```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,900
COMMITMENTS
     996      433      261   35,503   35,648   36,760   36,342      140      558

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      2,079)
     140       60      -40    2,036    2,091    2,136    2,111      -57      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      1.2      0.7     96.2     96.6     99.6     98.5      0.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        2        1       43       44       45       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,344
COMMITMENTS
       0        0        0   15,218   15,224   15,218   15,224      126      120

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        864)
       0        0        0      873      864      873      864       -9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     99.2     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       27       26       27       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,105
COMMITMENTS
     100      390      127    8,336    7,941    8,563    8,458    1,542    1,647

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        314)
       4        5      -34      293      184      263      155       51      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      3.9      1.3     82.5     78.6     84.7     83.7     15.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        2       31       34       34       37
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,829
COMMITMENTS
     665      155      305    5,242    5,571    6,212    6,031      617      798

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        602)
      90       10       27      441      629      558      666       44      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      2.3      4.5     76.8     81.6     91.0     88.3      9.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        2        9       42       50       51       60
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,981
COMMITMENTS
     514      430      141    1,739    1,963    2,394    2,534      587      447

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        295)
      15     -145       15      188      355      218      225       77       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     14.4      4.7     58.3     65.9     80.3     85.0     19.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       15       15       16       18
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,583
COMMITMENTS
       0       50        0    1,221    1,139    1,221    1,189      362      394

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         25)
       0        0        0      -80       -4      -80       -4      105       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.0     77.1     72.0     77.1     75.1     22.9     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       19       16       19       17
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,606
COMMITMENTS
       0       15       35    1,104    1,331    1,139    1,381      467      225

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        109)
       0        0        0       68      100       68      100       41        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      2.2     68.7     82.9     70.9     86.0     29.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       18       15       19       16
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,618
COMMITMENTS
       0        0        0   11,438   11,198   11,438   11,198      180      420

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        588)
       0        0        0      648      588      648      588      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5     96.4     98.5     96.4      1.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       20       19       20       19
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,061
COMMITMENTS
       0    1,097        0   12,941   11,943   12,941   13,040      120       21

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,118)
       0      330        0    1,143      788    1,143    1,118      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      0.0     99.1     91.4     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       24       19       24       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      387,334
COMMITMENTS
  49,269   29,284   69,209  227,312  260,291  345,791  358,785   41,543   28,549

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      4,146)
  -1,872   -2,279    1,244    6,277    7,265    5,649    6,230   -1,503   -2,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      7.6     17.9     58.7     67.2     89.3     92.6     10.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      43       22       44       72       80      138      128
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      116,719
COMMITMENTS
     159    6,408   30,156   80,707   76,602  111,023  113,166    5,696    3,553

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -7,237)
     -96      522   -2,304   -4,410   -5,114   -6,810   -6,895     -428     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      5.5     25.8     69.1     65.6     95.1     97.0      4.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        8       13       12       21       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,490
COMMITMENTS
     375    1,091      440   12,635   11,959   13,450   13,490       40        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        474)
    -100      150      150      424      174      474      474        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      8.1      3.3     93.7     88.7     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       2        6        6       39       38       47       48
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,305
COMMITMENTS
   1,165      460      170    5,949    6,675    7,284    7,305       21        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        261)
     390        0        0     -150      261      240      261       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      6.3      2.3     81.4     91.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        1       22       17       29       18
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        3,818
COMMITMENTS
     295      644      312    1,952    1,635    2,559    2,591    1,259    1,227

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         20)
     -36        5        0       36      -18        0      -13       20       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     16.9      8.2     51.1     42.8     67.0     67.9     33.0     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        4       14       11       18       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,019,088
COMMITMENTS
 151,230  322,785  368,579  418,271  282,127  938,080  973,491   81,007   45,597

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -22,927)
  -9,260  -11,543   -9,032   -2,342   -5,930  -20,634  -26,505   -2,293    3,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     31.7     36.2     41.0     27.7     92.1     95.5      7.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     105      127      171       83       76      294      285
