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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,483
COMMITMENTS
   1,529      200      665   43,906   45,442   46,100   46,307      383      176

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,553)
     314      200      250      899    1,121    1,463    1,571       90      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.4      1.4     94.5     97.8     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        1        2       41       45       43       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,465
COMMITMENTS
       0        0        0   28,346   28,453   28,346   28,453      119       12

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,180)
       0        0        0    1,190    1,180    1,190    1,180      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       24       35       24       35
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,447
COMMITMENTS
     330      518      310   10,156    9,850   10,796   10,678    1,651    1,769

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        503)
       1       82       28      286      207      315      317      188      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      4.2      2.5     81.6     79.1     86.7     85.8     13.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        2        4       37       39       41       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,660
COMMITMENTS
     341       92      338    6,094    6,604    6,773    7,034      887      626

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        180)
      95       10      -10       32      102      117      102       63       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.2      4.4     79.6     86.2     88.4     91.8     11.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        3        2       48       50       54       53
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,751
COMMITMENTS
     802       25      289    1,878    2,919    2,969    3,233      782      518

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        119)
     -55        0       75        8      -19       28       56       91       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      0.7      7.7     50.1     77.8     79.2     86.2     20.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       18       23       22       25
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,295
COMMITMENTS
      75      294        5    1,887    1,603    1,967    1,902      328      393

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        109)
       0        5        5       62       52       67       62       42       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     12.8      0.2     82.2     69.8     85.7     82.9     14.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        1       18       16       20       19
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,843
COMMITMENTS
      31        0      130    2,282    2,397    2,443    2,527      400      316

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        163)
      25        0       20       27      117       72      137       91       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      4.6     80.3     84.3     85.9     88.9     14.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       14       16       16       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       12,864
COMMITMENTS
       0      700        0   12,675   12,085   12,675   12,785      189       79

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      2,203)
       0      400        0    2,245    1,945    2,245    2,345      -42     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      0.0     98.5     93.9     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       18       20       18       21
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,613
COMMITMENTS
       0      324        0    7,275    7,088    7,275    7,412      338      201

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:          0)
       0      135        0        0        0        0      135        0     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.0     95.6     93.1     95.6     97.4      4.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       15       16       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,182
COMMITMENTS
       0    2,821      213   25,789   23,123   26,002   26,157      180       25

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,263)
       0      214      150    1,113      874    1,263    1,238        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.8      0.8     98.5     88.3     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       27       26       28       27
 
 
NY FO 1% v EUR 1% FO FOB NWE - NEW YORK MERCANTILE EXCHANGE          Code-021A29
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,150
COMMITMENTS
       0        0        0   10,130   10,150   10,130   10,150       20        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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:       21)
       0        0        0       15       12       15       12
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      336,039
COMMITMENTS
  61,782   37,602   52,343  176,309  219,425  290,435  309,369   45,604   26,670

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -11,511)
   1,901   -3,502   -3,673   -7,782     -551   -9,553   -7,726   -1,957   -3,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     11.2     15.6     52.5     65.3     86.4     92.1     13.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      48       26       38       68       77      137      123
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,764
COMMITMENTS
     542    3,479      242   16,878   13,904   17,662   17,625      102      139

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,610)
    -100        0        0    1,710    1,610    1,610    1,610        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     19.6      1.4     95.0     78.3     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       5        3        2       49       50       54       55
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,970
COMMITMENTS
   1,007        0        0    8,927    9,970    9,934    9,970       36        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -1,251)
      24        0        0   -1,257   -1,251   -1,233   -1,251      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      0.0      0.0     89.5    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        0        0       22       32       27       32
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,530
COMMITMENTS
   4,450      380      350    9,730   13,800   14,530   14,530        0        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        305)
    -450     -100      200      555      205      305      305        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6      2.6      2.4     67.0     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2        8       15       11       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,296,965
COMMITMENTS
 266,313  387,890  477,614  481,508  379,362  1225434  1244866   71,531   52,100

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -37,148)
 -16,492  -13,238  -20,650    4,501     -702  -32,641  -34,590   -4,507   -2,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     29.9     36.8     37.1     29.2     94.5     96.0      5.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
     112      149      157       76       78      291      294
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,716
COMMITMENTS
     623   12,287      588   46,337   33,364   47,548   46,239    5,168    6,477

