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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,667
COMMITMENTS
   2,347       25      450   36,579   39,154   39,376   39,629      291       38

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -304)
       0        0        0     -351      179     -351      179       47     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.1      1.1     92.2     98.7     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        1        1       36       38       41       40
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,064
COMMITMENTS
     550      120       75   23,084   23,584   23,709   23,779      355      285

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        712)
       0        0        0      467      692      467      692      245       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.5      0.3     95.9     98.0     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        1       32       32       34       34
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,162
COMMITMENTS
     677       25      452    4,744    5,728    5,873    6,205    1,289      957

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        272)
      70       25        0      248      262      318      287      -46      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.3      6.3     66.2     80.0     82.0     86.6     18.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       17       19       18       21
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,198
COMMITMENTS
     312      356      379    9,367    9,414   10,058   10,149    1,140    1,049

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        311)
      70      -59       75      297      360      442      376     -131      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      3.2      3.4     83.6     84.1     89.8     90.6     10.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        4        4       38       41       42       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,252
COMMITMENTS
      15       15      210    7,434    7,358    7,659    7,583      593      669

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        249)
       0        0       30      121      338      151      368       98     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.2      2.5     90.1     89.2     92.8     91.9      7.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        1        3       44       48       47       51
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,228
COMMITMENTS
      87        0       90    4,513    5,261    4,690    5,351    1,538      877

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        -93)
      43        0      -43      111      108      111       65     -204     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      1.4     72.5     84.5     75.3     85.9     24.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       19       19       20       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,370
COMMITMENTS
     720       45        0    1,729    2,914    2,449    2,959      921      411

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -495)
       0      -30        0     -485       14     -485      -16      -10     -479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      1.3      0.0     51.3     86.5     72.7     87.8     27.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       14       19       15       20
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,373
COMMITMENTS
       0        0        0    1,375    1,776    1,375    1,776      998      597

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -440)
       0        0        0     -509     -326     -509     -326       69     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     57.9     74.8     57.9     74.8     42.1     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       13       15       13
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      281,579
COMMITMENTS
  41,241   12,901   39,745  156,361  201,622  237,347  254,268   44,232   27,311

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     13,809)
   5,200   -1,217     -772    7,687   18,232   12,115   16,243    1,694   -2,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      4.6     14.1     55.5     71.6     84.3     90.3     15.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      34       23       40       63       65      120      114
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       21,953
COMMITMENTS
     637      168      447   20,416   20,836   21,500   21,451      453      502

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,692)
     304       18       22    1,672    2,600    1,998    2,640     -306     -948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.8      2.0     93.0     94.9     97.9     97.7      2.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        3        5       39       52       46       57
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,235
COMMITMENTS
     295        0      150   19,320   20,625   19,765   20,775    2,470    1,460

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        875)
     -75        0       75      484      650      484      725      391      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.7     86.9     92.8     88.9     93.4     11.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       25       25       28       26
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,988
COMMITMENTS
   7,209        0      260   12,519   17,778   19,988   18,038        0    1,950

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        -50)
    -525        0        0      475      325      -50      325        0     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1      0.0      1.3     62.6     88.9    100.0     90.2      0.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        0        2       13       14       18       16
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,177
COMMITMENTS
      50       50      100    1,527    1,837    1,677    1,987      500      190

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        502)
     -50      -50      100      177      312      227      362      275      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      2.3      4.6     70.1     84.4     77.0     91.3     23.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       15       13       17       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      713,310
COMMITMENTS
 103,569  243,222  241,409  277,029  183,172  622,007  667,803   91,303   45,507

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     30,495)
  18,408   19,302   -5,958    1,654    2,751   14,104   16,095   16,391   14,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     34.1     33.8     38.8     25.7     87.2     93.6     12.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      74       80      106       84       68      229      199
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,934
COMMITMENTS
   1,078        0    2,260   77,259   79,668   80,597   81,928    8,337    7,006

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        -71)
    -376        0     -608      -67      415   -1,051     -193      980      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      2.5     86.9     89.6     90.6     92.1      9.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       23       27       25       29
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,961
COMMITMENTS
   1,296   13,158    1,237   44,784   25,039   47,317   39,434    9,644   17,527

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        390)
       0       88        0      580      182      580      270     -190      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     23.1      2.2     78.6     44.0     83.1     69.2     16.9     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       15       15       18       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,528
COMMITMENTS
   3,623        0    3,648   67,624   67,750   74,895   71,398    7,633   11,130

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,157)
       0        0        0      909    1,401      909    1,401      248     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      4.4     81.9     82.1     90.8     86.5      9.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        3       25       26       29       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,802
COMMITMENTS
       0        0        0   82,531   83,696   82,531   83,696   12,271   11,106