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       47,439
COMMITMENTS
       0        0        0   36,558   44,231   36,558   44,231   10,881    3,208

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     77.1     93.2     77.1     93.2     22.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       14       14       14
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       39,908
COMMITMENTS
   2,496    1,392    1,778   32,594   31,350   36,868   34,520    3,040    5,388

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,224)
       0        0        0    1,224    1,224    1,224    1,224        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      3.5      4.5     81.7     78.6     92.4     86.5      7.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       14       14       17       17
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,699,619
COMMITMENTS
 101,926  105,873  521,912  1068703  1065602  1692542  1693387    7,077    6,232

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      4,581)
     273    2,919     -935    5,225    2,548    4,562    4,532       18       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      6.2     30.7     62.9     62.7     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      52       29       69       67       64      145      136
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       44,606
COMMITMENTS
  12,439   11,466   18,042   13,509   14,242   43,990   43,750      615      855

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,965)
     577      500    1,010      487      437    2,074    1,947     -109       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     25.7     40.4     30.3     31.9     98.6     98.1      1.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10       13       18       15       18       34       40
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       88,190
COMMITMENTS
     110    7,339    3,190   79,437   73,033   82,737   83,562    5,453    4,628

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         80)
       0        0        0      386      330      386      330     -306     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      8.3      3.6     90.1     82.8     93.8     94.8      6.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        3       17       23       20       26
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       73,033
COMMITMENTS
   1,226        0    1,316   61,568   63,818   64,110   65,134    8,923    7,899

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        349)
     304        0      -62        2      411      244      349      105        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      1.8     84.3     87.4     87.8     89.2     12.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       15       18       16       19
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      130,534
COMMITMENTS
   5,168        0    3,587  107,996  119,727  116,751  123,314   13,783    7,219

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         57)
     932        0     -564     -311      518       57      -46        0      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      2.7     82.7     91.7     89.4     94.5     10.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       23       25       26       27
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,653,985
COMMITMENTS
 582,658   71,365  768,487  1270460  1784665  2621605  2624517   32,380   29,468

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      6,466)
 -97,008  -15,606   47,684   52,871  -27,594    3,547    4,484    2,919    1,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      2.7     29.0     47.9     67.2     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      47       20       50      103       91      167      144
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      991,505
COMMITMENTS
 170,570   86,226  167,439  649,542  732,715  987,551  986,380    3,954    5,125

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     18,379)
  18,325    9,642   -6,497    7,019   14,942   18,847   18,087     -468      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      8.7     16.9     65.5     73.9     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      25       29       39       45       37       92       83
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,704
COMMITMENTS
     285       30      120    6,708    7,081    7,113    7,231      591      473

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         88)
       0      -15        0      -69       17      -69        2      157       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.4      1.6     87.1     91.9     92.3     93.9      7.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15       15       17       16
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       11,155
COMMITMENTS
     218    1,027      131   10,667    9,740   11,016   10,898      139      257

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        432)
      58       60       40      345      369      443      469      -11      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      9.2      1.2     95.6     87.3     98.8     97.7      1.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        3        4       32       31       39       36
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,502
COMMITMENTS
      60       11       54    1,191    1,066    1,305    1,131      197      371

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         36)
       3        4       -8      178      -11      173      -15     -137       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.7      3.6     79.3     71.0     86.9     75.3     13.1     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       25       23       28       26
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      194,717
COMMITMENTS
  10,850    3,331   19,851  161,613  170,050  192,314  193,232    2,403    1,485

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      2,331)
     439       57      188    1,609    2,047    2,237    2,292       94       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      1.7     10.2     83.0     87.3     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        5        8       36       33       46       41
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,416
COMMITMENTS
     449      882    1,517   21,237   20,868   23,202   23,266    1,214    1,150

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        -59)
     -40       36      -31      -41      -65     -111      -59       52        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      3.6      6.2     87.0     85.5     95.0     95.3      5.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       23       19       24       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,091
COMMITMENTS
     642    1,038       30    7,885    8,813    8,557    9,881    2,534    1,210

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      9.4      0.3     71.1     79.5     77.2     89.1     22.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       14       14       16       16
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,413
