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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,585
COMMITMENTS
   1,637      250    1,140   37,289   39,026   40,066   40,416      519      169

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -5,898)
     108       50      475   -6,617   -6,416   -6,034   -5,891      136       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.6      2.8     91.9     96.2     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        2        2       38       45       40       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,750
COMMITMENTS
       0        0        0   23,643   23,714   23,643   23,714      107       36

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -4,715)
       0        0        0   -4,703   -4,739   -4,703   -4,739      -12       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5     99.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       24       31       24       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,549
COMMITMENTS
     251      331      394    9,464    9,262   10,109    9,987    1,440    1,562

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:       -898)
     -79     -187       84     -692     -588     -687     -691     -211     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      2.9      3.4     81.9     80.2     87.5     86.5     12.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        2       35       37       37       40
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,537
COMMITMENTS
     298       85      308    5,057    5,547    5,663    5,940      874      597

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -1,123)
     -43       -7      -30   -1,037   -1,057   -1,110   -1,094      -13      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      1.3      4.7     77.4     84.9     86.6     90.9     13.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        2        2       43       47       49       49
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,654
COMMITMENTS
     947       35      244    1,818    2,916    3,009    3,195      645      459

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        -97)
     145       10      -45      -60       -3       40      -38     -137      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      1.0      6.7     49.8     79.8     82.3     87.4     17.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       17       23       19       25
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,904
COMMITMENTS
      60      258        0    1,604    1,285    1,664    1,543      240      361

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:       -391)
     -15      -36       -5     -283     -318     -303     -359      -88      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     13.6      0.0     84.2     67.5     87.4     81.0     12.6     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       17       15       18       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       12,003
COMMITMENTS
       0      700        0   11,862   11,224   11,862   11,924      141       79

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:       -861)
       0        0        0     -813     -861     -813     -861      -48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.8      0.0     98.8     93.5     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       19       18       19       19
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,336
COMMITMENTS
       0      245        0    6,030    5,896    6,030    6,141      306      195

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -1,277)
       0      -79        0   -1,245   -1,192   -1,245   -1,271      -32       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      0.0     95.2     93.1     95.2     96.9      4.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       15       16       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,174
COMMITMENTS
       0    2,838      318   20,696   18,018   21,014   21,174      160        0

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -5,008)
       0       17      105   -5,093   -5,105   -4,988   -4,983      -20      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.4      1.5     97.7     85.1     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       25       23       26       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      338,310
COMMITMENTS
  49,704   39,801   60,308  188,653  208,620  298,665  308,729   39,645   29,581

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      2,271)
 -12,078    2,199    7,965   12,344  -10,805    8,230     -641   -5,960    2,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     11.8     17.8     55.8     61.7     88.3     91.3     11.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      37       34       42       64       80      128      132
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,172
COMMITMENTS
     450    2,869      107   12,403   10,007   12,960   12,983      212      189

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -4,592)
     -92     -610     -135   -4,475   -3,897   -4,702   -4,642      110       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     21.8      0.8     94.2     76.0     98.4     98.6      1.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        4        1       38       41       42       45
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,107
COMMITMENTS
     783        0        0    9,284   10,107   10,067   10,107       40        0

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        137)
    -224        0        0      357      137      133      137        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.0      0.0     91.9    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        0       22       31       26       31
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,710
COMMITMENTS
   3,775      380      725   10,210   13,605   14,710   14,710        0        0

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        180)
    -675        0      375      480     -195      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      2.6      4.9     69.4     92.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2        8       15       11       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,267,915
COMMITMENTS
 264,283  377,812  463,724  465,884  372,969  1193891  1214505   74,024   53,410

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:    -29,050)
  -2,030  -10,078  -13,889  -15,624   -6,393  -31,544  -30,361    2,494    1,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     29.8     36.6     36.7     29.4     94.2     95.8      5.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     103      151      160       73       74      283      287
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       45,837
COMMITMENTS
     625    9,867      586   40,685   29,411   41,896   39,864    3,941    5,973

