GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,122
COMMITMENTS
   5,037       89      525   49,085   54,256   54,647   54,870      475      252

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      3,959)
     240       64      511    3,202    3,582    3,953    4,157        6     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      0.2      1.0     89.0     98.4     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        1       33       38       37       41
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,641
COMMITMENTS
     885      120       75   25,330   26,030   26,290   26,225      351      416

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        357)
       0        0        0      357      357      357      357        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.5      0.3     95.1     97.7     98.7     98.4      1.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        1       26       30       28       32
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,878
COMMITMENTS
     945       52      455    5,086    6,313    6,486    6,820    1,392    1,058

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        144)
    -115        0       64      188       83      137      147        7       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      0.7      5.8     64.6     80.1     82.3     86.6     17.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       19       20       21       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,859
COMMITMENTS
     346      852      259   12,087   11,904   12,692   13,015    1,167      844

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        423)
      91       18       67      718      480      876      565     -453     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      6.1      1.9     87.2     85.9     91.6     93.9      8.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        4        4       41       45       45       52
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,079
COMMITMENTS
     200      114        5   10,112    9,920   10,317   10,039      762    1,040

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        483)
      30      -10        5      466      521      501      516      -18      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.0      0.0     91.3     89.5     93.1     90.6      6.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        2        1       44       51       47       53
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,511
COMMITMENTS
     199       64      177    4,402    5,053    4,778    5,294    1,733    1,217

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        154)
       0      -15        0      125      105      125       90       29       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      1.0      2.7     67.6     77.6     73.4     81.3     26.6     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       19       20       21       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,072
COMMITMENTS
     560      105        0    2,384    3,119    2,944    3,224    1,128      848

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        261)
     210        0        0       87      233      297      233      -36       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      2.6      0.0     58.5     76.6     72.3     79.2     27.7     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       16       19       18       20
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,028
COMMITMENTS
      95        0        0    2,077    2,384    2,172    2,384      856      644

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:         65)
       0        0        0       95        5       95        5      -30       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.0     68.6     78.7     71.7     78.7     28.3     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       16       22       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      266,538
COMMITMENTS
  33,945   16,701   36,885  155,079  183,073  225,909  236,659   40,629   29,879

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        -70)
  -1,731    1,857   -1,746    4,335   -2,805      858   -2,694     -928    2,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      6.3     13.8     58.2     68.7     84.8     88.8     15.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      27       24       40       61       63      111      112
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       23,865
COMMITMENTS
     357      200       41   22,624   23,054   23,022   23,295      843      570

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      3,239)
     198        0        0    2,962    3,199    3,160    3,199       79       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.8      0.2     94.8     96.6     96.5     97.6      3.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        1        1       46       49       48       51
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,280
COMMITMENTS
     165        0        0   18,831   20,200   18,996   20,200    2,284    1,080

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        834)
       0        0        0      774      624      774      624       60      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     88.5     94.9     89.3     94.9     10.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       24       22       25       22
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,970
COMMITMENTS
   3,039       25    1,505   15,126   16,115   19,670   17,645      300    2,325

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.1      7.5     75.7     80.7     98.5     88.4      1.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       13       12       17       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      645,096
COMMITMENTS
  71,879  200,858  234,437  261,319  172,019  567,635  607,314   77,461   37,782

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:    -14,404)
    -398      594   -6,720   -3,420   -6,652  -10,538  -12,778   -3,866   -1,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     31.1     36.3     40.5     26.7     88.0     94.1     12.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      57       78       91       84       64      202      183
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,280
COMMITMENTS
   1,946        0    3,554   79,227   80,260   84,727   83,814    7,553    8,466

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        680)
    -504        0      242    1,980      740    1,718      982   -1,038     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      3.9     85.9     87.0     91.8     90.8      8.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        3       24       26       27       29
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,086
COMMITMENTS
   2,090   12,874    1,461   49,602   32,095   53,153   46,430    9,933   16,656

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        845)
    -302      496     -193    2,512    1,163    2,017    1,466   -1,172     -621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     20.4      2.3     78.6     50.9     84.3     73.6     15.7     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       17       16       20       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,301
COMMITMENTS
   4,159    3,422    1,802   71,161   69,059   77,122   74,283    9,179   12,018

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      1,912)
       0     -604      604    1,339    1,213    1,943    1,213      -31      699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      4.0      2.1     82.5     80.0     89.4     86.1     10.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       24       24       27       26
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,932
COMMITMENTS
       0        0        0   88,039   88,318   88,039   88,318   12,893   12,614

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:       -334)
       0        0        0     -176     -334     -176     -334     -158        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.2     87.5     87.2     87.5     12.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       24       21       24       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,013
COMMITMENTS
   1,360    3,943    4,626   84,499   80,634   90,485   89,203    5,528    6,810