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        279)
       0        0        0      401      279      401      279     -122        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.1     88.3     87.1     88.3     12.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       22       23       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,820
COMMITMENTS
     195    4,124    5,330   75,966   73,497   81,491   82,951    6,329    4,869

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,317)
       0   -2,746      730      616    3,395    1,346    1,379      -29      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      4.7      6.1     86.5     83.7     92.8     94.5      7.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        3       25       27       28       32
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,114
COMMITMENTS
       0    5,108    7,227  105,532  100,480  112,759  112,815    6,355    6,299

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -713)
       0   -1,899      699     -551    1,098      148     -102     -861     -611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      6.1     88.6     84.4     94.7     94.7      5.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       22       30       25       33
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,811
COMMITMENTS
   2,200    8,742   14,332   53,594   44,565   70,126   67,639    4,685    7,172

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -347)
     152     -254     -533      576    1,287      195      500     -542     -847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     11.7     19.2     71.6     59.6     93.7     90.4      6.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       14       17       17       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,429
COMMITMENTS
   1,192        0      310   41,669   47,730   43,171   48,040   12,258    7,389

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        -19)
       0        0        0      -19      -19      -19      -19        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.6     75.2     86.1     77.9     86.7     22.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       22       20       23       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,366
COMMITMENTS
   1,727    2,266    7,839   83,421   82,649   92,987   92,754    7,379    7,612

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        675)
    -412     -992      697      616    1,330      901    1,035     -226     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.3      7.8     83.1     82.3     92.6     92.4      7.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        5       27       30       32       35
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,213
COMMITMENTS
       0    5,440    3,968   52,121   43,198   56,089   52,606    5,124    8,607

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:         63)
    -502      289      257       33     -483     -212       63      275        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.9      6.5     85.1     70.6     91.6     85.9      8.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       12       15       14       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,126
COMMITMENTS
       0    6,952        0  126,968  117,518  126,968  124,470    1,158    3,656

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      3,316)
       0        0        0    3,316    1,856    3,316    1,856        0    1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      0.0     99.1     91.7     99.1     97.1      0.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       16       17       16       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      221,623
COMMITMENTS
  12,290   10,621    4,250  198,104  200,215  214,644  215,086    6,979    6,537

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      3,728)
     527      628      159    3,663    2,427    4,349    3,214     -621      514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      4.8      1.9     89.4     90.3     96.9     97.1      3.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        1        6       41       36       49       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      154,965
COMMITMENTS
   1,875    3,395    2,284  139,765  145,288  143,924  150,967   11,041    3,998

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -165)
       0     -579      396     -528       18     -132     -165      -33        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.2      1.5     90.2     93.8     92.9     97.4      7.1      2.6

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 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      270,595
COMMITMENTS
  17,544        0   12,786  222,341  241,223  252,671  254,009   17,924   16,586

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      3,085)
  -5,109        0    3,802    3,891   -1,004    2,584    2,798      501      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.0      4.7     82.2     89.1     93.4     93.9      6.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        0        4       41       41       45       45
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,444
COMMITMENTS
       0    3,238    1,248   83,862   80,786   85,110   85,272    8,334    8,172

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     -1,439)
       0        0        0   -2,380   -1,656   -2,380   -1,656      941      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      1.3     89.7     86.5     91.1     91.3      8.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        3       18       17       21       22
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,815
COMMITMENTS
       0        0        0   50,901   48,692   50,901   48,692    4,914    7,123

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        640)
       0        0        0      640      578      640      578        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.2     87.2     91.2     87.2      8.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       17       18       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,037,386
COMMITMENTS
 621,799  115,566  1006164  1375271  1900101  3003234  3021831   34,152   15,555

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     27,702)
 -11,886  -17,774   36,676    1,522    4,440   26,312   23,342    1,390    4,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      3.8     33.1     45.3     62.6     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      35       23       50      103       98      159      150
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,188,123
COMMITMENTS
 217,813   71,778  256,120  698,820  855,681  1172753  1183579   15,370    4,544

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     30,479)
   4,768   12,494    4,567   10,305   11,020   19,640   28,081   10,839    2,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      6.0     21.6     58.8     72.0     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      28       21       38       41       39       85       82
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,920
COMMITMENTS
   1,778    1,322      596   33,148   33,938   35,522   35,856      398       64

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,392)
     120      240       80    1,364    1,072    1,564    1,392     -172        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      3.7      1.7     92.3     94.5     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        6        6       36       29       42       37
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,395
COMMITMENTS
       0        0        0    6,967    7,244    6,967    7,244      428      151

