GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,910
COMMITMENTS
     918        0      496   42,188   43,220   43,602   43,716      308      194

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,474)
    -485        0      358    1,598    1,090    1,471    1,448        3       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      1.1     96.1     98.4     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        0        1       34       45       35       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,490
COMMITMENTS
       0        0        0   26,367   26,478   26,367   26,478      123       12

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,785)
       0        0        0    1,829    1,795    1,829    1,795      -44      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       21       33       21       33
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,813
COMMITMENTS
     160      345      195    9,252    8,878    9,607    9,418    1,206    1,395

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        259)
      51       70      -45      198      179      204      204       55       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      3.2      1.8     85.6     82.1     88.8     87.1     11.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        2       37       39       39       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,706
COMMITMENTS
     331       95      198    5,376    5,841    5,905    6,134      801      572

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        378)
      -9        0       24      312      365      327      389       51      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      1.4      3.0     80.2     87.1     88.1     91.5     11.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        3        1       48       50       51       54
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,189
COMMITMENTS
     654        0      159    1,652    2,550    2,465    2,709      724      480

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        342)
      50        0       35      228      259      313      294       29       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      0.0      5.0     51.8     80.0     77.3     84.9     22.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        1       18       20       21       21
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,046
COMMITMENTS
      75      279        0    1,673    1,404    1,748    1,683      298      363

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        390)
      35       85        0      381      236      416      321      -26       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     13.6      0.0     81.8     68.6     85.4     82.3     14.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        0       16       15       17       18
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,660
COMMITMENTS
       6       30      110    2,240    2,233    2,356    2,373      304      287

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         90)
     -74        0       74       63      -21       63       53       27       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.1      4.1     84.2     83.9     88.6     89.2     11.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       13       15       15       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,914
COMMITMENTS
       0        0        0    8,683    8,708    8,683    8,708      231      206

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,482)
       0        0        0    1,482    1,367    1,482    1,367        0      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.4     97.7     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       15       18       15       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,485
COMMITMENTS
       0       87        0    7,147    7,062    7,147    7,149      338      336

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         -6)
       0        0        0       -6        0       -6        0        0       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.0     95.5     94.3     95.5     95.5      4.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       15       15       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,079
COMMITMENTS
       0    2,314        0   23,899   21,765   23,899   24,079      180        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        196)
       0     -566        0      196      762      196      196        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.6      0.0     99.3     90.4     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       27       24       27       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      301,364
COMMITMENTS
  63,337   40,885   34,176  160,142  199,032  257,655  274,093   43,709   27,271

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     22,008)
  -1,018   -2,672    1,831   19,879   19,713   20,692   18,872    1,316    3,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     13.6     11.3     53.1     66.0     85.5     91.0     14.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      47       27       35       68       74      130      124
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,422
COMMITMENTS
     492    3,479      263   14,565   11,541   15,320   15,283      102      139

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,167)
      50       -4      -22    1,151    1,190    1,179    1,164      -12        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     22.6      1.7     94.4     74.8     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        3        3       43       46       50       52
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,706
COMMITMENTS
     983        0        0    9,669   10,706   10,652   10,706       54        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        825)
       0        0        0      825      825      825      825        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.0      0.0     90.3    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        0       22       30       26       30
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,220
COMMITMENTS
   4,900      180      150    8,170   12,890   13,220   13,220        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -380)
    -725       30        0      345     -410     -380     -380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      1.4      1.1     61.8     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1        9       14       12       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,308,103
COMMITMENTS
 286,546  405,587  479,047  469,966  373,494  1235559  1258128   72,544   49,975

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     55,905)
  10,881    7,362   25,671   19,867   27,181   56,419   60,214     -514   -4,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     31.0     36.6     35.9     28.6     94.5     96.2      5.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     124      152      148       74       69      290      291
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       53,008
COMMITMENTS
     623   12,287      880   46,337   33,612   47,840   46,779    5,168    6,229

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     23.2      1.7     87.4     63.4     90.3     88.2      9.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       10       12       12       16
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      104,558
COMMITMENTS
  18,139   26,922   30,886   53,885   45,670  102,910  103,478    1,648    1,080

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,814)
      50    1,322    1,402      362   -1,010    1,814    1,714        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     25.7     29.5     51.5     43.7     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        9       14       10       10       24       27
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       72,978
COMMITMENTS
       0    1,942    1,459   63,844   60,080   65,303   63,481    7,675    9,497