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        656)
    -667   -2,038    1,119      565    1,479    1,017      560     -361       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      4.1      4.8     88.0     84.0     94.2     92.9      5.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        3       27       28       31       32
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      131,420
COMMITMENTS
     895    6,294    9,067  114,603  108,690  124,565  124,051    6,855    7,369

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      2,258)
     496    2,483     -919    5,007      663    4,584    2,227   -2,326       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      4.8      6.9     87.2     82.7     94.8     94.4      5.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        3       24       31       29       34
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,944
COMMITMENTS
     617    7,376   17,850   52,973   45,321   71,440   70,547    6,504    7,397

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        941)
    -137      591      197      850      153      910      941       31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      9.5     22.9     68.0     58.1     91.7     90.5      8.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       13       12       16       15
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,010
COMMITMENTS
   1,376        0      310   45,102   50,387   46,788   50,697   16,222   12,313

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      3,363)
     490        0        0    1,039    3,853    1,529    3,853    1,834     -490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.5     71.6     80.0     74.3     80.5     25.7     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       22       18       23       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,894
COMMITMENTS
   3,399    7,996    5,899   88,139   79,657   97,437   93,552    6,457   10,342

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      1,255)
    -666   -1,121       70    2,381    2,937    1,785    1,886     -530     -631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      7.7      5.7     84.8     76.7     93.8     90.0      6.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        5       30       26       35       31
 
 
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE               Code-023A26
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,547
COMMITMENTS
       0        0        0   36,346   35,773   36,346   35,773    1,201    1,774

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.8     95.3     96.8     95.3      3.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       12       15       12       15
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,941
COMMITMENTS
       0   11,662    1,785   59,274   41,669   61,059   55,116    3,882    9,825

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      1,210)
       0      583      475      747      168    1,222    1,226      -12      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.0      2.7     91.3     64.2     94.0     84.9      6.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       14       13       16       15
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      141,421
COMMITMENTS
       0    8,172        0  139,833  130,073  139,833  138,245    1,588    3,176

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        248)
       0        0        0       62      248       62      248      186        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      0.0     98.9     92.0     98.9     97.8      1.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       18       16       18       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      232,796
COMMITMENTS
   9,312   12,641    7,801  204,408  201,640  221,521  222,082   11,275   10,714

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      5,381)
    -817    2,674      656    5,840    2,501    5,679    5,831     -298     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      5.4      3.4     87.8     86.6     95.2     95.4      4.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        2        6       37       32       45       38
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      168,254
COMMITMENTS
     960    3,550    3,018  148,902  155,101  152,880  161,669   15,374    6,585

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:       -696)
       0      229      -60     -666      365     -726      534       30   -1,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.1      1.8     88.5     92.2     90.9     96.1      9.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        2       31       28       33       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      286,395
COMMITMENTS
  12,302    2,138   18,492  235,576  250,904  266,370  271,534   20,025   14,861

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      6,034)
   2,753     -302      871    2,851    5,368    6,475    5,937     -441       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.7      6.5     82.3     87.6     93.0     94.8      7.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        1        5       42       40       47       45
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,100
COMMITMENTS
       0    3,522    1,279   96,859   92,859   98,138   97,660    7,962    8,440

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:     -2,255)
       0      532        4   -1,698   -3,289   -1,694   -2,753     -561      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      1.2     91.3     87.5     92.5     92.0      7.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        3       20       19       23       24
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,509
COMMITMENTS
     420        0      248   53,640   51,574   54,308   51,822    4,201    6,687

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      1,504)
       0        0        0    1,260    1,504    1,260    1,504      244        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.4     91.7     88.1     92.8     88.6      7.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       20       18       21       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,139,510
COMMITMENTS
 634,468  132,165  1004497  1451127  1987194  3090092  3123856   49,418   15,654

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:     50,859)
 -18,468    7,284   15,992   38,065   24,083   35,589   47,359   15,270    3,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      4.2     32.0     46.2     63.3     98.4     99.5      1.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      34       25       52      112      102      170      156
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,185,107
COMMITMENTS
 170,639   84,913  248,098  759,627  847,710  1178364  1180721    6,743    4,386

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:    -90,225)
   4,388   10,708  -48,546  -46,706  -51,899  -90,864  -89,737      639     -488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      7.2     20.9     64.1     71.5     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      20       23       38       38       38       77       80
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,613
COMMITMENTS
   2,480      784    1,580   30,565   33,140   34,625   35,504      988      109

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      1,557)
      60      100      724    1,017      693    1,801    1,517     -244       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      2.2      4.4     85.8     93.1     97.2     99.7      2.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        4        4       34       30       42       35
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,032
COMMITMENTS
       0        0        0    7,904    7,646    7,904    7,646      128      386

