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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,208
COMMITMENTS
   2,178      250      960   38,278   40,594   41,416   41,804      792      404

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        555)
      50        0        0      243      320      293      320      262      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.6      2.3     90.7     96.2     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        2        1       40       47       41       50
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,568
COMMITMENTS
       0      147        0   24,123   24,046   24,123   24,193      445      375

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        100)
       0      147        0     -175     -410     -175     -263      275      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     98.2     97.9     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       25       33       25       34
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,164
COMMITMENTS
     265      376      310   10,801   10,648   11,376   11,334    1,788    1,830

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,179)
     -32       55       -4    1,255    1,157    1,219    1,208      -40      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      2.9      2.4     82.0     80.9     86.4     86.1     13.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        2       37       40       39       43
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,906
COMMITMENTS
     382      192      412    6,335    6,794    7,129    7,398      777      508

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        621)
      59       57       18      503      571      580      646       41      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.4      5.2     80.1     85.9     90.2     93.6      9.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       4        3        4       46       53       53       58
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,359
COMMITMENTS
   1,146       35      274    2,305    3,534    3,725    3,843      634      516

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        388)
      71        0        5      308      338      384      343        4       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      0.8      6.3     52.9     81.1     85.5     88.2     14.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       18       25       20       27
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,320
COMMITMENTS
      60      337        5    1,942    1,560    2,007    1,902      313      418

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        216)
       0       44        5      172      113      177      162       39       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     14.5      0.2     83.7     67.2     86.5     82.0     13.5     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        1       17       15       19       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       15,426
COMMITMENTS
       0      700        0   15,285   14,662   15,285   15,362      141       64

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,948)
       0     -100        0    1,993    2,063    1,993    1,963      -45      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.5      0.0     99.1     95.0     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       23       21       23       22
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST:        228)
       0        0        0      228      228      228      228        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,167
COMMITMENTS
       0    3,830      318   21,689   18,019   22,007   22,167      160        0

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,307)
       0      442        0    1,307      865    1,307    1,307        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.3      1.4     97.8     81.3     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       27       25       28       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      322,562
COMMITMENTS
  41,202   35,689   53,839  195,431  199,904  290,472  289,432   32,090   33,130

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     13,431)
  -7,568   -2,950    8,339   15,282    4,366   16,053    9,755   -2,622    3,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     11.1     16.7     60.6     62.0     90.1     89.7      9.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      34       36       48       71       78      134      138
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,032
COMMITMENTS
     450    3,097      108   14,280   11,641   14,838   14,846      194      186

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        946)
       0      -22        1      945      967      946      946        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     20.6      0.7     95.0     77.4     98.7     98.8      1.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        4        1       41       45       45       49
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,182
COMMITMENTS
     783        0        0   13,359   14,182   14,142   14,182       40        0

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      2,490)
       0        0        0    2,490    2,490    2,490    2,490        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.0      0.0     94.2    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        0       24       31       28       31
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,210,292
COMMITMENTS
 240,769  356,450  452,343  446,406  357,093  1139518  1165886   70,774   44,406

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -12,297)
 -14,331   -8,074    9,699   -5,309  -10,922   -9,941   -9,297   -2,356   -3,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     29.5     37.4     36.9     29.5     94.2     96.3      5.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     108      120      141       75       70      281      246
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       44,337
COMMITMENTS
     625    8,067      886   38,885   29,411   40,396   38,364    3,941    5,973

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -1,500)
       0   -1,800      300   -1,800        0   -1,500   -1,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     18.2      2.0     87.7     66.3     91.1     86.5      8.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        3        9       12       12       16
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       81,998
COMMITMENTS
  10,463   24,391   29,123   39,751   26,774   79,337   80,288    2,661    1,710

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:         89)
      95      754     -691      665     -445       69     -382       20      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     29.7     35.5     48.5     32.7     96.8     97.9      3.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        7       13       13       11       26       27
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       71,529
COMMITMENTS
       0    1,778    2,911   61,749   57,981   64,660   62,670    6,869    8,859