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0     -248        0     -248        0      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     23.3      1.1     87.9     63.3     90.2     87.7      9.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       10       12       12       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,311,802
COMMITMENTS
 151,131  120,784  913,951  1241206  1270729  2306288  2305464    5,514    6,338

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:   -299,430)
 -12,380   -2,554 -181,317 -105,893 -114,782 -299,591 -298,653      161     -777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      5.2     39.5     53.7     55.0     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      38       38       63       58       58      130      125
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       80,787
COMMITMENTS
  14,648   28,898   21,371   41,778   28,564   77,797   78,833    2,990    1,954

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -28,140)
  -5,609    2,277   -9,724  -13,584  -21,072  -28,917  -28,519      777      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     35.8     26.5     51.7     35.4     96.3     97.6      3.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        6       13       12       13       25       28
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       99,722
COMMITMENTS
  40,748   32,702   39,441   19,280   27,056   99,469   99,199      253      522

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -2,972)
  -1,908   -1,360     -738     -387     -955   -3,033   -3,052       60       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.9     32.8     39.6     19.3     27.1     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       12       16       14       20       31       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       71,904
COMMITMENTS
       0    2,300    2,150   62,273   58,595   64,423   63,045    7,481    8,859

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -3,409)
       0      791      470   -3,685   -4,032   -3,215   -2,771     -194     -638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      3.0     86.6     81.5     89.6     87.7     10.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       15       16       17       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,697,093
COMMITMENTS
 496,209  250,834  758,543  1408656  1663310  2663408  2672687   33,685   24,406

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:   -151,143)
 -10,305      580  -49,588  -93,148 -102,272 -153,041 -151,280    1,898      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      9.3     28.1     52.2     61.7     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      26       23       40       90       81      137      124
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,333,614
COMMITMENTS
 246,204  193,488  320,783  760,625  815,563  1327612  1329834    6,002    3,780

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:   -168,366)
 -42,744 -109,040  -50,076  -77,283  -10,909 -170,103 -170,025    1,737    1,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     14.5     24.1     57.0     61.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      24       21       35       39       36       77       78
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,887
COMMITMENTS
      92      947      304   19,055   18,369   19,451   19,620      436      267

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -1,978)
      21      104     -109   -1,955   -1,885   -2,043   -1,890       65      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      4.8      1.5     95.8     92.4     97.8     98.7      2.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        3        4       35       40       40       45
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,398
COMMITMENTS
      83       29      167    1,385    1,730    1,635    1,926      763      472

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        225)
      12        0       11      185      259      208      270       17      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.2      7.0     57.8     72.1     68.2     80.3     31.8     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       17       18       18       20
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,579
COMMITMENTS
       0      185       46    1,239      822    1,285    1,053      294      526

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        259)
      -8       24      -46      329      174      275      152      -16      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.7      2.9     78.5     52.1     81.4     66.7     18.6     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       18       17       19       19
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      207,444
COMMITMENTS
  13,356      339   27,369  164,515  178,222  205,240  205,930    2,204    1,514

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -18,702)
  -2,146      -28   -4,110  -12,494  -14,540  -18,751  -18,678       49      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.2     13.2     79.3     85.9     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        6       31       30       38       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       33,124
COMMITMENTS
   3,889      382    3,614   24,299   28,634   31,802   32,630    1,322      494

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -3,341)
    -789     -188     -358   -2,161   -2,600   -3,307   -3,145      -34     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      1.2     10.9     73.4     86.4     96.0     98.5      4.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       21       18       24       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,800
COMMITMENTS
     348      798      198    6,394    6,677    6,940    7,673    1,860    1,127

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -478)
     -24      108     -130     -216     -424     -370     -446     -108      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      9.1      2.2     72.7     75.9     78.9     87.2     21.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       16       14       18       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,025
COMMITMENTS
   3,412      970      548    8,044   11,109   12,004   12,627    1,021      397

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -499)
     -48       30      -46     -379     -463     -473     -479      -27      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      7.4      4.2     61.8     85.3     92.2     96.9      7.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       15       18       18       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,168
COMMITMENTS
     794    2,840      500   22,830   21,725   24,124   25,065    2,044    1,103

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -1,306)
      38     -170        0   -1,287   -1,090   -1,249   -1,260      -57      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     10.9      1.9     87.2     83.0     92.2     95.8      7.8      4.2

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 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,373
COMMITMENTS
   1,104        0      276    6,656    7,077    8,036    7,353    1,337    2,020