COMMITMENTS
     302    2,120      814   25,868   25,175   26,984   28,109    2,429    1,304

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          6)
      10        0      -10      -20       28      -20       18       26      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      7.2      2.8     87.9     85.6     91.7     95.6      8.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        2       24       18       27       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,820
COMMITMENTS
      18      416      352   10,334   10,452   10,704   11,220    1,116      600

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         70)
       0       14        0       54       56       54       70       16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      3.5      3.0     87.4     88.4     90.6     94.9      9.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       16       20       18
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,763
COMMITMENTS
     147        0        0   22,446   22,593   22,593   22,593      170      170

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        411)
       0        0        0      411      411      411      411        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     98.6     99.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13        9       14        9
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       26,460
COMMITMENTS
     330      740      497   23,466   24,131   24,293   25,368    2,167    1,092

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -127)
       0      -33       10     -140     -105     -130     -127        3       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.8      1.9     88.7     91.2     91.8     95.9      8.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       22       19       25       22
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,581
COMMITMENTS
       0      340        0   46,156   46,220   46,156   46,560      425       21

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.0     99.1     99.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       12       13       12       14
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      717,034
COMMITMENTS
       0    6,322        0  717,034  710,712  717,034  717,034        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     23,791)
       0        0        0   23,791   23,791   23,791   23,791        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0    100.0     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       12       14       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,778
COMMITMENTS
       0        0        0   55,778   55,778   55,778   55,778        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      2,970)
       0        0        0    2,970    2,970    2,970    2,970        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       13       17       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      993,002
COMMITMENTS
       0        0        0  993,002  993,002  993,002  993,002        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     46,960)
       0        0        0   46,960   46,960   46,960   46,960        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:       23)
       0        0        0       18       12       18       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      176,023
COMMITMENTS
       0      468    1,999  174,024  173,556  176,023  176,023        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      3,390)
       0        0        0    3,390    3,390    3,390    3,390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      1.1     98.9     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        1        1       23       27       24       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,043,179
COMMITMENTS
       0   38,316   13,278  3029901  2991585  3043179  3043179        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     46,960)
       0        0        0   46,960   46,960   46,960   46,960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.4     99.6     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       17       27       18       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,660
COMMITMENTS
   4,450    1,380      132   45,078   48,148   49,660   49,660        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      210      465      210      465        0     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      2.8      0.3     90.8     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       24       20       28       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,186,024
COMMITMENTS
  46,720   46,429        0  1139304  1139595  1186024  1186024        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      9,845)
       0        0        0    9,845    9,845    9,845    9,845        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      3.9      0.0     96.1     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        0       24       22       26       24
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,832
COMMITMENTS
     105        0        0   51,684   51,279   51,789   51,279       43      553

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         86)
       0        0        0       86       86       86       86        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.7     98.9     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       20       21       20
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,844
COMMITMENTS
       0    3,655      170   37,420   33,849   37,590   37,674      254      170

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.7      0.4     98.9     89.4     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       13       14       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,959
COMMITMENTS
     510      526        0   33,024   33,114   33,534   33,640      425      319

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -191)
       0        0        0      234     -191      234     -191     -425       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.5      0.0     97.2     97.5     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       13       18       14
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      402,605
COMMITMENTS
   2,040        0        0  400,565  402,605  402,605  402,605        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,600)
       0        0        0    1,600    1,600    1,600    1,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     99.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13        9       14        9
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      990,825
COMMITMENTS
  23,400   18,461    2,400  965,025  969,964  990,825  990,825        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,600)
       0        0        0    1,600    1,600    1,600    1,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.9      0.2     97.4     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       21       22       23       24
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      689,786
COMMITMENTS