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -6,879)
       2   -2,420       -2   -5,652   -3,953   -5,652   -6,375   -1,227     -504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     21.5      1.3     88.8     64.2     91.4     87.0      8.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2        9       12       11       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,358,756
COMMITMENTS
 163,582  134,432  932,816  1257313  1285330  2353711  2352577    5,045    6,179

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     46,954)
  12,451   13,648   18,865   16,107   14,601   47,423   47,114     -469     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      5.7     39.5     53.3     54.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      41       42       68       60       60      136      135
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       82,963
COMMITMENTS
  13,820   24,548   27,918   38,276   28,549   80,013   81,015    2,949    1,948

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      2,176)
    -828   -4,350    6,547   -3,502      -15    2,216    2,182      -40       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     29.6     33.7     46.1     34.4     96.4     97.7      3.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      10        7       14       12       14       26       31
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      102,811
COMMITMENTS
  40,935   33,818   40,947   20,712   27,602  102,595  102,367      216      444

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      3,089)
     187    1,116    1,506    1,433      546    3,126    3,168      -37      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8     32.9     39.8     20.1     26.8     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       12       16       14       20       31       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       71,897
COMMITMENTS
       0    2,583    2,122   62,294   58,333   64,416   63,038    7,481    8,859

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:         -7)
       0      283      -28       21     -262       -7       -7        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      3.0     86.6     81.1     89.6     87.7     10.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       15       16       17       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,726,874
COMMITMENTS
 501,186  197,014  767,032  1423692  1736831  2691910  2700877   34,964   25,997

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     29,781)
   4,977  -53,820    8,489   15,036   73,521   28,502   28,190    1,279    1,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      7.2     28.1     52.2     63.7     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      28       20       41       92       81      139      125
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,442,796
COMMITMENTS
 294,670  283,919  300,388  842,694  855,037  1437752  1439344    5,044    3,452

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:    109,182)
  48,466   90,431  -20,395   82,069   39,474  110,140  109,510     -958     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     19.7     20.8     58.4     59.3     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      25       20       37       42       37       82       79
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,080
COMMITMENTS
     107    1,299      119   21,509   20,416   21,735   21,834      344      246

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      2,193)
      15      352     -185    2,454    2,047    2,284    2,214      -92      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      5.9      0.5     97.4     92.5     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        4        3       36       44       41       49
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,470
COMMITMENTS
       7       97       52    1,139      891    1,198    1,040      272      430

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:       -109)
       7      -88        6     -100       69      -87      -13      -22      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      6.6      3.5     77.5     60.6     81.5     70.7     18.5     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       17       15       18       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      208,333
COMMITMENTS
  12,756        0   26,720  165,630  179,196  205,106  205,916    3,227    2,418

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        889)
    -600     -339     -649    1,115      973     -133      -14    1,023      904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.0     12.8     79.5     86.0     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        4       31       30       36       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       33,856
COMMITMENTS
   3,975      744    3,562   24,997   29,056   32,534   33,362    1,322      494

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        732)
      86      362      -53      698      423      732      732       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      2.2     10.5     73.8     85.8     96.1     98.5      3.9      1.5

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 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,850
COMMITMENTS
     348      822      198    6,324    6,703    6,870    7,723    1,980    1,127

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:         50)
       0       24        0      -70       26      -70       50      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      9.3      2.2     71.5     75.7     77.6     87.3     22.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       16       14       18       17
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,018
COMMITMENTS
   3,464      977      545    8,027   11,097   12,037   12,619      981      398

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:         -7)
      52        7       -3      -17      -13       33       -8      -40        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      7.5      4.2     61.7     85.2     92.5     96.9      7.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       15       18       18       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,138
COMMITMENTS
     674    2,840      500   22,910   21,679   24,084   25,019    2,054    1,119

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        -30)
    -120        0        0       80      -46      -40      -46       10       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     10.9      1.9     87.7     82.9     92.1     95.7      7.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       25       23       28       26
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,433
COMMITMENTS
   1,104        0      276    6,596    7,137    7,976    7,413    1,457    2,020

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:         60)
       0        0        0      -60       60      -60       60      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      0.0      2.9     69.9     75.7     84.6     78.6     15.4     21.4

