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:   -229,893)
 -99,582 -160,924   12,799 -141,356  -80,326 -228,139 -228,451   -1,754   -1,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      8.4     28.0     54.2     63.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      17       21       30       44       36       78       70
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       26,462
COMMITMENTS
     157    1,741      218   25,726   24,094   26,101   26,053      361      409

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        391)
      53       97       32      390      244      475      373      -84       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      6.6      0.8     97.2     91.1     98.6     98.5      1.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        4        4       38       43       44       48
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,187
COMMITMENTS
      91       13      152    1,543    1,292    1,786    1,457      401      730

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:         75)
       6        4       -4       68       19       70       19        5       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.6      7.0     70.6     59.1     81.7     66.6     18.3     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       17       17       19       18
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,789
COMMITMENTS
      58      162       59    1,395    1,121    1,512    1,342      277      447

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:         89)
      -6       50       -1       49      -26       42       23       47       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      9.1      3.3     78.0     62.7     84.5     75.0     15.5     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       20       15       22       19
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      210,338
COMMITMENTS
  12,973      183   27,203  167,775  181,158  207,951  208,545    2,387    1,793

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,938)
      52       -8    1,005      912    1,049    1,970    2,047      -32     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.1     12.9     79.8     86.1     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        6       33       32       40       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,830
COMMITMENTS
   3,328      948    4,869   26,331   29,393   34,528   35,210    1,302      620

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,794)
    -239       64      919    1,159      811    1,838    1,794      -44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      2.6     13.6     73.5     82.0     96.4     98.3      3.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        3       23       18       26       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,120
COMMITMENTS
     348    1,110       78    7,094    6,805    7,520    7,993    1,600    1,127

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:         -0)
       0        0        0       -0       -0       -0       -0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     12.2      0.9     77.8     74.6     82.5     87.6     17.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       17       15       19       18
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,681
COMMITMENTS
   3,904    1,022      538    8,154   11,810   12,595   13,371    1,085      310

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:         11)
       0       -6        8      -63        8      -55       10       66        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5      7.5      3.9     59.6     86.3     92.1     97.7      7.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       16       20       19       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,509
COMMITMENTS
     626    2,840      548   23,237   21,994   24,411   25,382    2,098    1,127

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        -14)
       0        0        0      -30      -14      -30      -14       16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     10.7      2.1     87.7     83.0     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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,481
COMMITMENTS
   1,104        0      276    6,596    7,185    7,976    7,461    1,505    2,020

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.0      2.9     69.6     75.8     84.1     78.7     15.9     21.3

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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,263
COMMITMENTS
   3,752    2,778      160    8,327    9,523   12,239   12,461    1,024      802

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:         -2)
    -100      -84       38       20       44      -42       -2       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     20.9      1.2     62.8     71.8     92.3     94.0      7.7      6.0

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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,216
COMMITMENTS
     238    2,458    1,034   11,448   10,008   12,720   13,500    1,496      716

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:         82)
     238        8        2     -158       72       82       82        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     17.3      7.3     80.5     70.4     89.5     95.0     10.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       19       17       22       20
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,915
COMMITMENTS
       0        0        0   63,915   63,915   63,915   63,915        0        0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        310)
       0        0        0      310      310      310      310        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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,026,161
COMMITMENTS
       0        0        0  1026161  1026161  1026161  1026161        0        0

CHANGES FROM 05/22/12 (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:       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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       31,056
COMMITMENTS
       0        0        0   31,056   31,056   31,056   31,056        0        0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      2,804)
       0        0        0    2,804    2,804    2,804    2,804        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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      544,779
COMMITMENTS
       0        0        0  544,779  544,779  544,779  544,779        0        0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     46,890)
       0        0        0   46,890   46,890   46,890   46,890        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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      116,210
COMMITMENTS
       0        0        0  115,955  116,210  115,955  116,210      255        0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      4,844)
       0        0        0    4,844    4,844    4,844    4,844        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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,641,213
COMMITMENTS
   1,960    1,960        0  1639253  1639253  1641213  1641213        0        0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     46,890)
       0        0        0   46,890   46,890   46,890   46,890        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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,592
COMMITMENTS
   5,692    3,095    7,910   53,990   56,587   67,592   67,592        0        0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      4.6     11.7     79.9     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 05/29/12          |
--------------------------------------------------------------| 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 05/22/12 (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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,341
COMMITMENTS
       0    1,764      110   54,061   51,915   54,171   53,789      170      552