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:         22)
       0        0        0        0       22        0       22       22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.4     95.2     98.4     95.2      1.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       15       14       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,463
COMMITMENTS
   3,180        0       40   16,632   19,825   19,852   19,865    1,611    1,598

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        638)
       0        0        0      758      640      758      640     -120       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      0.0      0.2     77.5     92.4     92.5     92.6      7.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       20       17       21       18
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,047
COMMITMENTS
       0        0        0   14,102   13,483   14,102   13,483      945    1,564

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        370)
       0        0        0      559      370      559      370     -189        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.7     89.6     93.7     89.6      6.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       14       17       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,496
COMMITMENTS
     170      660      520   25,918   27,379   26,608   28,559    2,888      937

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:       -176)
       0        0        0     -264     -176     -264     -176       88        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.2      1.8     87.9     92.8     90.2     96.8      9.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       25       22       28       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,085
COMMITMENTS
       0        0        0   26,777   26,265   26,777   26,265      308      820

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:          4)
       0        0        0      -22        4      -22        4       26        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.9     97.0     98.9     97.0      1.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       15       17       15
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,003
COMMITMENTS
     900        0        0   10,516   11,827   11,416   11,827    1,587    1,176

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        382)
       0        0        0      232      362      232      362      150       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.0      0.0     80.9     91.0     87.8     91.0     12.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       17       16       18       16
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,484
COMMITMENTS
       0       18       30    8,501    8,942    8,531    8,990      953      494

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        668)
       0        0        0      628      668      628      668       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.3     89.6     94.3     90.0     94.8     10.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       16       17       17       18
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,642,496
COMMITMENTS
  87,328   96,800        0  1555168  1545696  1642496  1642496        0        0

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:     49,361)
       0   46,640        0   49,361    2,721   49,361   49,361        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      5.9      0.0     94.7     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       11        7       12        9
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      154,356
COMMITMENTS
  13,477    7,167      880  139,999  145,029  154,356  153,076        0    1,280

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      8,585)
   3,360     -105     -200    5,425    8,890    8,585    8,585        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      4.6      0.6     90.7     94.0    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        1       18       28       21       30
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,464,162
COMMITMENTS
  93,912   58,088   38,008  2332242  2368066  2464162  2464162        0        0

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:    154,123)
  39,512   -7,128    7,128  107,483  154,123  154,123  154,123        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      2.4      1.5     94.6     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       18       22       20       25
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,834
COMMITMENTS
       0        0        0   19,493   19,774   19,493   19,774      341       60

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      1,515)
       0        0        0    1,515    1,495    1,515    1,495        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.3     99.7     98.3     99.7      1.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       25       24       25
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,782
COMMITMENTS
       0        0        0    5,596    6,692    5,596    6,692    1,186       90

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:         33)
       0        0        0       33      -42       33      -42        0       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     82.5     98.7     82.5     98.7     17.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       18       20       18
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,095
COMMITMENTS
       0        0        0    7,957    8,035    7,957    8,035      138       60

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        493)
       0        0        0      493      523      493      523        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.3     99.3     98.3     99.3      1.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       19       16       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,139,336
COMMITMENTS
 174,308  174,000  241,094  650,007  642,918  1065409  1058012   73,927   81,324

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:       -894)
  -6,075  -20,988   -7,417   14,076    9,572      584  -18,833   -1,478   17,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     15.3     21.2     57.1     56.4     93.5     92.9      6.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      81       99      141       84       92      253      256
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      211,009
COMMITMENTS
  18,357   27,506   12,702  140,376  118,391  171,435  158,599   39,574   52,410

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      3,333)
  -1,140       48      144    8,824    7,924    7,828    8,116   -4,495   -4,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     13.0      6.0     66.5     56.1     81.2     75.2     18.8     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        6        6       23       23       29       31
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       79,051
COMMITMENTS
   5,160    2,516    1,900   70,077   71,825   77,137   76,241    1,914    2,810

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      6,217)
   2,249     -950      365    4,128    7,462    6,742    6,877     -525     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      3.2      2.4     88.6     90.9     97.6     96.4      2.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        4        2       40       44       48       49
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      200,584
COMMITMENTS
  24,700   34,919   40,014  127,961  117,563  192,675  192,496    7,909    8,088

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      4,456)
     459   -3,152    1,607    1,744    5,846    3,810    4,301      646      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     17.4     19.9     63.8     58.6     96.1     96.0      3.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      16       19       29       21       21       52       55
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,963
COMMITMENTS
   3,264    2,645    4,288   22,123   24,026   29,675   30,959    6,288    5,004