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:         46)
       0        0        0       46       46       46       46        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.2     98.0     94.2     98.0      5.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       16       13       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,061
COMMITMENTS
   3,222        0       86   16,210   19,841   19,518   19,927    1,543    1,134

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:         52)
       0        0        0       22       52       22       52       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      0.0      0.4     77.0     94.2     92.7     94.6      7.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       19       19       21       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,702
COMMITMENTS
     160      620      570   27,531   28,814   28,261   30,004    2,441      698

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        175)
       0        0        0       11      175       11      175      164        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.0      1.9     89.7     93.9     92.0     97.7      8.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       26       22       29       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,519
COMMITMENTS
       0        0        0   26,045   25,663   26,045   25,663      474      856

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        464)
       0        0        0      464      464      464      464        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.2     96.8     98.2     96.8      1.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       13       15       13
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,702
COMMITMENTS
     860        0        0   10,080   11,796   10,940   11,796    1,762      906

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      178      210      178      210       32        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.0      0.0     79.4     92.9     86.1     92.9     13.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       16       16       16
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,644
COMMITMENTS
       0        0        0    9,577    9,630    9,577    9,630    1,067    1,014

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        -66)
       0        0        0      -86      -26      -86      -26       20      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.0     90.5     90.0     90.5     10.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       17       17       17
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| 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:       11,952
COMMITMENTS
       0        0        0   11,530   10,906   11,530   10,906      422    1,046

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -168)
       0        0        0     -184     -208     -184     -208       16       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.5     91.2     96.5     91.2      3.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       22       16       22       16
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      102,318
COMMITMENTS
   6,197    8,045        0   96,121   94,273  102,318  102,318        0        0

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      2,910)
       0        0        0    2,910    2,910    2,910    2,910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      7.9      0.0     93.9     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       13       10       14       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,685,856
COMMITMENTS
  71,728   93,120        0  1614128  1592736  1685856  1685856        0        0

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     23,240)
  -7,760        0        0   31,000   23,240   23,240   23,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      5.5      0.0     95.7     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       12        7       13        9
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      155,320
COMMITMENTS
  13,761    7,067        0  141,559  146,973  155,320  154,040        0    1,280

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      7,196)
     440        0        0    6,756    7,196    7,196    7,196        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      4.5      0.0     91.1     94.6    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        0       17       23       21       24
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,254,459
COMMITMENTS
 109,064   48,208   31,360  2114035  2174891  2254459  2254459        0        0

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:    -27,622)
       0   -7,760        0  -27,622  -19,862  -27,622  -27,622        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.1      1.4     93.8     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        1       15       19       18       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      683,081
COMMITMENTS
       0   70,000        0  683,081  613,081  683,081  683,081        0        0

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:    204,335)
       0        0        0  204,335  204,335  204,335  204,335        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.2      0.0    100.0     89.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       13       12       14
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,920
COMMITMENTS
       0       50       90   16,950   17,735   17,040   17,875      880       45

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -866)
       0       50       90     -976     -931     -886     -791       20      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.5     94.6     99.0     95.1     99.7      4.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       28       26       29       27
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,059
COMMITMENTS
       0        0        0    6,197    6,999    6,197    6,999      862       60

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,055)
       0        0        0      885    1,055      885    1,055      170        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.8     99.2     87.8     99.2     12.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       20       17       20       17
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,655
COMMITMENTS
       0        0        0    9,995   10,030    9,995   10,030      660      625

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,017)
       0        0        0    1,132    1,087    1,132    1,087     -115      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.8     94.1     93.8     94.1      6.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       19       20       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,203,679
COMMITMENTS
 204,490  156,607  288,748  589,809  656,131  1083047  1101486  120,632  102,193

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     12,041)
   4,993   -3,203    9,191   -7,792    1,809    6,392    7,797    5,649    4,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     13.0     24.0     49.0     54.5     90.0     91.5     10.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      98       93      140       76       89      261      250
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      215,636
COMMITMENTS
  33,980   36,273    8,036  155,117  127,309  197,133  171,618   18,503   44,018

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      6,867)
   6,026    1,626      -71   13,020    9,121   18,975   10,676  -12,108   -3,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     16.8      3.7     71.9     59.0     91.4     79.6      8.6     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        5        7       26       26       35       33
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       65,955
COMMITMENTS
   5,087      550    2,470   58,143   62,685   65,700   65,705      255      250

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,580)
    -349       25      100    2,002    3,643    1,753    3,768     -173   -2,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      0.8      3.7     88.2     95.0     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        2        4       39       43       47       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      183,438
COMMITMENTS
  27,894   46,454   23,231  121,821  104,353  172,946  174,038   10,492    9,400