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -451)
     -72        0       46     -406     -392     -432     -346      -19     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      0.0      2.9     71.0     75.5     85.7     78.4     14.3     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       15       19       16
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,845
COMMITMENTS
   3,570    2,830      142    8,105    9,095   11,817   12,067    1,028      778

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     22.0      1.1     63.1     70.8     92.0     93.9      8.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       15       16       18       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,180
COMMITMENTS
       0    2,006      892   10,996    9,566   11,888   12,464    1,292      716

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -190)
     -18       54       18     -539     -214     -539     -142      349      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.2      6.8     83.4     72.6     90.2     94.6      9.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       19       16       21       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,372
COMMITMENTS
       0        0        0   63,372   63,372   63,372   63,372        0        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -2,813)
       0        0        0   -2,813   -2,813   -2,813   -2,813        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 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,015,641
COMMITMENTS
       0        0        0  1015641  1015641  1015641  1015641        0        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -30,961)
       0        0        0  -30,961  -30,961  -30,961  -30,961        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 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,252
COMMITMENTS
       0        0        0   28,252   28,252   28,252   28,252        0        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -3,193)
       0        0        0   -3,193   -3,193   -3,193   -3,193        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 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      497,889
COMMITMENTS
       0        0        0  497,889  497,889  497,889  497,889        0        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -67,584)
       0        0        0  -67,584  -67,584  -67,584  -67,584        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 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      109,326
COMMITMENTS
       0        0        0  109,071  109,326  109,071  109,326      255        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -9,682)
       0        0        0   -9,682   -9,682   -9,682   -9,682        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 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,538,163
COMMITMENTS
   1,960    1,960        0  1536203  1536203  1538163  1538163        0        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:   -158,651)
       0        0        0 -158,651 -158,651 -158,651 -158,651        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 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       64,787
COMMITMENTS
   5,692    3,095    7,910   51,185   53,782   64,787   64,787        0        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -988)
     740     -210     -105   -1,623     -673     -988     -988        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      4.8     12.2     79.0     83.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        3       26       19       30       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| 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 04/24/12 (CHANGE IN OPEN INTEREST:     -8,475)
  -3,401  -29,105   22,961  -28,035   -2,331   -8,475   -8,475        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 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,239
COMMITMENTS
       0    1,764      110   47,959   46,068   48,069   47,942      170      297

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,846)
    -210    1,039        0    2,098      807    1,888    1,846      -42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      0.2     99.4     95.5     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       17       13       18       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,004
COMMITMENTS
   1,700    5,840        0   46,710   42,570   48,410   48,410      594      594

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -1,843)
    -210      740        0   -1,633   -2,583   -1,843   -1,843        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     11.9      0.0     95.3     86.9     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       13       15       14       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       13,759
COMMITMENTS
     510       80      176   12,115   13,163   12,801   13,419      958      340

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -645)
     -63        0        0     -561     -603     -624     -603      -21      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.6      1.3     88.1     95.7     93.0     97.5      7.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       16       15       18       16
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       13,422
COMMITMENTS
     298    1,196        0   12,954   11,907   13,252   13,103      170      319

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -504)
     -21      -63        0     -462     -420     -483     -483      -21      -21

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 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      848,637
COMMITMENTS
       0   37,999   23,400  825,237  787,238  848,637  848,637        0        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     40,544)
 -24,168   -6,448   23,400   41,312   23,592   40,544   40,544        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.5      2.8     97.2     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       19       16       20       18
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      874,374
COMMITMENTS
  31,610   44,685   19,760  823,004  809,929  874,374  874,374        0        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -14,470)
  -3,840    9,600   -9,600   -1,030  -14,470  -14,470  -14,470        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      5.1      2.3     94.1     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       13       14       15       15
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,053
COMMITMENTS
     261        0      336    7,437    7,717    8,033    8,053       20        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -121)
     -32        0      -15      -74     -107     -121     -121        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      4.2     92.3     95.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        4       16       20       20       24
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,730
COMMITMENTS
   2,321       45        0   22,152   23,900   24,473   23,945      257      785

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,817)
     278       45        0    1,539    1,792    1,817    1,837        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      0.2      0.0     89.6     96.6     99.0     96.8      1.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        1        0       30       32       33       33
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,222
COMMITMENTS
   1,200        0        0    6,540    7,872    7,740    7,872      482      350

