```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     0.0      5.9      0.0     96.2     92.4     96.2     98.3      3.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       16       16       16       18
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      363,936
COMMITMENTS
  38,109   35,456   75,363  216,567  218,683  330,040  329,503   33,896   34,433

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     18,159)
  -6,965   -3,061   10,312   17,000    7,057   20,348   14,308   -2,189    3,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      9.7     20.7     59.5     60.1     90.7     90.5      9.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      34       36       49       72       81      136      141
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:    1,260,626
COMMITMENTS
 247,052  360,559  486,086  451,297  363,636  1184435  1210280   76,192   50,346

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -5,327)
 -14,348   -9,386   15,888   -4,993  -10,202   -3,452   -3,700   -1,875   -1,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     28.6     38.6     35.8     28.8     94.0     96.0      6.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     115      138      165       75       75      300      278
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED 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 TRADER
     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
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED 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:    2,405,280
COMMITMENTS
 156,333  126,930  962,785  1280359  1309073  2399477  2398788    5,802    6,492

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     24,844)
  -5,171   -5,076   23,528    5,727    6,123   24,085   24,575      759      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      5.3     40.0     53.2     54.4     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      42       47       74       63       62      145      143
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED 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:       85,349
COMMITMENTS
  12,247   24,391   29,786   40,243   28,710   82,275   82,887    3,074    2,462

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:       -336)
    -308      754     -695      648     -845     -355     -786       19      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     28.6     34.9     47.2     33.6     96.4     97.1      3.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10        7       14       14       15       28       32
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED 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:       87,240
COMMITMENTS
  34,539   29,809   33,673   18,745   23,459   86,957   86,940      283      299

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -9,811)
  -4,454   -2,606   -3,979   -1,337   -3,225   -9,770   -9,810      -41       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6     34.2     38.6     21.5     26.9     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6       13       16       15       20       32       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       72,927
COMMITMENTS
       0    1,778    2,911   63,147   59,379   66,058   64,068    6,869    8,859

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        635)
       0     -430      658      -23      407      635      635        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      4.0     86.6     81.4     90.6     87.9      9.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       16       17       18       19
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       26,070
COMMITMENTS
     104    1,644      186   25,335   23,849   25,625   25,679      445      391

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,313)
       0      139      123    1,175    1,100    1,298    1,362       15      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      6.3      0.7     97.2     91.5     98.3     98.5      1.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        4        3       37       43       41       48
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      208,400
COMMITMENTS
  12,921      190   26,198  166,863  180,110  205,981  206,498    2,419    1,902

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        -68)
     902      190     -876      751    1,104      777      419     -845     -487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.1     12.6     80.1     86.4     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        5       33       32       39       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED 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:       34,036
COMMITMENTS
   3,567      884    3,950   25,172   28,581   32,690   33,416    1,346      620

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        231)
    -303      120      397      114     -291      207      225       24        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      2.6     11.6     74.0     84.0     96.0     98.2      4.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       22       18       25       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,120
COMMITMENTS
     348    1,110       78    7,094    6,805    7,520    7,993    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 TRADER
     3.8     12.2      0.9     77.8     74.6     82.5     87.6     17.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       17       15       19       18
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,670
COMMITMENTS
   3,904    1,029      530    8,217   11,802   12,651   13,361    1,019      309

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        -45)
    -380       17       -9      257      -52     -132      -44       87       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      7.5      3.9     60.1     86.3     92.5     97.7      7.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       16       19       19       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    11.6      0.0      2.9     69.6     75.8     84.1     78.7     15.9     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       16       19       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       16       17       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       17       17       17
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       15       15       15       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     0.0      0.0      0.0     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        0        0       19       30       19       30
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     0.1      0.1      0.0     99.9     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        0       18       27       19       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     8.4      4.6     11.7     79.9     83.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        3       26       20       30       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     4.5      8.5      3.9     91.5     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       29       23       33       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     3.5     11.9      0.0     95.3     86.9     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       13       15       14       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,653
COMMITMENTS
     510       80      176   14,009   15,057   14,695   15,313      958      340

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:         23)
       0        0        0       23       23       23       23        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.5      1.1     89.5     96.2     93.9     97.8      6.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       17       15       19       16