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 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,837
COMMITMENTS
   3,612    2,830      124    8,105    9,095   11,841   12,049      996      788

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:         -8)
      42        0      -18        0        0       24      -18      -32       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1     22.0      1.0     63.1     70.8     92.2     93.9      7.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       15       16       18       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,600
COMMITMENTS
       0    2,366      952   11,356    9,566   12,308   12,884    1,292      716

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        420)
       0      360       60      360        0      420      420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.4      7.0     83.5     70.3     90.5     94.7      9.5      5.3

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 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,372
COMMITMENTS
       0        0        0   63,372   63,372   63,372   63,372        0        0

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       16       17       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,024,969
COMMITMENTS
       0        0        0  1024969  1024969  1024969  1024969        0        0

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      9,328)
       0        0        0    9,328    9,328    9,328    9,328        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 05/08/12          |
--------------------------------------------------------------| 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 05/01/12 (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 05/08/12          |
--------------------------------------------------------------| 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 05/01/12 (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 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      109,326
COMMITMENTS
       0        0        0  109,071  109,326  109,071  109,326      255        0

CHANGES FROM 05/01/12 (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     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 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,538,163
COMMITMENTS
   1,960    1,960        0  1536203  1536203  1538163  1538163        0        0

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      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 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,337
COMMITMENTS
   5,692    3,095    7,910   53,735   56,332   67,337   67,337        0        0

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      2,550)
       0        0        0    2,550    2,550    2,550    2,550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      4.6     11.7     79.8     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 05/08/12          |
--------------------------------------------------------------| 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 05/01/12 (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 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,779
COMMITMENTS
       0    1,764      110   50,499   48,608   50,609   50,482      170      297

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      2,540)
       0        0        0    2,540    2,540    2,540    2,540        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      0.2     99.4     95.7     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       17       13       18       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| 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 05/01/12 (CHANGE IN OPEN INTEREST:        148)
       0        0        0      148      148      148      148        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 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       13,844
COMMITMENTS
     510       80      176   12,200   13,248   12,886   13,504      958      340

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:         85)
       0        0        0       85       85       85       85       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.6      1.3     88.1     95.7     93.1     97.5      6.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       16       15       18       16
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       13,422
COMMITMENTS
     298    1,196        0   12,954   11,907   13,252   13,103      170      319

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      8.9      0.0     96.5     88.7     98.7     97.6      1.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       10       17       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      895,597
COMMITMENTS
       0   37,999   23,400  872,197  834,198  895,597  895,597        0        0

CHANGES FROM 05/01/12 (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      4.2      2.6     97.4     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       19       16       20       18
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      874,374
COMMITMENTS
  31,610   44,685   19,760  823,004  809,929  874,374  874,374        0        0

CHANGES FROM 05/01/12 (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      2.3     94.1     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       13       14       15       15
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      576,337
COMMITMENTS
 163,082        0  117,235  296,020  459,102  576,337  576,337        0        0

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3      0.0     20.3     51.4     79.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       12       11       14       13
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,109
COMMITMENTS
     231        7      316    7,542    7,786    8,089    8,109       20        0

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:         56)
     -30        7      -20      105       69       56       56        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.1      3.9     93.0     96.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        3       17       20       21       23
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,974
COMMITMENTS
   2,444       45        0   21,276   23,316   23,720   23,361      254      613

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:       -756)
     123        0        0     -876     -584     -753     -584       -3     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      0.2      0.0     88.7     97.3     98.9     97.4      1.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        0       33       32       36       33
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,327
COMMITMENTS
   1,280        0        0    6,540    7,965    7,820    7,965      507      362

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        105)
      80        0        0        0       93       80       93       25       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      0.0      0.0     78.5     95.7     93.9     95.7      6.1      4.3

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 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,520
COMMITMENTS
     130    1,500        0    6,960    5,269    7,090    6,769      430      751

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        587)
       0     -130      -15      629      520      614      375      -27      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     19.9      0.0     92.6     70.1     94.3     90.0      5.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       15       13       16       14
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,874
COMMITMENTS
   1,060        0        0    8,100    9,276    9,160    9,276      714      598