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -693)
       0        0        0     -658     -512     -658     -512      -35     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      0.0      0.0     79.5     95.7     94.1     95.7      5.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       15       13       18       13
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,933
COMMITMENTS
     130    1,630       15    6,331    4,749    6,476    6,394      457      539

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -363)
       0      140       15     -431     -569     -416     -414       53       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     23.5      0.2     91.3     68.5     93.4     92.2      6.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       15       13       17       15
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,405
COMMITMENTS
     940        0        0    7,716    8,808    8,656    8,808      749      597

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -410)
     125        0       -5     -370     -347     -250     -352     -160      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.0      0.0     82.0     93.7     92.0     93.7      8.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       22       19       23       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,539,082
COMMITMENTS
 393,182   96,482  886,521  1158103  1479256  2437807  2462260  101,275   76,822

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     92,257)
  18,997    2,843   38,423   26,071   45,382   83,491   86,648    8,766    5,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      3.8     34.9     45.6     58.3     96.0     97.0      4.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     170       95      207      104      106      363      330
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      238,781
COMMITMENTS
  91,782   25,395   51,300   94,569  159,495  237,652  236,190    1,129    2,592

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     18,774)
  16,520    2,610     -536    3,000   17,526   18,984   19,601     -210     -826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4     10.6     21.5     39.6     66.8     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        8       15       24       26       39       43
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      200,603
COMMITMENTS
  66,644   12,734    1,395   94,257  125,996  162,296  140,125   38,307   60,478

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -6,498)
     237     -370     -636   -4,911   -2,585   -5,310   -3,591   -1,188   -2,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2      6.3      0.7     47.0     62.8     80.9     69.9     19.1     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        3        5       16       20       25       26
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       85,281
COMMITMENTS
  13,138      505   20,856   48,148   61,538   82,143   82,900    3,139    2,381

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        216)
      15      100      -45       32       33        2       88      214      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      0.6     24.5     56.5     72.2     96.3     97.2      3.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19        5       20       22       24       48       45
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      427,902
COMMITMENTS
  32,813    5,358   72,244  313,827  336,862  418,884  414,464    9,018   13,438

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -16,257)
   2,226    2,081   -2,097  -12,955  -13,347  -12,826  -13,364   -3,431   -2,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      1.3     16.9     73.3     78.7     97.9     96.9      2.1      3.1

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 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,217
COMMITMENTS
     912    1,563        0   17,595   16,944   18,507   18,507      710      710

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -5,063)
    -325     -200     -276   -4,438   -4,563   -5,039   -5,039      -24      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      8.1      0.0     91.6     88.2     96.3     96.3      3.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        0       27       22       29       26
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       86,532
COMMITMENTS
   5,276    8,958   12,122   66,032   60,504   83,430   81,584    3,102    4,948

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      8,122)
     282      -17    4,201    4,422    4,314    8,905    8,498     -783     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     10.4     14.0     76.3     69.9     96.4     94.3      3.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        6       10       22       18       33       28
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,321
COMMITMENTS
   2,946    2,484    2,500   27,472   27,125   32,918   32,109    3,403    4,212

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -665)
     104       65     -320     -655     -340     -871     -595      206      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      6.8      6.9     75.6     74.7     90.6     88.4      9.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        5        4       13       14       20       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,546
COMMITMENTS
   3,000        0        0    3,526    6,492    6,526    6,492       20       54

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -555)
      50     -767        0     -595      212     -545     -555      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.8      0.0      0.0     53.9     99.2     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       13       15       16       15
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,893
COMMITMENTS
   4,677    7,231   10,192   15,758   12,305   30,628   29,728    3,265    4,164

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,291)
     -14   -1,047    1,877     -196      886    1,667    1,716     -376     -425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     21.3     30.1     46.5     36.3     90.4     87.7      9.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        9       14       14       15       30       31
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,045
COMMITMENTS
   3,170    1,212    1,262    8,784   11,169   13,215   13,642      830      403

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -745)
    -101     -207      -59     -658     -442     -818     -707       73      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      8.6      9.0     62.5     79.5     94.1     97.1      5.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        8        8       17       16       31       31
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       98,579
COMMITMENTS
   3,363      543   12,126   74,982   77,279   90,472   89,949    8,107    8,630