  89,673        0   12,327  587,786  677,459  689,786  689,786        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      0.0      1.8     85.2     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       14        8       16        9
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      159,576
COMMITMENTS
       0        0        0  159,576  159,576  159,576  159,576        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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:       20)
       0        0        0       10       12       10       12
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,833
COMMITMENTS
      81       70       20   22,333   22,348   22,434   22,438      399      395

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -893)
    -130        0      -48     -810     -845     -988     -893       95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.3      0.1     97.8     97.9     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       34       36       36       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,126
COMMITMENTS
     988      110       70   14,866   15,464   15,924   15,644      202      482

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         71)
     -35       55        0      106       16       71       71        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.7      0.4     92.2     95.9     98.7     97.0      1.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       20       23       24       25
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,852
COMMITMENTS
       0       30       45    7,500    7,235    7,545    7,310      307      542

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         48)
       0       30      -30      218       28      188       28     -140       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.6     95.5     92.1     96.1     93.1      3.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       19       20       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,644
COMMITMENTS
       0        0        0   11,178   11,323   11,178   11,323      466      321

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:         -4)
     -40        0       -5       26      -24      -19      -29       15       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.0     97.2     96.0     97.2      4.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       20       20       20       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,761,626
COMMITMENTS
 351,551   96,246  952,179  1346491  1631827  2650220  2680252  111,405   81,374

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:   -328,775)
 -37,859  -11,133 -160,593 -133,528 -163,838 -331,980 -335,565    3,205    6,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      3.5     34.5     48.8     59.1     96.0     97.1      4.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     171       94      214      101      103      367      333
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      221,576
COMMITMENTS
 124,392   35,426   27,277   68,667  156,541  220,336  219,243    1,239    2,332

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      4,728)
   1,016    1,287    1,096    2,560    2,244    4,671    4,626       57      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.1     16.0     12.3     31.0     70.6     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       12       14       22       23       36       42
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      217,282
COMMITMENTS
  53,916   14,683    5,307  118,752  140,620  177,975  160,610   39,307   56,672

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        120)
     439   -2,299     -460     -918    2,741     -939      -18    1,059      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      6.8      2.4     54.7     64.7     81.9     73.9     18.1     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        3        6       22       22       31       29
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      131,093
COMMITMENTS
  31,382    3,041   20,889   74,271  104,321  126,541  128,251    4,553    2,843

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -29,889)
  -7,129      637  -11,038   -9,642  -17,454  -27,809  -27,855   -2,079   -2,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      2.3     15.9     56.7     79.6     96.5     97.8      3.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      23       13       26       24       23       58       51
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      599,407
COMMITMENTS
  42,888    4,021  102,949  437,870  474,116  583,707  581,086   15,700   18,321

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -33,738)
  -6,079     -795   -3,037  -22,083  -27,896  -31,198  -31,728   -2,539   -2,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.7     17.2     73.1     79.1     97.4     96.9      2.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13        2       14       34       35       49       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,979
COMMITMENTS
       0      525      900   31,029   30,504   31,929   31,929       50       50

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,650)
       0       25      -50    1,750    1,725    1,700    1,700      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.6      2.8     97.0     95.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       0        4        3       35       36       38       43
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       76,021
COMMITMENTS
   2,507   18,071    4,468   65,242   48,430   72,217   70,969    3,804    5,052

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -2,077)
  -1,703     -841      -63     -149     -922   -1,915   -1,826     -162     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     23.8      5.9     85.8     63.7     95.0     93.4      5.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        7       10       25       22       36       32
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,139
COMMITMENTS
   2,359    1,033    3,406   21,393   23,712   27,158   28,151    2,981    1,988

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -4,289)
  -1,856      233   -1,140     -523   -2,651   -3,519   -3,558     -770     -731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      3.4     11.3     71.0     78.7     90.1     93.4      9.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        5       14       15       19       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,245
COMMITMENTS
   2,175      287        0   13,070   14,895   15,245   15,182        0       63

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,650)
     900        0        0      750    1,650    1,650    1,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      1.9      0.0     85.7     97.7    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        0       19       19       24       20
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,261
COMMITMENTS
     349    1,963      755    9,624    7,511   10,728   10,229      532    1,031

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -4,135)
    -517     -187      207   -3,635   -3,735   -3,946   -3,716     -189     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     17.4      6.7     85.5     66.7     95.3     90.8      4.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        8        7       15       15       23       26