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        108)
       0       96      -19      127       31      108      108        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      2.0     87.5     82.3     89.5     87.0     10.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       16       16       18       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,760,388
COMMITMENTS
 522,527  241,068  778,158  1425439  1720998  2726124  2740224   34,264   20,164

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     65,883)
  19,943    4,257   19,309   29,515   44,999   68,767   68,565   -2,884   -2,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      8.7     28.2     51.6     62.3     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      28       22       42       93       81      143      126
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,462,838
COMMITMENTS
 282,782  293,325  344,658  829,428  822,814  1456868  1460797    5,970    2,041

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     29,662)
  12,879   16,467    2,861   13,688   10,455   29,428   29,783      234     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     20.1     23.6     56.7     56.2     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      22       20       34       39       37       77       75
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,021
COMMITMENTS
      17      917      370   19,173   18,347   19,560   19,634      461      387

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,051)
       4      384       32      913      574      949      990      102       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.6      1.8     95.8     91.6     97.7     98.1      2.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        4        3       36       40       39       46
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,173
COMMITMENTS
      71       29      156    1,200    1,471    1,427    1,656      746      517

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        100)
       0        0        0       -6       11       -6       11      106       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      1.3      7.2     55.2     67.7     65.7     76.2     34.3     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       16       15       17       17
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,320
COMMITMENTS
       8      161       92      910      648    1,010      901      310      419

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     12.2      7.0     68.9     49.1     76.5     68.3     23.5     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       17       16       18       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       71,807
COMMITMENTS
  18,941      755    2,935   47,932   66,685   69,808   70,375    1,999    1,432

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        654)
      72        0        0      582      534      654      534        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      1.1      4.1     66.8     92.9     97.2     98.0      2.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        3       29       27       34       32
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,036
COMMITMENTS
     120      590    2,072   13,488   13,684   15,680   16,346    1,356      690

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        314)
       0       40       -4      318      278      314      314        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.5     12.2     79.2     80.3     92.0     95.9      8.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       20       19       23       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,181
COMMITMENTS
     372      670      328    6,513    7,024    7,213    8,022    1,968    1,159

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      7.3      3.6     70.9     76.5     78.6     87.4     21.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       16       12       18       15
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,089
COMMITMENTS
   3,580    1,244      292    8,573   11,173   12,445   12,709      644      380

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         80)
       2        0        0       80      100       82      100       -2      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      9.5      2.2     65.5     85.4     95.1     97.1      4.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       15       18       18       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,507
COMMITMENTS
     756    3,010      500   24,177   22,848   25,433   26,358    2,074    1,149

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -168)
    -360        0       70      122     -258     -168     -188        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     10.9      1.8     87.9     83.1     92.5     95.8      7.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        3       26       25       29       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,844
COMMITMENTS
   1,176        0      230    7,082    7,489    8,488    7,719    1,356    2,125

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      0.0      2.3     71.9     76.1     86.2     78.4     13.8     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       15       19       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,366
COMMITMENTS
       0    2,074      892   11,357    9,636   12,249   12,602    1,117      764

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        134)
       0     -240      148      -72      336       76      244       58     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.5      6.7     85.0     72.1     91.6     94.3      8.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       19       16       21       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       66,140
COMMITMENTS
       0        0        0   66,140   66,140   66,140   66,140        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      255      255      255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       16       19       16
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,041,121
COMMITMENTS
       0        0        0  1041121  1041121  1041121  1041121        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      6,800)
       0        0        0    6,800    6,800    6,800    6,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       15       16       15
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       31,365
COMMITMENTS
       0        0        0   31,365   31,365   31,365   31,365        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       14       15       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      565,473
COMMITMENTS
       0        0        0  565,473  565,473  565,473  565,473        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       12       14       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      117,971
COMMITMENTS
       0        0        0  117,716  117,971  117,716  117,971      255        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      210      210      210      210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       18       29       18       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,676,966
COMMITMENTS
   1,960    1,960        0  1675006  1675006  1676966  1676966        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     17,975)
   1,960    1,960        0   16,015   16,015   17,975   17,975        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.1      0.0     99.9     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        0       17       27       18       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       65,555
COMMITMENTS
   4,952    3,305    8,015   52,588   54,235   65,555   65,555        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      5.0     12.2     80.2     82.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        3       25       20       29       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,184,967
COMMITMENTS
  56,890  128,955   23,325  1104752  1032687  1184967  1184967        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     25,002)
  -1,960        0        0   26,972   25,002   25,012   25,002      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     10.9      2.0     93.2     87.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        3        1       30       23       33       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,393
COMMITMENTS
     210      725      110   45,861   45,261   46,181   46,096      212      297