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        469)
     120        0        0      384      468      504      468      -35        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.0      0.0     82.0     93.9     92.8     93.9      7.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       19       24       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,554,593
COMMITMENTS
 363,672  114,352  912,730  1177945  1452094  2454348  2479177  100,245   75,416

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     15,512)
 -29,510   17,870   26,209   19,842  -27,162   16,541   16,917   -1,029   -1,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      4.5     35.7     46.1     56.8     96.1     97.0      3.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     169      100      213      103       99      365      331
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      255,488
COMMITMENTS
  89,875   32,623   57,135  107,129  161,955  254,139  251,713    1,349    3,775

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     16,707)
  -1,908    7,229    5,835   12,560    2,460   16,487   15,524      220    1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2     12.8     22.4     41.9     63.4     99.5     98.5      0.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        9       15       24       26       39       43
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      201,172
COMMITMENTS
  65,995   12,457    1,448   95,706  125,077  163,149  138,982   38,023   62,190

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        569)
    -649     -277       53    1,449     -919      853   -1,143     -284    1,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8      6.2      0.7     47.6     62.2     81.1     69.1     18.9     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        3        5       16       20       25       26
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       80,562
COMMITMENTS
  12,113      551   21,024   44,491   56,475   77,627   78,049    2,935    2,513

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -4,719)
  -1,025       45      167   -3,657   -5,063   -4,515   -4,851     -204      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      0.7     26.1     55.2     70.1     96.4     96.9      3.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      18        6       19       22       24       48       44
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      403,519
COMMITMENTS
  29,059    2,210   68,987  296,462  319,089  394,508  390,286    9,011   13,233

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:    -24,383)
  -3,754   -3,147   -3,257  -17,365  -17,774  -24,376  -24,178       -7     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.5     17.1     73.5     79.1     97.8     96.7      2.2      3.3

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 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,528
COMMITMENTS
     912    1,388        0   18,906   18,430   19,818   19,818      710      710

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      1,311)
       0     -175        0    1,311    1,486    1,311    1,311        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      6.8      0.0     92.1     89.8     96.5     96.5      3.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        0       26       22       28       26
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       89,331
COMMITMENTS
   5,250    8,988   13,343   67,468   62,110   86,061   84,441    3,270    4,890

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      2,799)
     -26       30    1,221    1,436    1,606    2,631    2,857      168      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     10.1     14.9     75.5     69.5     96.3     94.5      3.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        6       11       22       18       34       29
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,885
COMMITMENTS
   2,796    3,119    2,550   29,436   28,304   34,782   33,973    3,103    3,912

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      1,564)
    -150      635       50    1,964    1,179    1,864    1,864     -300     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      8.2      6.7     77.7     74.7     91.8     89.7      8.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        6        4       13       14       20       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,546
COMMITMENTS
   3,000        0        0    3,526    6,492    6,526    6,492       20       54

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.8      0.0      0.0     53.9     99.2     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       13       15       16       15
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,243
COMMITMENTS
   5,073    6,551   10,693   15,114   12,634   30,880   29,878    4,363    5,365

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      1,350)
     396     -680      500     -645      329      252      149    1,098    1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     18.6     30.3     42.9     35.8     87.6     84.8     12.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8       10       13       14       15       29       31
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,839
COMMITMENTS
   2,823    1,913    1,276   11,041   12,045   15,139   15,233      700      606

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      1,794)
    -347      701       14    2,257      876    1,924    1,591     -130      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     12.1      8.1     69.7     76.0     95.6     96.2      4.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      13        9        8       17       16       31       32
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       98,751
COMMITMENTS
   2,929    1,610   13,928   73,748   74,899   90,605   90,437    8,146    8,313

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        172)
    -434    1,067    1,802   -1,234   -2,380      134      488       38     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.6     14.1     74.7     75.8     91.8     91.6      8.2      8.4

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 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,092
COMMITMENTS
  11,469    5,505    2,039    9,092   15,168   22,599   22,712    1,493    1,380