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -7,071)
    -906     -244   -1,776   -4,120   -3,825   -6,802   -5,845     -270   -1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.6     12.3     76.1     78.4     91.8     91.2      8.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        1        8       21       21       29       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,208
COMMITMENTS
  12,669    4,492    1,788    7,906   16,988   22,363   23,269    1,845      939

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        268)
     716     -261        5     -769      538      -48      282      316      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.3     18.6      7.4     32.7     70.2     92.4     96.1      7.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      67       32       20       28       41      101       91
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       44,623
COMMITMENTS
  26,906   10,165    1,179   10,731   30,856   38,816   42,199    5,807    2,424

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,341)
   1,615     -116      157     -378    1,720    1,394    1,761      -53     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.3     22.8      2.6     24.0     69.1     87.0     94.6     13.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      71       43       10       30       36      105       85
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      322,207
COMMITMENTS
 103,624   14,714   54,271  140,748  240,331  298,643  309,316   23,564   12,890

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -50,126)
     559   -3,243   -9,110  -41,892  -36,674  -50,443  -49,027      318   -1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      4.6     16.8     43.7     74.6     92.7     96.0      7.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      89       16       54       77       90      182      147
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,649
COMMITMENTS
   8,577        0      449    6,303   14,250   15,329   14,699    5,320    5,950

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -5,083)
  -1,963        0     -126   -2,382   -4,705   -4,471   -4,831     -612     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.5      0.0      2.2     30.5     69.0     74.2     71.2     25.8     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        0        2        9       20       16       22
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       27,891
COMMITMENTS
       0        0        0   27,237   27,655   27,237   27,655      654      236

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       25       50       25       50      -25      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.7     99.2     97.7     99.2      2.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       14       17       14       17
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        5,391
COMMITMENTS
       0        0        0    4,616    4,782    4,616    4,782      775      609

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -2,405)
       0        0        0   -2,605   -2,614   -2,605   -2,614      200      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     85.6     88.7     85.6     88.7     14.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       12       17       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,728
COMMITMENTS
      74    3,043      250    9,164    6,376    9,488    9,669      240       59

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:         16)
       0        0        0        0       16        0       16       16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     31.3      2.6     94.2     65.5     97.5     99.4      2.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        1       28       30       29       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,777
COMMITMENTS
   3,900      200      351   51,926   56,016   56,177   56,567      600      210

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      4,551)
   1,050        0      150    3,376    4,401    4,576    4,551      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.4      0.6     91.5     98.7     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        1        3       45       35       52       39
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,475
COMMITMENTS
     262        0        0   24,213   24,475   24,475   24,475        0        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      2,483)
    -150        0        0    2,633    2,483    2,483    2,483        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.0     98.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       18       24       18
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,140
COMMITMENTS
     200    4,036        0    8,940    5,020    9,140    9,056        0       84

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        140)
       0      204        0      140      -85      140      119        0       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     44.2      0.0     97.8     54.9    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        0       23       20       25       23
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,469
COMMITMENTS
   3,079      583    2,627   21,593   24,048   27,299   27,258      170      211

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -1,571)
      99      -59      -98   -1,682   -1,412   -1,681   -1,569      110       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      2.1      9.6     78.6     87.5     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        4        2       38       39       44       45
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,875
COMMITMENTS
     243      484      306    7,290    6,953    7,839    7,743       36      132

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -2,076)
    -144   -1,085        0   -1,856   -1,012   -2,000   -2,097      -76       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      6.1      3.9     92.6     88.3     99.5     98.3      0.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        4        1       26       20       29       24
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,510
COMMITMENTS
  10,390    1,658    1,661   17,021   25,067   29,072   28,386      438    1,124

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        264)
    -505      145      779       89     -629      363      295      -99      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2      5.6      5.6     57.7     84.9     98.5     96.2      1.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        6        6       22       35       28       46
 
 
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-869652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,874
COMMITMENTS
   1,070      360      395    4,209    5,001    5,674    5,756      200      118

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -152)
     -80      150      -30     -122     -298     -232     -178       80       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      6.1      6.7     71.7     85.1     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        1        3       12       13       18       16
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,206
COMMITMENTS
   3,412        0       24   18,770   21,414   22,206   21,438    3,000    3,768

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -6,763)
  -1,068     -547      -98   -5,971   -6,692   -7,137   -7,337      374      574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      0.0      0.1     74.5     85.0     88.1     85.1     11.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       17       20       19       21
```

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Updated May 4, 2012