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      2,032)
       0        0        0    2,032    2,032    2,032    2,032        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.2     99.5     95.5     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       18       14       19       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,385
COMMITMENTS
   1,700    5,735      105   46,986   43,545   48,791   49,385      594        0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        233)
       0     -105      105      128      827      233      827        0     -594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     11.6      0.2     95.1     88.2     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       15       17       17       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,157
COMMITMENTS
     510      590      176   14,513   15,051   15,199   15,817      958      340

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        504)
       0      510        0      504       -6      504      504       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      3.7      1.1     89.8     93.2     94.1     97.9      5.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       17       15       19       16
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       13,443
COMMITMENTS
     298    1,196        0   12,975   11,928   13,273   13,124      170      319

CHANGES FROM 05/22/12 (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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      944,128
COMMITMENTS
       0   68,937   23,400  920,728  851,791  944,128  944,128        0        0

CHANGES FROM 05/22/12 (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      7.3      2.5     97.5     90.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       19       15       20       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      897,111
COMMITMENTS
  31,610   44,685   19,760  845,741  832,666  897,111  897,111        0        0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     17,199)
       0        0        0   17,199   17,199   17,199   17,199        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      5.0      2.2     94.3     92.8    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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      578,248
COMMITMENTS
 209,882        0   70,435  297,931  507,813  578,248  578,248        0        0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      0.0     12.2     51.5     87.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       13       12       15       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      158,584
COMMITMENTS
       0    7,808        0  158,584  150,776  158,584  158,584        0        0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      4,680)
       0    4,680        0    4,680        0    4,680    4,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      0.0    100.0     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       12        9       14
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,546
COMMITMENTS
     190       46      282    8,054    8,218    8,526    8,546       20       -0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        151)
       3       26      -20      168      145      151      151       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.5      3.3     94.2     96.2     99.8    100.0      0.2     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       16       18       19       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,276
COMMITMENTS
   2,403       45       77   24,477   26,530   26,957   26,652      319      624

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,302)
    -123        0       77    1,283    1,230    1,237    1,307       65       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.2      0.3     89.7     97.3     98.8     97.7      1.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        1       35       33       38       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,822
COMMITMENTS
   1,280        0        0    7,030    8,460    8,310    8,460      512      362

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        465)
       0        0        0      465      495      465      495        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      0.0      0.0     79.7     95.9     94.2     95.9      5.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       17       14       19       14
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,756
COMMITMENTS
     105    1,500       65    8,186    6,465    8,356    8,030      400      726

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        521)
     -29        0       65      565      476      601      541      -80      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     17.1      0.7     93.5     73.8     95.4     91.7      4.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       16       15       18       17
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,355
COMMITMENTS
   1,060        0        0    8,702    9,680    9,762    9,680      593      675

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:         -1)
       0        0        0      -10      -10      -10      -10        9        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      0.0      0.0     84.0     93.5     94.3     93.5      5.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       20       24       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,306,964
COMMITMENTS
 347,026  113,617  785,961  1089752  1331023  2222739  2230601   84,225   76,363

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     26,780)
  -5,007    2,189   21,590   10,743    2,356   27,325   26,135     -545      645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      4.9     34.1     47.2     57.7     96.3     96.7      3.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     149      104      195      103      105      348      325
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      248,011
COMMITMENTS
  85,269   29,419   56,836  105,013  158,914  247,118  245,169      893    2,842

