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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,339
COMMITMENTS
     765      349      168   41,150   41,699   42,083   42,216      256      123

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,743)
       0      235        0    1,743    1,518    1,743    1,753        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.8      0.4     97.2     98.5     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        4        1       36       36       38       40
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,269
COMMITMENTS
     500      120       75   24,589   24,934   25,164   25,129      105      140

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:       -576)
       0        0        0     -576     -596     -576     -596        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.5      0.3     97.3     98.7     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       30       31       32       33
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,727
COMMITMENTS
     453      216      472    5,914    6,214    6,839    6,902      888      825

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        138)
       0        0        0      563      313      563      313     -425     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      2.8      6.1     76.5     80.4     88.5     89.3     11.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       22       23       23       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,356
COMMITMENTS
     519        0      617   10,312   10,664   11,448   11,281      908    1,075

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        731)
      20        0       92      663      541      775      633      -44       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      5.0     83.5     86.3     92.7     91.3      7.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        0        4       38       44       43       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,147
COMMITMENTS
     231        0      260    7,974    8,081    8,465    8,341      682      806

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        306)
      10        0       -5      322      306      327      301      -21        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      2.8     87.2     88.3     92.5     91.2      7.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        0        3       49       54       52       57
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,396
COMMITMENTS
     780        0        0    1,999    3,028    2,779    3,028      617      368

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:         90)
      60        0        0      244      135      304      135     -214      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      0.0      0.0     58.9     89.2     81.8     89.2     18.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       18       21       19       21
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,723
COMMITMENTS
       0        0        0    1,881    1,772    1,881    1,772      842      951

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     69.1     65.1     69.1     65.1     30.9     34.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       18       15       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,435
COMMITMENTS
       0        0        0    8,325    8,375    8,325    8,375      110       60

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,100)
       0        0        0      990    1,040      990    1,040      110       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.7     99.3     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       18       20       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      299,796
COMMITMENTS
  45,903   16,074   38,622  178,848  216,213  263,373  270,909   36,423   28,887

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:       -331)
   2,130   -4,965    4,464   -7,385    3,412     -791    2,911      460   -3,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      5.4     12.9     59.7     72.1     87.9     90.4     12.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      34       25       48       68       71      130      125
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       24,417
COMMITMENTS
     300       90      600   22,754   22,877   23,654   23,567      763      850

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,874)
      50        0       50    1,922    1,528    2,022    1,578     -148      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.4      2.5     93.2     93.7     96.9     96.5      3.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       2        2        3       42       53       47       57
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,965
COMMITMENTS
     820        0      200   19,555   21,605   20,575   21,805    2,390    1,160

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        475)
      75        0        0      250      475      325      475      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.9     85.2     94.1     89.6     94.9     10.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        2       24       27       28       29
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,714
COMMITMENTS
   5,044       50      771   12,659   16,078   18,474   16,899      240    1,815

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        -75)
     375        0     -225     -225      150      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      0.3      4.1     67.6     85.9     98.7     90.3      1.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       12       16       16       18
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,261
COMMITMENTS
       0       50        0    1,856    1,676    1,856    1,726      405      535

CHANGES FROM 07/21/09 (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      2.2      0.0     82.1     74.1     82.1     76.3     17.9     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       14       14       14       15
 
 
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE        Code-022A26
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        8,111
COMMITMENTS
       0        0        0    7,454    7,834    7,454    7,834      657      277

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.9     96.6     91.9     96.6      8.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       14       14       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      710,992
COMMITMENTS
  89,058  250,008  230,509  303,068  187,245  622,635  667,762   88,357   43,230

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:    -41,417)
     851    3,365  -26,731  -18,886  -17,259  -44,766  -40,625    3,349     -792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     35.2     32.4     42.6     26.3     87.6     93.9     12.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      79       90       98       83       65      225      200
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,434
COMMITMENTS
   1,837      250    1,734   76,970   77,935   80,541   79,919    4,893    5,515

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        337)
     462     -177      247     -372      205      337      275        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.3      2.0     90.1     91.2     94.3     93.5      5.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       26       28       29       31
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,929
COMMITMENTS
     800   11,901    1,917   43,998   26,791   46,715   40,609    8,214   14,320