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     2.2      8.9      0.0     96.5     88.7     98.7     97.6      1.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       10       17       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     0.0      7.3      2.5     97.5     90.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       19       15       20       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     3.6      5.1      2.2     94.2     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       13       15       15       16
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
    36.3      0.0     12.2     51.5     87.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       13       12       15       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     0.0      2.0      0.0    100.0     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        8       12        8       14
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,395
COMMITMENTS
     187       20      302    7,886    8,073    8,375    8,395       20       -0

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        197)
      -1        9       -6      203      194      197      197       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.2      3.6     93.9     96.2     99.8    100.0      0.2     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       16       18       19       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:    2,280,184
COMMITMENTS
 352,033  111,428  764,372  1079009  1328667  2195414  2204466   84,770   75,718

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:   -252,481)
  -7,843      185 -129,534  -94,434 -114,837 -231,811 -244,186  -20,670   -8,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      4.9     33.5     47.3     58.3     96.3     96.7      3.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
     151       94      178       99       99      331      300
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED 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:      244,216
COMMITMENTS
  87,599   28,997   52,646  102,223  159,171  242,468  240,815    1,748    3,402

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -7,703)
  -4,379   -1,301   -1,361   -2,442   -4,533   -8,183   -7,195      480     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9     11.9     21.6     41.9     65.2     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        8       11       23       25       34       38
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED 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:       67,582
COMMITMENTS
  11,709    1,150   13,629   39,698   50,799   65,035   65,578    2,546    2,004

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -11,800)
    -807      214   -7,212   -3,509   -4,343  -11,528  -11,341     -272     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      1.7     20.2     58.7     75.2     96.2     97.0      3.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      19        5       16       20       23       45       40
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED 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:      396,171
COMMITMENTS
  28,720    2,853   66,398  291,630  313,485  386,749  382,736    9,423   13,435

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -3,097)
    -167      189   -1,329   -1,875   -2,093   -3,370   -3,232      273      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.7     16.8     73.6     79.1     97.6     96.6      2.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        3       13       31       31       44       44
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       30,065
COMMITMENTS
   4,602    6,218    7,952   14,599   11,654   27,152   25,823    2,913    4,242

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -3,447)
    -215     -446   -1,340   -1,276     -686   -2,831   -2,471     -616     -976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     20.7     26.4     48.6     38.8     90.3     85.9      9.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        9       12       11       11       25       27
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED 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:       12,599
COMMITMENTS
   2,856    1,752      978    8,145    9,153   11,979   11,883      620      716

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:       -327)
      32     -129        4     -253      -82     -217     -207     -111     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     13.9      7.8     64.6     72.6     95.1     94.3      4.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        8        7       15       14       26       28
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED 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:      103,169
COMMITMENTS
   2,841    1,057   15,098   76,122   79,125   94,061   95,280    9,108    7,889

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,778)
     326      133        9      728    2,036    1,063    2,178      715     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      1.0     14.6     73.8     76.7     91.2     92.4      8.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        3        8       21       21       29       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED 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:       25,990
COMMITMENTS
  12,147    8,417    1,602   10,889   14,431   24,638   24,450    1,352    1,540

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        682)
     474      597     -522      716      689      668      765       14      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.7     32.4      6.2     41.9     55.5     94.8     94.1      5.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      53       53       23       36       38      104      104
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED 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:       50,846
COMMITMENTS
  30,380   16,311    1,709   12,954   29,727   45,043   47,748    5,803    3,098

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      2,317)
   1,261    2,224      -87      679      292    1,852    2,429      465     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.7     32.1      3.4     25.5     58.5     88.6     93.9     11.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      80       52       16       33       35      120       99
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED 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:      330,583
COMMITMENTS
  91,951   16,184   57,965  161,400  242,921  311,316  317,071   19,266   13,512

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -8,732)
     831     -106     -611   -6,481   -6,861   -6,262   -7,578   -2,470   -1,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      4.9     17.5     48.8     73.5     94.2     95.9      5.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      71       23       53       84       93      174      155
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
 
 
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE           Code-26265J
OPTION AND FUTURES COMBINED 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:        2,867
COMMITMENTS
     134        0       51    2,682    2,816    2,867    2,867        0        0

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:        247)
     -11        0        7      251      240      247      247        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      1.8     93.5     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       16       16       17
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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