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        650)
       0     -430      658       -8      422      650      650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      4.1     86.3     81.1     90.4     87.6      9.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       16       16       18       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,801,708
COMMITMENTS
 464,914  188,356  808,798  1496349  1780360  2770061  2777514   31,647   24,194

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     34,726)
 -38,387   -7,220   30,205   43,399   12,355   35,217   35,340     -491     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      6.7     28.9     53.4     63.5     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      31       19       44       96       83      147      131
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,504,715
COMMITMENTS
 321,962  267,858  343,604  832,418  888,163  1497984  1499625    6,731    5,090

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     34,961)
   5,251  -20,487   37,537   -9,802   16,147   32,986   33,197    1,975    1,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     17.8     22.8     55.3     59.0     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      26       18       37       42       36       81       78
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       25,437
COMMITMENTS
     104    1,644      186   24,702   23,216   24,992   25,046      445      391

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,280)
       0      139      123    1,142    1,067    1,265    1,329       15      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      6.5      0.7     97.1     91.3     98.3     98.5      1.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        4        3       36       42       40       47
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,112
COMMITMENTS
      85        9      156    1,475    1,273    1,716    1,438      396      674

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.4      7.4     69.8     60.3     81.3     68.1     18.8     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       16       16       18       17
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,700
COMMITMENTS
      64      112       60    1,346    1,147    1,470    1,319      230      381

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:         89)
      44        0        8       85      103      137      111      -48      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      6.6      3.5     79.2     67.5     86.5     77.6     13.5     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       20       18       22       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       70,031
COMMITMENTS
  15,748      724    3,039   49,453   64,952   68,240   68,715    1,791    1,316

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        583)
     600      380     -100      541      693    1,041      973     -458     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      1.0      4.3     70.6     92.7     97.4     98.1      2.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        4       31       31       37       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,896
COMMITMENTS
     262      884    2,422   13,866   13,970   16,550   17,276    1,346      620

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        715)
     -20      120      452      259      137      691      709       24        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      4.9     13.5     77.5     78.1     92.5     96.5      7.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       21       18       24       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,103
COMMITMENTS
     348    1,110       78    7,077    6,788    7,503    7,976    1,600    1,127

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        160)
       0      240     -120      660       68      540      188     -380      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     12.2      0.9     77.7     74.6     82.4     87.6     17.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       17       14       19       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,322
COMMITMENTS
   3,904    1,248      280    8,164   11,522   12,348   13,050      974      272

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        -46)
    -380        0        0      240      -46     -140      -46       94        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      9.4      2.1     61.3     86.5     92.7     98.0      7.3      2.0

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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,523
COMMITMENTS
     626    2,840      548   23,267   22,008   24,441   25,396    2,082    1,127

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        118)
       0        0        0      130      118      130      118      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     10.7      2.1     87.7     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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST:         24)
       0        0        0        0       24        0       24       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,265
COMMITMENTS
   3,852    2,862      122    8,307    9,479   12,281   12,463      984      802

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        -72)
    -220        0        0       80      -98     -140      -98       68       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     21.6      0.9     62.6     71.5     92.6     94.0      7.4      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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,134
COMMITMENTS
       0    2,450    1,032   11,606    9,936   12,638   13,418    1,496      716

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        458)
       0      -12       80      330      390      410      458       48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.3      7.3     82.1     70.3     89.4     94.9     10.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        3       19       16       22       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,605
COMMITMENTS
       0        0        0   63,605   63,605   63,605   63,605        0        0

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:         42)
       0        0        0       42       42       42       42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       16       17       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST:        768)
       0        0        0      768      768      768      768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       17       17       17
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,252
COMMITMENTS
       0        0        0   28,252   28,252   28,252   28,252        0        0

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      497,889
COMMITMENTS
       0        0        0  497,889  497,889  497,889  497,889        0        0

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      111,366
COMMITMENTS
       0        0        0  111,111  111,366  111,111  111,366      255        0

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      2,040)
       0        0        0    2,040    2,040    2,040    2,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        0        0       19       30       19       30
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,594,323
COMMITMENTS
   1,960    1,960        0  1592363  1592363  1594323  1594323        0        0