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      2,235)
       0    3,039     -301    2,689    1,301    2,388    4,039     -153   -1,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     21.7      3.5     80.1     48.8     85.0     73.9     15.0     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        4       17       21       21       26
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,323
COMMITMENTS
   5,360        0    1,444   69,066   70,390   75,870   71,834    7,453   11,489

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,892)
       0        0        0    1,892    1,892    1,892    1,892        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0      1.7     82.9     84.5     91.1     86.2      8.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        3       26       27       30       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,939
COMMITMENTS
       0        0        0   80,143   83,422   80,143   83,422   11,796    8,517

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        898)
       0        0        0      445      802      445      802      453       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.2     90.7     87.2     90.7     12.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       24       23       24       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,110
COMMITMENTS
   5,816    1,164    5,308   69,379   76,757   80,503   83,229    7,607    4,881

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      3,667)
     698      279      569    2,890    2,825    4,157    3,673     -490       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      1.3      6.0     78.7     87.1     91.4     94.5      8.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        3        4       28       29       32       34
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,287
COMMITMENTS
       0    5,675    7,300  104,266   98,462  111,566  111,437    5,721    5,850

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,039)
       0   -2,459    1,522     -210    2,395    1,312    1,458     -273     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.8      6.2     88.9     83.9     95.1     95.0      4.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       20       29       23       32
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,741
COMMITMENTS
       0    6,205    1,637   32,683   23,712   34,320   31,554    2,421    5,187

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,500)
       0     -805    1,044      181    1,261    1,225    1,500      275        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.9      4.5     89.0     64.5     93.4     85.9      6.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       16       13       18       15
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,289
COMMITMENTS
   2,825    8,132   10,251   50,629   42,300   63,705   60,683    4,584    7,606

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        188)
     428        0     -248      -22      163      158      -85       30      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     11.9     15.0     74.1     61.9     93.3     88.9      6.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       15       18       18       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,232
COMMITMENTS
     150        0      310   38,177   44,143   38,637   44,453   13,595    7,779

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        759)
       0        0        0   -1,312      759   -1,312      759    2,071        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.6     73.1     84.5     74.0     85.1     26.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       22       20       23       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,548
COMMITMENTS
   8,775      342    6,111   76,587   85,597   91,473   92,050    7,075    6,498

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      3,074)
   3,254        0     -178      -64    3,314    3,012    3,136       62      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.3      6.2     77.7     86.9     92.8     93.4      7.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        5       27       32       32       37
 
 
WAHA INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-023A12
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       11,896
COMMITMENTS
       0        0        0   10,600   11,464   10,600   11,464    1,296      432

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     89.1     96.4     89.1     96.4     10.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       11       13       11       13
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,412
COMMITMENTS
     745    3,402    5,081   55,027   47,469   60,853   55,952    4,559    9,460

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        552)
     462     -202      140      -54      614      548      552        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      5.2      7.8     84.1     72.6     93.0     85.5      7.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       13       15       15       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,079
COMMITMENTS
   1,240    6,332        0  124,715  116,025  125,955  122,357      124    3,722

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:       -899)
       0        0        0    1,419     -961    1,419     -961   -2,318       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      5.0      0.0     98.9     92.0     99.9     97.0      0.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       18       17       19       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      225,833
COMMITMENTS
   9,370    9,995    5,315  204,964  205,292  219,649  220,602    6,184    5,231

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        865)
      42   -2,128      461       12    3,152      515    1,485      350     -620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      4.4      2.4     90.8     90.9     97.3     97.7      2.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        2        5       43       40       50       45
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      151,244
COMMITMENTS
   1,100    2,030    2,621  135,948  142,761  139,669  147,412   11,575    3,832

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,991)
       0      432     -151    1,555    1,778    1,404    2,059      587      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.3      1.7     89.9     94.4     92.3     97.5      7.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       31       28       33       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      267,813
COMMITMENTS
  16,392    1,064   13,176  220,034  237,026  249,602  251,266   18,211   16,547

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      2,398)
  -5,088        0    2,302    6,006      344    3,220    2,646     -822     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.4      4.9     82.2     88.5     93.2     93.8      6.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        5       41       40       47       46
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,629
COMMITMENTS
   1,062    1,604      960   79,416   80,097   81,438   82,661    7,191    5,968