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        618)
       0     -110      110      551      576      661      576      -43       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.6      0.2     98.9     97.6     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       17       13       19       15
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,297
COMMITMENTS
   1,910    2,550        0   45,793   45,153   47,703   47,703      594      594

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      440        0      440        0     -440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      5.3      0.0     94.8     93.5     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       13       15       14       16
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,383
COMMITMENTS
     573       80      176   12,655   13,745   13,404   14,001      979      382

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        256)
    -176       80      176      256        0      256      256        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.6      1.2     88.0     95.6     93.2     97.3      6.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       14       15       16       16
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       13,416
COMMITMENTS
     319    1,259        0   12,715   11,817   13,034   13,076      382      340

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      9.4      0.0     94.8     88.1     97.2     97.5      2.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       15        9       16       11
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      792,288
COMMITMENTS
  24,168   28,642        0  768,120  763,646  792,288  792,288        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      9,360)
       0        0        0    9,360    9,360    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      3.6      0.0     96.9     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       18       16       20       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      865,444
COMMITMENTS
  47,165        0   17,645  800,634  847,799  865,444  865,444        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     23,520)
       0        0        0   23,520   23,520   23,520   23,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.0      2.0     92.5     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       15       14       16
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,643
COMMITMENTS
   1,981        0        0   20,430   21,850   22,411   21,850      232      793

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        196)
     100        0        0       99       92      199       92       -3      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      0.0      0.0     90.2     96.5     99.0     96.5      1.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        0        0       28       31       31       31
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,915
COMMITMENTS
   1,200        0        0    7,198    8,384    8,398    8,384      517      531

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      0.0      0.0     80.7     94.0     94.2     94.0      5.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       15       13       18       13
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,058
COMMITMENTS
       0    1,490        0    6,659    5,085    6,659    6,575      399      483

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         30)
       0       45      -15       45        0       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.1      0.0     94.3     72.0     94.3     93.2      5.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       14       16       16
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,514
COMMITMENTS
     815        0        5    7,737    8,854    8,557    8,859      957      655

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        473)
     -15        0        5      438      453      428      458       45       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.0      0.1     81.3     93.1     89.9     93.1     10.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       20       17       22       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,570,513
COMMITMENTS
 365,343  151,788  478,480  641,557  873,178  1485380  1503446   85,133   67,067

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      7,381)
  -1,269  -17,242   13,681    5,090   11,593   17,502    8,032  -10,121     -651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      9.7     30.5     40.9     55.6     94.6     95.7      5.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     124       78      151       96       97      294      268
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      205,593
COMMITMENTS
  65,059   12,904    1,785   98,604  128,144  165,448  142,833   40,145   62,760

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      2,355)
   1,607      -12     -452      175    1,751    1,330    1,287    1,025    1,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      6.3      0.9     48.0     62.3     80.5     69.5     19.5     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        3        5       16       19       25       25
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,182
COMMITMENTS
   1,237    1,223      276   19,935   19,949   21,448   21,448      734      734

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        500)
       0     -340        0      300      640      300      300      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      5.5      1.2     89.9     89.9     96.7     96.7      3.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        2       25       22       29       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       83,375
COMMITMENTS
   4,993   12,867    7,929   66,187   57,003   79,109   77,799    4,266    5,576

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        526)
       2        0      225       10      569      237      794      289     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     15.4      9.5     79.4     68.4     94.9     93.3      5.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        6       10       22       17       33       27
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,652
COMMITMENTS
   2,837    2,419    2,600   28,372   27,910   33,809   32,929    2,843    3,723

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -582)
     -64      -86      700   -1,165   -1,333     -529     -719      -53      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      6.6      7.1     77.4     76.1     92.2     89.8      7.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        5        4       14       15       21       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,296
COMMITMENTS
   3,200      767        0    4,066    6,475    7,266    7,242       30       54

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        -90)
    -252        0        0      210      -90      -42      -90      -48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9     10.5      0.0     55.7     88.7     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       13       15       16       16
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,144
COMMITMENTS
   4,093    7,415    6,205   13,704    9,136   24,002   22,756    2,142    3,388