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      3,452)
     908      161    1,577     -314      356    2,171    2,094    1,281    1,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     25.3     12.7     66.4     56.9     94.3     94.9      5.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14       20       28       18       18       48       50
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,633
COMMITMENTS
   4,866    2,725    3,259   28,729   31,644   36,854   37,628    3,779    3,005

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      2,843)
    -933     -223      213    5,003    4,055    4,283    4,045   -1,440   -1,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      6.7      8.0     70.7     77.9     90.7     92.6      9.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        5       12       14       20       19
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      110,046
COMMITMENTS
   7,146    2,373    7,709   50,623   71,321   65,478   81,403   44,568   28,643

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     -2,412)
     183     -788     -156    2,189    7,613    2,216    6,669   -4,628   -9,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      2.2      7.0     46.0     64.8     59.5     74.0     40.5     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       17       18       20       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,591
COMMITMENTS
   2,850    2,583      510   36,076   36,096   39,436   39,189      155      402

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,150)
       0     -150        0    1,600    1,525    1,600    1,375     -450     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      6.5      1.3     91.1     91.2     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        6        1       28       32       30       39
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,182
COMMITMENTS
  10,839    2,486      154    2,705   13,021   13,698   15,661    2,484      521

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:         53)
     362       59      -31     -267       40       64       68      -11      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0     15.4      1.0     16.7     80.5     84.6     96.8     15.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      73       15        3       17       26       93       43
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       24,233
COMMITMENTS
  12,535    3,604      303    6,297   18,908   19,135   22,815    5,098    1,418

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,071)
   1,380      -27       -1     -533    1,230      846    1,202      225     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7     14.9      1.3     26.0     78.0     79.0     94.1     21.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      47       13        3       11       24       60       38
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      214,629
COMMITMENTS
  73,923   10,947   14,700  106,225  173,418  194,848  199,065   19,781   15,564

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      4,219)
   2,850      862      316       37    3,100    3,203    4,278    1,016      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4      5.1      6.8     49.5     80.8     90.8     92.7      9.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      67       21       40       78       86      161      134
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,223
COMMITMENTS
   1,250      900      100    8,623    8,973    9,973    9,973      250      250

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        739)
       0        0        0      789    1,439      789    1,439      -50     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      8.8      1.0     84.3     87.8     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        1        1       29       32       33       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,044
COMMITMENTS
   1,472        0      101   32,686   35,840   34,259   35,941    1,785      103

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,315)
     200        0        0      595    1,365      795    1,365      520      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.3     90.7     99.4     95.0     99.7      5.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        0        1       34       26       37       27
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,127
COMMITMENTS
   1,137        0      113   21,494   21,845   22,744   21,958      383    1,169

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        710)
     175        0      -50      625      710      750      660      -40       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.0      0.5     92.9     94.5     98.3     94.9      1.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       20       15       22       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,071
COMMITMENTS
     300       50        0   17,871   19,021   18,171   19,071      900        0

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,295)
      50        0        0      944    1,345      994    1,345      301      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.3      0.0     93.7     99.7     95.3    100.0      4.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        0       24       32       27       33
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,309
COMMITMENTS
       0      455        0    3,238    3,087    3,238    3,542    1,071      767

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        160)
       0        0        0       55      130       55      130      105       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.6      0.0     75.1     71.6     75.1     82.2     24.9     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       18       17       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,386
COMMITMENTS
     270        0        0   15,433   16,251   15,703   16,251      683      135

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:         23)
     120        0        0      -27      -27       93      -27      -70       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     94.2     99.2     95.8     99.2      4.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       21       11       22       11
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,481
COMMITMENTS
   2,519      768      114   22,143   24,429   24,776   25,311      705      170

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        -15)
     636        0        0    1,178    1,077    1,814    1,077   -1,829   -1,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      3.0      0.4     86.9     95.9     97.2     99.3      2.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        1        2       28       27       33       30
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,817
COMMITMENTS
   1,174      217        0    8,377    9,334    9,551    9,551      266      266

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        594)
       5        0        0      798      659      803      659     -209      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      2.2      0.0     85.3     95.1     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        0       25       23       26       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 06/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,496
COMMITMENTS
   6,494      681      669   46,932   55,906   54,095   57,256    4,401    1,240

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -243)
  -1,082      132     -750    1,640    1,227     -192      609      -51     -852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      1.2      1.1     80.2     95.6     92.5     97.9      7.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        2        5       27       36       34       43
```

----

Updated June 12, 2009