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:       -353)
       0     -700        0     -350    1,126     -350      426       -3     -779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.8      1.1     89.6     90.4     91.9     93.3      8.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       19       20       22       22
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,650
COMMITMENTS
     550        0        0   46,950   44,632   47,500   44,632    5,150    8,018

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        248)
     550        0        0        0      248      550      248     -302        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     89.2     84.8     90.2     84.8      9.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       16       18       16
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,966,461
COMMITMENTS
 610,889  124,700  897,563  1432538  1934157  2940990  2956420   25,471   10,041

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     36,504)
  -3,200   -8,366   11,273   25,476   33,395   33,549   36,302    2,955      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      4.2     30.3     48.3     65.2     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      40       25       57      110      102      174      161
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,173,462
COMMITMENTS
 203,367   48,812  293,421  641,608  820,333  1138396  1162566   35,066   10,896

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     34,424)
  23,412   -2,172    8,114  -28,719   19,675    2,807   25,617   31,617    8,807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      4.2     25.0     54.7     69.9     97.0     99.1      3.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      36       20       39       44       43       93       89
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,848
COMMITMENTS
       0       75        0    1,072    1,330    1,072    1,405      776      443

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        111)
       0        0        0       38       26       38       26       73       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.1      0.0     58.0     72.0     58.0     76.0     42.0     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       17       15       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       39,490
COMMITMENTS
   1,510    1,636      144   37,316   37,676   38,970   39,456      520       34

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,401)
     160     -120     -160    1,373    1,681    1,373    1,401       28        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      4.1      0.4     94.5     95.4     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        4        4       36       32       42       38
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,258
COMMITMENTS
       0        0        0    6,852    7,129    6,852    7,129      406      129

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:         42)
       0        0        0       42       42       42       42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.4     98.2     94.4     98.2      5.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       12       17       12       17
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       22,098
COMMITMENTS
   2,980        0      166   17,628   20,936   20,774   21,102    1,324      996

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:         40)
       0        0        0      -80       32      -80       32      120        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      0.0      0.8     79.8     94.7     94.0     95.5      6.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       24       21       26       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       32,618
COMMITMENTS
      80      600      610   29,647   30,802   30,337   32,012    2,281      606

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        916)
       0        0        0    1,252      916    1,252      916     -336        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.8      1.9     90.9     94.4     93.0     98.1      7.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       26       23       28       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,705
COMMITMENTS
       0        0        0   25,215   24,937   25,215   24,937      490      768

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        140)
       0        0        0      140      140      140      140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.1     97.0     98.1     97.0      1.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       14       17       14
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,696
COMMITMENTS
     840       16       32   11,270   12,746   12,142   12,794    1,554      902

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:          8)
       0      -10        4        4       24        8       18        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.1      0.2     82.3     93.1     88.7     93.4     11.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       18       20       19
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,700
COMMITMENTS
       0        0        0   10,529   11,276   10,529   11,276    1,171      424

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:         14)
       0        0        0      -86       14      -86       14      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.0     96.4     90.0     96.4     10.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       19       17       19
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       12,286
COMMITMENTS
       0        0        0   11,758   11,070   11,758   11,070      528    1,216

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:         14)
       0        0        0       34        4       34        4      -20       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.7     90.1     95.7     90.1      4.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       23       19       23       19
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      539,584
COMMITMENTS
  15,840   23,440   15,520  508,224  500,624  539,584  539,584        0        0

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      4.3      2.9     94.2     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       13        5       15        7
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      102,494
COMMITMENTS
     683    7,205    5,140   96,671   90,149  102,494  102,494        0        0

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:       -400)
       0     -400        0     -400        0     -400     -400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      7.0      5.0     94.3     88.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       14       11       15       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,689,632
COMMITMENTS
       0  138,608   43,792  1645840  1507232  1689632  1689632        0        0

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     42,680)
       0        0        0   42,680   42,680   42,680   42,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.2      2.6     97.4     89.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       14       11       15       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      165,795
COMMITMENTS
  11,479      822    5,546  148,770  158,257  165,795  164,625        0    1,170