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,007
COMMITMENTS
     193      693    2,833   46,314   46,336   49,340   49,862   14,668   14,145

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.1      4.4     72.4     72.4     77.1     77.9     22.9     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        4       15       16       19       20
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,678
COMMITMENTS
  12,552    4,015      567    5,468   14,886   18,587   19,468    2,091    1,210

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -728)
    -298      482      136     -545   -1,474     -706     -856      -22      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.7     19.4      2.7     26.4     72.0     89.9     94.1     10.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      55       39       12       31       31       94       78
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       37,962
COMMITMENTS
  24,858    1,738      579    7,212   33,571   32,649   35,887    5,313    2,075

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -742)
  -1,102      195       56      686   -1,687     -360   -1,436     -381      695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.5      4.6      1.5     19.0     88.4     86.0     94.5     14.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      83       18       11       20       36      108       60
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      317,268
COMMITMENTS
  69,090   16,287   41,633  186,254  244,372  296,977  302,292   20,291   14,976

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -12,530)
 -13,975   -5,787    7,188   -2,621  -12,410   -9,408  -11,010   -3,122   -1,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      5.1     13.1     58.7     77.0     93.6     95.3      6.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      69       16       50       76       94      165      146
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       30,199
COMMITMENTS
   9,805      241      623   14,349   25,579   24,777   26,443    5,422    3,756

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        732)
    -378      241       46      947      834      615    1,121      117     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5      0.8      2.1     47.5     84.7     82.0     87.6     18.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        1        4       18       21       26       25
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,448
COMMITMENTS
       0      275      150    3,298    2,951    3,448    3,376        0       72

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        212)
       0        0        0      212      212      212      212        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.0      4.4     95.6     85.6    100.0     97.9      0.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        2       18       19       20       22
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,428
COMMITMENTS
   1,347      404      243   54,075   55,727   55,665   56,374      763       54

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      2,444)
     -75       25      -22    2,562    2,462    2,465    2,465      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.7      0.4     95.8     98.8     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        1        2       44       35       48       37
 
 
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,120
COMMITMENTS
       0        0        0   11,920   12,120   11,920   12,120      200        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:       -665)
       0        0        0     -665     -665     -665     -665        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.3    100.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19        9       19        9
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,525
COMMITMENTS
       0        0        0   18,485   18,525   18,485   18,525       40        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,055)
       0        0        0    1,055    1,055    1,055    1,055        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:       22)
       0        0        0       15       13       15       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,965
COMMITMENTS
     145    4,065        0    7,820    3,900    7,965    7,965        0        0

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        195)
       0      150        0      195       45      195      195        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     51.0      0.0     98.2     49.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        2        0       31       21       32       23
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,934
COMMITMENTS
     644        0       45    9,751   10,689   10,440   10,734      494      200

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        685)
     175        0        0      495      685      670      685       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0      0.4     89.2     97.8     95.5     98.2      4.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       22       21       24       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,361
COMMITMENTS
   1,550    3,537      858   15,800   13,823   18,208   18,218      153      143

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        907)
     -64     -495      313      603    1,034      852      852       55       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     19.3      4.7     86.1     75.3     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        4        5       38       36       45       42
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,515
COMMITMENTS
     553      150      492   10,250   10,764   11,295   11,406      220      109

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        865)
    -145        0        0    1,015      870      870      870       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      1.3      4.3     89.0     93.5     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        2       26       30       29       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,466
COMMITMENTS
  11,402      563    1,075   17,519   28,588   29,996   30,226      470      240

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        894)
     987        0      285     -378      633      894      918        0      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4      1.8      3.5     57.5     93.8     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11        1        7       27       29       41       37
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,730
COMMITMENTS
   3,945      284      608   12,361   12,862   16,914   13,754    1,816    4,976

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,206)
     -79     -141      259      773      287      953      405      253      801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      1.5      3.2     66.0     68.7     90.3     73.4      9.7     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        1       17       14       20       16
```

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Updated May 20, 2011