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     56,160)
       0        0        0   56,160   56,160   56,160   56,160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      255      255      255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,309
COMMITMENTS
       0    1,764      110   52,029   49,883   52,139   51,757      170      552

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0    1,275    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      0.2     99.5     95.4     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       17       13       18       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,152
COMMITMENTS
   1,700    5,840        0   46,858   42,718   48,558   48,558      594      594

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,626
COMMITMENTS
     510       80      176   13,982   15,030   14,668   15,286      958      340

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:         21)
       0        0        0       21       21       21       21        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.5      1.1     89.5     96.2     93.9     97.8      6.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       15       15       17       16
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST:         21)
       0        0        0       21       21       21       21        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST:     41,598)
       0   19,383        0   41,598   22,215   41,598   41,598        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      879,912
COMMITMENTS
  31,610   44,685   19,760  828,542  815,467  879,912  879,912        0        0

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      5.1      2.2     94.2     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       13       15       15       16
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST:      1,911)
       0        0        0    1,911    1,911    1,911    1,911        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      153,904
COMMITMENTS
       0    3,128        0  153,904  150,776  153,904  153,904        0        0

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      0.0    100.0     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        8       12        8       14
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,974
COMMITMENTS
   2,526       45        0   23,194   25,300   25,720   25,345      254      629

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,112)
       7        0        0    1,105    1,112    1,112    1,112        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      0.2      0.0     89.3     97.4     99.0     97.6      1.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        0       35       33       38       34
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,357
COMMITMENTS
   1,280        0        0    6,565    7,965    7,845    7,965      512      392

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       25        0       25        0        5       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      0.0      0.0     78.6     95.3     93.9     95.3      6.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       15       13       17       13
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,235
COMMITMENTS
     134    1,500        0    7,621    5,989    7,755    7,489      480      746

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        482)
       4        0        0      428      487      432      487       50       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     18.2      0.0     92.5     72.7     94.2     90.9      5.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       16       15       18       16
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,356
COMMITMENTS
   1,060        0        0    8,712    9,690    9,772    9,690      584      666

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        235)
       0        0        0      240      227      240      227       -5        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      0.0      0.0     84.1     93.6     94.4     93.6      5.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       24       21       25       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,442,523
COMMITMENTS
 343,701  159,630  418,225  607,894  797,331  1369820  1375186   72,703   67,337

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -96,628)
 -12,610  -12,218  -39,614  -30,450  -40,195  -82,674  -92,027  -13,954   -4,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     11.1     29.0     42.1     55.3     95.0     95.3      5.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     110       93      128       93       95      271      260
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      204,042
COMMITMENTS
  66,716   15,147    1,944   96,721  127,688  165,381  144,779   38,661   59,263

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        205)
   5,359    2,479      749     -497      412    5,611    3,640   -5,406   -3,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7      7.4      1.0     47.4     62.6     81.1     71.0     18.9     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        4        5       16       20       25       27
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,500
COMMITMENTS
   1,512    1,388        0   19,972   20,096   21,484   21,484       16       16

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      6.5      0.0     92.9     93.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        0       28       23       30       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       86,074
COMMITMENTS
   4,899    9,749   11,033   67,166   60,748   83,098   81,530    2,976    4,544

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -5,747)
    -197       61     -806   -4,385   -4,306   -5,388   -5,051     -359     -696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     11.3     12.8     78.0     70.6     96.5     94.7      3.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6       10       21       18       32       29
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,685
COMMITMENTS
   2,535    1,913    3,036   26,440   27,197   32,011   32,146    2,674    2,539

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -3,150)
    -103     -963       83   -2,662   -1,305   -2,682   -2,185     -468     -965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      5.5      8.8     76.2     78.4     92.3     92.7      7.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        4       13       13       19       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,762
COMMITMENTS
   3,408        0        0    3,247    6,708    6,655    6,708      107       54

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        195)
     150        0        0        0      195      150      195       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4      0.0      0.0     48.0     99.2     98.4     99.2      1.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       13       15       17       15
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,299
COMMITMENTS
   4,609    5,790    6,398   12,129    9,769   23,136   21,957    2,163    3,342