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:       -116)
  -1,200    1,012      250    1,185   -1,820      236     -557     -353      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.6     22.8      8.5     37.7     63.0     93.8     94.3      6.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      59       47       24       30       39      101      103
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       45,985
COMMITMENTS
  27,816   11,835    1,494   11,627   29,867   40,938   43,196    5,048    2,789

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      1,362)
     910    1,670      316      895     -989    2,121      997     -760      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.5     25.7      3.2     25.3     64.9     89.0     93.9     11.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      77       45       17       31       36      116       92
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      336,398
COMMITMENTS
  95,826   18,344   58,520  159,970  245,473  314,315  322,337   22,083   14,061

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     14,192)
  -7,798    3,630    4,249   19,222    5,142   15,673   13,021   -1,481    1,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5      5.5     17.4     47.6     73.0     93.4     95.8      6.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      80       25       54       82       90      182      154
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,131
COMMITMENTS
   9,026        0      149    6,168   15,416   15,343   15,565    5,788    5,566

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        482)
     449        0     -300     -135    1,166       14      866      468     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.7      0.0      0.7     29.2     73.0     72.6     73.7     27.4     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        0        2        8       22       15       24
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        5,641
COMMITMENTS
       0        0        0    4,966    5,107    4,966    5,107      675      534

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      350      325      350      325     -100      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.0     90.5     88.0     90.5     12.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       13       18       13
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,298
COMMITMENTS
      24    2,264      250    7,812    5,725    8,086    8,239      212       59

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -1,430)
     -50     -779        0   -1,352     -651   -1,402   -1,430      -28        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     27.3      3.0     94.1     69.0     97.4     99.3      2.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        1       27       28       28       31
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       50,305
COMMITMENTS
   4,125      200      301   45,319   49,628   49,745   50,129      560      176

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -6,472)
     225        0      -50   -6,607   -6,388   -6,432   -6,438      -40      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.4      0.6     90.1     98.7     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        1        2       45       34       52       37
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,473
COMMITMENTS
     262        0        0   23,211   23,473   23,473   23,473        0        0

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -1,002)
       0        0        0   -1,002   -1,002   -1,002   -1,002        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.0     98.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       18       24       18
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,218
COMMITMENTS
     200    4,093        0    8,018    4,035    8,218    8,128        0       90

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:       -922)
       0       57        0     -922     -985     -922     -928        0        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     49.8      0.0     97.6     49.1    100.0     98.9      0.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        0       20       16       22       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,399
COMMITMENTS
   5,448      483    2,711   25,240   30,102   33,399   33,296        0      103

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      5,930)
   2,369     -100       84    3,647    6,054    6,100    6,038     -170     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      1.4      8.1     75.6     90.1    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9        3        3       40       41       49       47
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,617
COMMITMENTS
      96    1,116        0    4,461    2,988    4,557    4,104       60      513

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     24.2      0.0     96.6     64.7     98.7     88.9      1.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       13       14       14
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,673
COMMITMENTS
     944    1,421      331    8,362    7,795    9,637    9,547       36      126

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      1,798)
     701      937       25    1,072      842    1,798    1,804        0       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     14.7      3.4     86.4     80.6     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        5        1       26       21       29       26
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,454
COMMITMENTS
  10,690    1,310    1,676   16,611   25,521   28,977   28,507      477      947

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        -56)
     300     -348       15     -410      454      -95      121       39     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      4.4      5.7     56.4     86.6     98.4     96.8      1.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        7        6       22       35       29       47
 
 
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE        Code-869652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,294
COMMITMENTS
   1,090      430      585    4,509    5,251    6,184    6,266      110       28

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        420)
      20       70      190      300      250      510      510      -90      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      6.8      9.3     71.6     83.4     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        1        4       12       13       19       17
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,146
COMMITMENTS
   2,752      269       24   18,036   20,983   20,812   21,276    4,334    3,870

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        -60)
    -660      269        0     -734     -431   -1,394     -162    1,334      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      1.1      0.1     71.7     83.4     82.8     84.6     17.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       17       19       19       21
```

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Updated May 11, 2012