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      3,333)
    -400     -511      406    3,327    3,438    3,333    3,333        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.5      3.3     89.7     95.5    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        1       18       25       22       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,368,491
COMMITMENTS
 175,488        0   55,185  2137818  2313306  2368491  2368491        0        0

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     78,913)
   9,344        0   -1,167   70,736   80,080   78,913   78,913        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.0      2.3     90.3     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        2       19       21       23       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       43,430
COMMITMENTS
      38    3,855       42   43,179   39,022   43,259   42,919      171      511

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        807)
       0        0        0      765      807      765      807       42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      8.9      0.1     99.4     89.9     99.6     98.8      0.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       13       13       14       15
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      756,381
COMMITMENTS
       0   68,160        0  756,381  688,221  756,381  756,381        0        0

CHANGES FROM 07/21/09 (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      9.0      0.0    100.0     91.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       14       11       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       42,358
COMMITMENTS
   6,756        0        0   35,092   42,358   41,848   42,358      510        0

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      6,343)
     200        0        0    6,143    6,343    6,343    6,343        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      0.0      0.0     82.8    100.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        0       18       24       20       24
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      747,417
COMMITMENTS
 125,207        0        0  622,210  747,417  747,417  747,417        0        0

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:    154,209)
  11,497   -4,433     -752  143,464  159,394  154,209  154,209        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      0.0      0.0     83.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       15       18       17       18
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,719
COMMITMENTS
       0       84      140   19,269   20,339   19,409   20,563    1,310      156

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,975)
     -86        0     -453    2,453    2,288    1,914    1,835       61      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.7     93.0     98.2     93.7     99.2      6.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        1       31       33       32       35
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,566
COMMITMENTS
     250        0        0    8,271    8,414    8,521    8,414       45      152

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        580)
     250        0        0      510      570      760      570     -180       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.0     96.6     98.2     99.5     98.2      0.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       24       21       25       21
 
 
MT BELVIEU ETHANE SWAP - NEW YORK MERCANTILE EXCHANGE                Code-066655
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,845
COMMITMENTS
     265        0        0   17,085   17,808   17,350   17,808      495       37

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        465)
     -30      -45     -300      960      810      630      465     -165        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.0     95.7     99.8     97.2     99.8      2.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       16       17       18       17
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,603
COMMITMENTS
     430        0      215   13,679   14,273   14,324   14,488      279      115

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,180)
      71        0      -97    1,206    1,277    1,180    1,180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      1.5     93.7     97.7     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       25       20       26       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,173,580
COMMITMENTS
 199,654  195,078  255,363  640,468  654,676  1095485  1105117   78,095   68,463

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     23,781)
   7,825    5,467    2,725    6,579    9,278   17,129   17,470    6,652    6,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     16.6     21.8     54.6     55.8     93.3     94.2      6.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      91      104      150       82       95      272      266
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      211,943
COMMITMENTS
  36,649   38,566    3,509  146,587  120,493  186,745  162,568   25,198   49,375

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -4,150)
     -35      742     -402   -8,729   -3,684   -9,166   -3,344    5,016     -806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     18.2      1.7     69.2     56.9     88.1     76.7     11.9     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        5        5       25       26       31       34
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,363
COMMITMENTS
   2,190      600    2,030   62,978   64,568   67,198   67,198      165      165

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        926)
       0      -75       50      786      861      836      836       90       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.9      3.0     93.5     95.9     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        3        5       44       44       50       51
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      175,372
COMMITMENTS
  17,814   43,284   22,573  128,150  100,631  168,537  166,488    6,835    8,884

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,782)
     -96      826      295    2,013    1,691    2,212    2,812     -430   -1,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     24.7     12.9     73.1     57.4     96.1     94.9      3.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7       19       22       25       24       48       49
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,155
COMMITMENTS
  12,633    3,125    4,393   24,401   35,042   41,427   42,560    3,728    2,595

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        -95)
    -108     -275        8      179      429       79      162     -174     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      6.9      9.7     54.0     77.6     91.7     94.3      8.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        4        6       13       16       22       22
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,192
COMMITMENTS
   1,200      955    1,260   30,359   33,280   32,819   35,495   13,373   10,697