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -347)
     937      518   -1,376      367      708      -72     -150     -275     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     28.4     23.7     52.4     34.9     91.8     87.0      8.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        7       12       10       21       18
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,466
COMMITMENTS
  10,457    5,494    1,017    8,404   13,718   19,878   20,229    1,588    1,237

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        645)
     271      465       69      128      145      468      679      177      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.7     25.6      4.7     39.2     63.9     92.6     94.2      7.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      61       40       12       25       31       94       80
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       40,585
COMMITMENTS
  25,681    6,679      277    9,057   30,925   35,015   37,881    5,570    2,704

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        771)
    -207    1,579      -13    1,275   -1,135    1,055      431     -284      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.3     16.5      0.7     22.3     76.2     86.3     93.3     13.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      67       38        7       30       29       99       72
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      367,926
COMMITMENTS
 109,511   18,591   55,022  177,491  280,942  342,024  354,555   25,902   13,371

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     17,215)
     783    1,485      490   15,098   16,131   16,371   18,106      844     -891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8      5.1     15.0     48.2     76.4     93.0     96.4      7.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      90       22       58       85       95      194      161
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,780
COMMITMENTS
  10,246        0      575    8,469   18,265   19,290   18,840    5,490    5,940

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,288)
   1,732        0        0       50    1,365    1,782    1,365     -494      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3      0.0      2.3     34.2     73.7     77.8     76.0     22.2     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        0        2       11       22       18       24
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       27,449
COMMITMENTS
       0        0        0   26,315   27,090   26,315   27,090    1,134      359

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        410)
       0        0        0      400      410      400      410       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.9     98.7     95.9     98.7      4.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       17       13       17
 
 
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE        Code-111A11
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels)                                  OPEN INTEREST:        7,149
COMMITMENTS
       0        0        0    6,574    6,799    6,574    6,799      575      350

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        645)
       0        0        0      920      570      920      570     -275       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.0     95.1     92.0     95.1      8.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       14       18       14
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,613
COMMITMENTS
       0    1,945    5,129   16,522   13,203   21,651   20,277    1,962    3,336

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.2     21.7     70.0     55.9     91.7     85.9      8.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        2       14       15       16       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,496
COMMITMENTS
      74    3,043      250    8,840    6,183    9,164    9,476      332       20

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        505)
       0       85        0      505      450      505      535        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     32.0      2.6     93.1     65.1     96.5     99.8      3.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        1       27       30       28       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       49,171
COMMITMENTS
   2,390      325      175   46,146   48,461   48,711   48,961      460      210

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      2,150)
     150        0       50    2,046    2,100    2,246    2,150      -96        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.7      0.4     93.8     98.6     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        2        2       45       36       51       39
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,631
COMMITMENTS
     487        0        0   19,144   19,631   19,631   19,631        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,418)
       4        0        0    1,414    1,418    1,418    1,418        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.0     97.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       22       14       24       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,610
COMMITMENTS
     200    3,582        0    8,410    4,965    8,610    8,547        0       63

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         20)
       0      423        0       20     -430       20       -7        0       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     41.6      0.0     97.7     57.7    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        0       23       19       25       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,722
COMMITMENTS
   2,191      642    2,719   21,765   23,129   26,675   26,490       47      232

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      2,004)
     861      250     -215    1,380    1,931    2,026    1,966      -22       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      2.4     10.2     81.4     86.6     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        3        3       39       40       46       46
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,422
COMMITMENTS
       0    1,703      306    8,959    7,386    9,265    9,395      157       27

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        538)
       0     -171      -75      559      848      484      602       54      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.1      3.2     95.1     78.4     98.3     99.7      1.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        7        1       25       19       26       26
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,171
COMMITMENTS
  10,484      988      564   14,406   23,344   25,454   24,896      717    1,275

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,853)
   1,019     -227       50      784    1,634    1,853    1,457        0      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1      3.8      2.2     55.0     89.2     97.3     95.1      2.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        5        4       21       31       26       40
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,741
COMMITMENTS
   4,300      973      122   23,738   27,228   28,160   28,323    3,581    3,418

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        583)
    -658        0      -42    1,788      230    1,088      188     -505      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      3.1      0.4     74.8     85.8     88.7     89.2     11.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       21       21       25       24
 

Updated April 20, 2012