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      3,795)
  -2,330      422    4,190    2,790     -258    4,650    4,354     -855     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4     11.9     22.9     42.3     64.1     99.6     98.9      0.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        8       12       23       25       35       39
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      204,968
COMMITMENTS
  67,224   15,330    2,133   96,752  124,963  166,109  142,426   38,859   62,542

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        926)
     508      183      189       31   -2,725      728   -2,353      198    3,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8      7.5      1.0     47.2     61.0     81.0     69.5     19.0     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        4        5       16       19       25       26
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,761
COMMITMENTS
  11,749    1,211   13,729   39,574   50,696   65,052   65,636    2,709    2,125

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        179)
      41       61      100     -124     -103       17       59      162      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      1.8     20.3     58.4     74.8     96.0     96.9      4.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      22        5       17       20       23       46       41
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      396,938
COMMITMENTS
  28,905    2,890   66,655  291,452  313,419  387,012  382,964    9,926   13,975

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        767)
     185       37      257     -178      -66      264      228      503      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.7     16.8     73.4     79.0     97.5     96.5      2.5      3.5

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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,376
COMMITMENTS
   1,512    1,388        0   19,836   19,960   21,348   21,348       28       28

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -124)
       0        0        0     -136     -136     -136     -136       12       12

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       27       23       29       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       84,309
COMMITMENTS
   5,085    9,749    9,094   67,134   60,922   81,313   79,765    2,996    4,544

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -1,765)
     186        0   -1,939      -32      174   -1,785   -1,765       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     11.6     10.8     79.6     72.3     96.4     94.6      3.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6       10       21       18       32       29
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,551
COMMITMENTS
   2,610    1,913    2,396   26,669   27,603   31,675   31,912    2,876    2,639

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -134)
      75        0     -640      229      406     -336     -234      202      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      5.5      6.9     77.2     79.9     91.7     92.4      8.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        3       13       13       18       18
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,387
COMMITMENTS
   2,808        0        0    3,472    6,333    6,280    6,333      107       54

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -375)
    -600        0        0      225     -375     -375     -375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.0      0.0      0.0     54.4     99.2     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       14       15       18       15
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,419
COMMITMENTS
   4,476    6,179    9,446   15,562   12,465   29,484   28,091    2,935    4,328

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      2,354)
    -126      -38    1,494      963      812    2,332    2,268       22       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     19.1     29.1     48.0     38.5     90.9     86.6      9.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8       11       14       11       11       27       28
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,319
COMMITMENTS
   3,847    1,915      933    8,951   10,794   13,731   13,642      588      677

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,720)
     991      163      -45      806    1,641    1,752    1,759      -32      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     13.4      6.5     62.5     75.4     95.9     95.3      4.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10        7        7       15       15       26       28
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      106,922
COMMITMENTS
   3,180    1,266   16,148   78,454   81,554   97,782   98,967    9,139    7,954

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      3,753)
     339      209    1,050    2,332    2,429    3,721    3,688       32       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.2     15.1     73.4     76.3     91.5     92.6      8.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        2        8       21       21       29       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       26,101
COMMITMENTS
  12,652    9,018    1,793    9,908   13,506   24,354   24,318    1,747    1,784

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        112)
     506      601      192     -981     -925     -283     -132      395      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.5     34.6      6.9     38.0     51.7     93.3     93.2      6.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      56       60       24       32       37      101      111
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       52,728
COMMITMENTS
  31,902   16,942    1,974   13,559   30,543   47,435   49,459    5,294    3,269

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,882)
   1,522      631      264      605      816    2,392    1,711     -510      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.5     32.1      3.7     25.7     57.9     90.0     93.8     10.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      78       54       17       33       38      118      105
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      305,011
COMMITMENTS
  90,467   15,018   47,267  146,122  225,768  283,857  288,053   21,154   16,957