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      2,672)
     996     -500     -993    2,932    3,239    2,935    1,746     -263      926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      7.4     11.9     61.5     66.8     82.5     86.1     17.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        2        6       12       13       20       19
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       65,033
COMMITMENTS
       0    1,570    1,260   52,282   48,546   53,542   51,376   11,491   13,657

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      1,420)
       0     -100        0    2,370    3,112    2,370    3,012     -950   -1,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      1.9     80.4     74.6     82.3     79.0     17.7     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       22       18       23       19
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      111,675
COMMITMENTS
   5,599    3,823    7,982   55,163   62,222   68,744   74,027   42,931   37,648

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      2,370)
      25      210      -90      386     -428      321     -308    2,049    2,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      3.4      7.1     49.4     55.7     61.6     66.3     38.4     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        4       19       18       23       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,734
COMMITMENTS
     795    5,231      990   39,664   35,734   41,449   41,955    1,285      779

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      2,551)
     530      226     -245    2,066    2,616    2,351    2,597      200      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     12.2      2.3     92.8     83.6     97.0     98.2      3.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        7        1       27       34       28       42
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,733
COMMITMENTS
   8,906    3,047       63    2,672   10,020   11,641   13,130    2,092      603

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:       -740)
    -258       48       -8     -218     -898     -484     -858     -256      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.9     22.2      0.5     19.5     73.0     84.8     95.6     15.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      47       17        1       16       24       64       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       19,767
COMMITMENTS
   9,710    3,339        2    6,390   15,000   16,102   18,341    3,665    1,426

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:       -112)
      18      142      -12     -232     -656     -226     -526      114      414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     16.9      0.0     32.3     75.9     81.5     92.8     18.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      34       17        2       11       21       47       38
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      207,735
COMMITMENTS
  53,966   11,055   15,000  122,022  167,065  190,988  193,120   16,747   14,615

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:     -2,927)
  -2,433    2,853      289     -852   -6,096   -2,996   -2,954       69       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      5.3      7.2     58.7     80.4     91.9     93.0      8.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      60       20       46       75       83      152      140
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,802
COMMITMENTS
       0    1,182      429   16,013   14,259   16,442   15,870    5,360    5,932

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        293)
       0      276     -210     -192      150     -402      216      695       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      2.0     73.4     65.4     75.4     72.8     24.6     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       17       13       18       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,668
COMMITMENTS
   1,150      600        0    8,244    8,098    9,394    8,698      274      970

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:      1,322)
     300      600        0    1,022      722    1,322    1,322        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      6.2      0.0     85.3     83.8     97.2     90.0      2.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        0       22       25       25       26
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       33,393
COMMITMENTS
   1,475        0      101   30,448   33,213   32,024   33,314    1,369       79

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        944)
       0        0        0      796      933      796      933      148       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.3     91.2     99.5     95.9     99.8      4.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        0        1       34       29       37       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,553
COMMITMENTS
     984        0      130   25,824   26,310   26,938   26,440      615    1,113

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        875)
       8        0        0      875      875      883      875       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.5     93.7     95.5     97.8     96.0      2.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       21       13       23       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,278
COMMITMENTS
     250        0        0   18,429   18,928   18,679   18,928      599      350

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        729)
       0     -150        0      679      879      679      729       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     95.6     98.2     96.9     98.2      3.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       27       22       29       22
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,723
COMMITMENTS
       0      635        0    3,321    3,228    3,321    3,863    1,402      860

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        144)
       0       -4        0      -72      106      -72      102      216       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.4      0.0     70.3     68.3     70.3     81.8     29.7     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       17       16       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,021
COMMITMENTS
       0        0        0   19,004   19,826   19,004   19,826    1,017      195

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:       -114)
       0        0        0      102     -114      102     -114     -216        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.9     99.0     94.9     99.0      5.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       21       10       21       10
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,184
COMMITMENTS
     679      960      141   23,309   25,229   24,129   26,330    3,055      854

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        313)
    -206        0        0      540      313      334      313      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      3.5      0.5     85.7     92.8     88.8     96.9     11.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        1       27       29       31       32
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,640
COMMITMENTS
     525      720        0   10,417   10,509   10,942   11,229      698      411

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        306)
     315   -1,440        0      -55    1,766      260      326       46      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      6.2      0.0     89.5     90.3     94.0     96.5      6.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       20       22       21       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 04/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       56,138
COMMITMENTS
   4,057    5,060      564   46,834   48,208   51,455   53,832    4,683    2,306

CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST:        276)
       0     -372     -114      390      951      276      465        0     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      9.0      1.0     83.4     85.9     91.7     95.9      8.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        2        5       27       32       33       38
 

Updated May 1, 2009