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        300)
       0        0        0    1,450    3,334    1,450    3,334   -1,150   -3,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.1      2.7     65.7     72.0     71.0     76.8     29.0     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       19       20       20
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      113,300
COMMITMENTS
   7,641    1,870    7,428   64,503   80,449   79,572   89,747   33,728   23,553

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,133)
      90     -415     -165    9,978    4,827    9,903    4,247   -8,770   -3,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      1.7      6.6     56.9     71.0     70.2     79.2     29.8     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       22       21       25       24
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,542
COMMITMENTS
   3,205    1,158      615   43,632   45,607   47,452   47,380       90      162

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      2,955)
     300      300        0    2,655    2,595    2,955    2,895        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      2.4      1.3     91.8     95.9     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        1       29       33       31       38
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,365
COMMITMENTS
  12,995    2,712      304    2,824   14,894   16,123   17,910    2,242      455

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,199)
   1,118      -25       25      -61    1,287    1,082    1,287      117      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.8     14.8      1.7     15.4     81.1     87.8     97.5     12.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      70       13        4       15       29       88       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       22,289
COMMITMENTS
  12,833    2,818      205    5,600   18,186   18,638   21,209    3,651    1,080

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        515)
     -34     -309      176     -129      994       13      861      502     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.6     12.6      0.9     25.1     81.6     83.6     95.2     16.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      49       12        2       14       26       64       39
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      204,976
COMMITMENTS
  60,131    5,962   15,296  114,510  168,896  189,937  190,154   15,039   14,822

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,145)
   7,860   -4,387      420   -7,305    5,300      975    1,333      170     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      2.9      7.5     55.9     82.4     92.7     92.8      7.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      61       20       41       80       88      160      135
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,413
COMMITMENTS
   1,530      167      293   15,940   18,359   17,763   18,819    5,650    4,594

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        196)
      54        0        0     -166     -154     -112     -154      308      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.7      1.3     68.1     78.4     75.9     80.4     24.1     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       20       18       23
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,748
COMMITMENTS
   1,404      100      400    8,844    9,998   10,648   10,498      100      250

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        545)
       0     -100      150      395      495      545      545        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      0.9      3.7     82.3     93.0     99.1     97.7      0.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        2        2       31       33       37       36
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       40,909
COMMITMENTS
   2,755        0        0   37,379   40,906   40,134   40,906      775        3

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        817)
     300        0        0      692      817      992      817     -175        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      0.0     91.4    100.0     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        0        0       35       30       38       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,523
COMMITMENTS
     999        0       31   20,218   20,078   21,248   20,109      275    1,414

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:       -491)
     170        0     -112     -550     -375     -492     -487        1       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      0.1     93.9     93.3     98.7     93.4      1.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       22       17       24       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,856
COMMITMENTS
     150       50       50   17,656   17,756   17,856   17,856        0        0

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        315)
       0        0        0      415      415      415      415     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.3      0.3     98.9     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        1        1       29       30       31       32
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,835
COMMITMENTS
     131      387        9    3,265    3,634    3,405    4,030    1,430      805

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        348)
       1        0        9      109      273      119      282      229       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      8.0      0.2     67.5     75.2     70.4     83.4     29.6     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       18       17       19       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,833
COMMITMENTS
     195        0        0   16,537   17,288   16,732   17,288    1,101      545

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:          6)
       0        0        0        6        6        6        6        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.0     92.7     96.9     93.8     96.9      6.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       21       12       22       12
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,256
COMMITMENTS
   2,492    1,208      114   20,944   22,715   23,550   24,037      706      219

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        -10)
       0       50        0     -130      -60     -130      -10      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      5.0      0.5     86.3     93.6     97.1     99.1      2.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        2       25       28       30       32
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,477
COMMITMENTS
      45        0        0   11,254   11,245   11,299   11,245      178      232

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,271)
      45        0        0    1,244    1,289    1,289    1,289      -18      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     98.1     98.0     98.4     98.0      1.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       25       23       26       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,067
COMMITMENTS
   5,575       36    2,145   49,212   58,641   56,932   60,822    5,135    1,245

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,695)
     189        0      576      769    1,083    1,534    1,659      161       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.1      3.5     79.3     94.5     91.7     98.0      8.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        1        3       32       39       38       42
```

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Updated July 31, 2009