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    -25,572)
  -1,483   -1,166  -10,698  -15,278  -17,153  -27,459  -29,017    1,888    3,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7      4.9     15.5     47.9     74.0     93.1     94.4      6.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      71       20       47       80       87      168      141
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,399
COMMITMENTS
  10,191        0      168    7,019   17,197   17,378   17,365    6,021    6,034

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        638)
     371        0      -55      658      514      974      459     -336      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6      0.0      0.7     30.0     73.5     74.3     74.2     25.7     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        0        3       13       24       20       27
 
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                 Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS)                         OPEN INTEREST:       14,940
COMMITMENTS
   6,136   11,973      350    8,026    2,566   14,512   14,889      428       51

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1     80.1      2.3     53.7     17.2     97.1     99.7      2.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        3        3        8        7       16       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,299
COMMITMENTS
      24    3,079      250    9,813    6,763   10,087   10,092      212      207

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        526)
       0       94        0      526      300      526      394        0      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     29.9      2.4     95.3     65.7     97.9     98.0      2.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        1       28       29       29       32
 
 
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE           Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,236
COMMITMENTS
     124        0       58    2,920    3,178    3,102    3,236      133       -0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        369)
     -10        0        6      239      363      235      369      133       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.0      1.8     90.3     98.2     95.9    100.0      4.1     -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 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,656
COMMITMENTS
   3,900      200      450   50,688   54,830   55,038   55,480      618      176

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        649)
    -150        0       50      749      599      649      649        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.4      0.8     91.1     98.5     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        1        2       46       33       52       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,042
COMMITMENTS
     262        0        0   27,708   28,042   27,970   28,042       72        0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        235)
       0        0        0      163      235      163      235       72        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.0     98.8    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       22       17       23       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,623
COMMITMENTS
     200    5,163        0   11,243    6,460   11,443   11,623      180        0

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        655)
       0      374        0      475      375      475      749      180      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     44.4      0.0     96.7     55.6     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        0       24       19       26       21
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,567
COMMITMENTS
   2,618       60        0    4,693    7,492    7,311    7,552      256       15

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        131)
     138        0        0      -19      131      119      131       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      0.8      0.0     62.0     99.0     96.6     99.8      3.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0       12       12       15       13
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,057
COMMITMENTS
   6,271      514    4,065   27,435   32,927   37,771   37,506      286      551

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        614)
     190     -354       82      312      826      584      554       30       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      1.4     10.7     72.1     86.5     99.2     98.6      0.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9        2        6       41       43       51       50
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,598
COMMITMENTS
      96    3,872        0    7,442    3,213    7,538    7,085       60      513

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        261)
       0      240        0      261       21      261      261        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     51.0      0.0     97.9     42.3     99.2     93.2      0.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       18       15       19       17
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,874
COMMITMENTS
   1,047    2,179      475   10,299    9,010   11,821   11,664       53      210

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        602)
     343      137       89      174      292      606      518       -4       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     18.4      4.0     86.7     75.9     99.6     98.2      0.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        5        3       27       25       32       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,597
COMMITMENTS
  11,413    1,873      569   18,988   28,238   30,970   30,680      627      917

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:         93)
      -9      110     -807      819      640        3      -57       90      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1      5.9      1.8     60.1     89.4     98.0     97.1      2.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        8        4       27       37       33       49
 
 
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-869652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,335
COMMITMENTS
   1,010      525      540    4,573    5,125    6,123    6,190      212      145

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:       -300)
     -40        0        0     -290     -400     -330     -400       30      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      8.3      8.5     72.2     80.9     96.7     97.7      3.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        3       13       13       18       16
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,564
COMMITMENTS
   3,172      513      150   18,150   21,480   21,472   22,143    5,092    4,421

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        868)
     425        0        0      331    1,061      756    1,061      112     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      1.9      0.6     68.3     80.9     80.8     83.4     19.2     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       16       21       18       23
```

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Updated June 5, 2012