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -4,005)
     -57     -438   -1,600   -1,655     -701   -3,312   -2,739     -693   -1,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     22.9     25.3     47.9     38.6     91.5     86.8      8.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        6        7       10       10       18       20
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,228
COMMITMENTS
  10,996    8,415    1,332   10,563   12,947   22,891   22,694    1,337    1,534

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,576)
     300      638     -100    1,373    1,107    1,573    1,645        3      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.4     34.7      5.5     43.6     53.4     94.5     93.7      5.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      50       52       16       34       34       96       95
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       47,012
COMMITMENTS
  29,456   16,359      453   11,303   27,108   41,212   43,920    5,800    3,092

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,992)
     962    2,235     -122      690     -208    1,530    1,905      462       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.7     34.8      1.0     24.0     57.7     87.7     93.4     12.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      78       53       11       29       29      113       90
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      306,279
COMMITMENTS
  93,729   20,568   42,251  152,017  230,627  287,997  293,446   18,282   12,833

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -8,923)
   1,192     -158     -701   -6,960   -6,906   -6,469   -7,765   -2,454   -1,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      6.7     13.8     49.6     75.3     94.0     95.8      6.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      68       26       51       82       93      171      154
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,761
COMMITMENTS
   9,820        0      223    6,361   16,683   16,404   16,906    6,357    5,855

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,164)
     116        0       74      612    1,376      802    1,450      362     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1      0.0      1.0     27.9     73.3     72.1     74.3     27.9     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        0        2       11       23       18       25
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,773
COMMITMENTS
      24    2,985      250    9,287    6,463    9,561    9,698      212       75

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     30.5      2.6     95.0     66.1     97.8     99.2      2.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        1       27       28       28       31
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,007
COMMITMENTS
   4,050      200      400   49,939   54,231   54,389   54,831      618      176

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      2,667)
    -100        0      100    2,615    2,567    2,615    2,667       52        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.4      0.7     90.8     98.6     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        1        1       46       35       52       37
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,807
COMMITMENTS
     262        0        0   27,545   27,807   27,807   27,807        0        0

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      2,819)
       0        0        0    2,819    2,819    2,819    2,819        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     99.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       23       18       24       18
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,968
COMMITMENTS
     200    4,789        0   10,768    6,085   10,968   10,874        0       94

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,190)
       0        0        0    1,190    1,190    1,190    1,190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     43.7      0.0     98.2     55.5    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        0       23       20       25       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,436
COMMITMENTS
   2,480       60        0    4,712    7,361    7,192    7,421      244       15

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4      0.8      0.0     63.4     99.0     96.7     99.8      3.3      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
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,443
COMMITMENTS
   6,081      868    3,983   27,123   32,101   37,187   36,952      256      491

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        286)
    -183     -203       96      309      301      222      194       64       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      2.3     10.6     72.4     85.7     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        5        4       42       43       50       52
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,337
COMMITMENTS
      96    3,632        0    7,181    3,192    7,277    6,824       60      513

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,785)
       0    1,881        0    1,785      -96    1,785    1,785        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     49.5      0.0     97.9     43.5     99.2     93.0      0.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       15       18       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,272
COMMITMENTS
     704    2,042      386   10,125    8,718   11,215   11,146       57      126

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        819)
    -195       31       -5      998      793      798      819       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     18.1      3.4     89.8     77.3     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        5        2       27       25       30       31
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,504
COMMITMENTS
  11,422    1,763    1,376   18,169   27,598   30,967   30,737      537      767

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        759)
     243      393        0      456      546      699      939       60     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      5.6      4.4     57.7     87.6     98.3     97.6      1.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        8        6       27       36       34       49
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,696
COMMITMENTS
   2,747      513      150   17,819   20,419   20,716   21,082    4,980    4,614

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        -80)
     -86      243        0     -133      227     -219      470      139     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      2.0      0.6     69.3     79.5     80.6     82.0     19.4     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       17       20       19       22
```

----

Updated May 25, 2012