```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,509
COMMITMENTS
   1,007        0      686   37,553   38,714   39,246   39,400      263      109

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -6,761)
  -1,421      -25      150   -5,576   -6,893   -6,847   -6,768       86        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      1.7     95.0     98.0     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        0        2       35       36       38       38
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,706
COMMITMENTS
     500      120       75   23,026   23,391   23,601   23,586      105      120

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -676)
     -50        0        0     -626     -636     -676     -636        0      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.5      0.3     97.1     98.7     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       30       32       32       34
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,956
COMMITMENTS
     455        0      452    4,845    5,556    5,752    6,008    1,204      948

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -411)
    -222      -25        0      -65     -417     -287     -442     -124       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      6.5     69.7     79.9     82.7     86.4     17.3     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       20       22       21       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,455
COMMITMENTS
     509       48      217    8,910    9,272    9,636    9,537      819      918

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -1,829)
     -44     -595      -65   -1,839   -1,061   -1,948   -1,721      119     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.5      2.1     85.2     88.7     92.2     91.2      7.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        1        3       37       41       41       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,228
COMMITMENTS
     121       25      435    7,127    6,941    7,683    7,401      545      827

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -1,684)
      60       -5       -5   -1,504   -1,604   -1,449   -1,614     -235      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.3      5.3     86.6     84.4     93.4     89.9      6.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        1        4       46       47       50       51
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,104
COMMITMENTS
     720        0        0    1,637    2,758    2,357    2,758      747      346

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -477)
       0      -45        0     -489     -425     -489     -470       12       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      0.0      0.0     52.7     88.9     75.9     88.9     24.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       18       17       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        6,544
COMMITMENTS
       0        0        0    6,544    6,544    6,544    6,544        0        0

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -1,222)
       0        0        0   -1,222   -1,222   -1,222   -1,222        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       15       19       15
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      320,400
COMMITMENTS
  39,269   10,689   55,282  182,914  219,082  277,465  285,053   42,935   35,346

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      2,434)
    -599    2,766   -1,941    7,589   -1,508    5,050     -683   -2,616    3,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      3.3     17.3     57.1     68.4     86.6     89.0     13.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      34       23       44       60       66      119      115
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       64,807
COMMITMENTS
   1,856    5,550   17,790   39,513   37,171   59,159   60,511    5,648    4,296

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      1,845)
     657       87      247      869      985    1,772    1,319       73      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      8.6     27.5     61.0     57.4     91.3     93.4      8.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        5        8       12       12       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       19,988
COMMITMENTS
     651      290      150   18,898   19,202   19,699   19,642      289      346

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -6,398)
     202      122     -397   -6,126   -5,769   -6,321   -6,044      -77     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.5      0.8     94.5     96.1     98.6     98.3      1.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        3        1       37       50       41       53
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,330
COMMITMENTS
     595        0      125   19,370   21,045   20,090   21,170    2,240    1,160

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -1,240)
     140        0      -75   -1,480   -1,115   -1,415   -1,190      175      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      0.6     86.7     94.2     90.0     94.8     10.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        0        2       22       26       26       28
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,349
COMMITMENTS
   4,319       75    1,296   13,569   16,163   19,184   17,534      165    1,815

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -975)
  -1,415        0      365       75   -1,340     -975     -975        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      0.4      6.7     70.1     83.5     99.1     90.6      0.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        2       12       15       16       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      971,407
COMMITMENTS
 166,320  235,673  338,525  374,557  348,443  879,402  922,640   92,005   48,767

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     29,388)
   9,264   10,506    7,803   11,395   10,112   28,462   28,421      926      967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     24.3     34.8     38.6     35.9     90.5     95.0      9.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      89      104      125       86       73      255      235
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,567
COMMITMENTS
   1,257    1,062    1,598   77,513   75,554   80,368   78,214    5,199    7,353

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -3,938)
    -104       87     -125   -3,101   -3,487   -3,330   -3,525     -608     -413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.2      1.9     90.6     88.3     93.9     91.4      6.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        3       25       27       28       30
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,822
COMMITMENTS
     924    9,980    1,989   40,557   23,352   43,470   35,321    8,352   16,501

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -5,832)
    -372   -2,078     -385   -4,755   -3,187   -5,512   -5,650     -320     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     19.3      3.8     78.3     45.1     83.9     68.2     16.1     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        4       16       18       20       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,690
COMMITMENTS
   4,504        0    2,300   66,889   66,901   73,693   69,201    6,997   11,489

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -5,110)
      25        0     -248   -3,949   -4,761   -4,172   -5,009     -938     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      2.9     82.9     82.9     91.3     85.8      8.7     14.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,712
COMMITMENTS
       0        0        0   79,323   80,672   79,323   80,672   11,389   10,040

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -4,900)
       0        0        0   -3,832   -3,791   -3,832   -3,791   -1,068   -1,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.4     88.9     87.4     88.9     12.6     11.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,390
COMMITMENTS
   2,568    1,062    5,510   69,986   74,407   78,064   80,979    8,326    5,411

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -6,638)
    -243     -817     -638   -5,602   -5,694   -6,483   -7,149     -155      511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.2      6.4     81.0     86.1     90.4     93.7      9.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       24       26       27       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,198
COMMITMENTS
       0    6,617    5,952  100,099   93,233  106,051  105,802    6,147    6,396

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -8,240)
       0      434     -688   -7,387   -8,682   -8,075   -8,936     -165      696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      5.3     89.2     83.1     94.5     94.3      5.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        3       20       28       23       31
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,507
COMMITMENTS
       0    5,497      885   32,476   24,240   33,361   30,622    2,146    4,885

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -2,439)
       0     -105     -103   -1,899   -1,695   -2,002   -1,903     -437     -536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.5      2.5     91.5     68.3     94.0     86.2      6.0     13.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,297
COMMITMENTS
   1,047    8,633   10,645   52,105   41,748   63,797   61,026    4,500    7,271

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -5,683)
     204     -705      141   -5,843   -4,614   -5,498   -5,178     -185     -505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     12.6     15.6     76.3     61.1     93.4     89.4      6.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       14       18       17       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,473
COMMITMENTS
     150        0      310   39,853   43,384   40,313   43,694   11,160    7,779

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -4,013)
    -186        0        0   -2,729   -3,827   -2,915   -3,827   -1,098     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.6     77.4     84.3     78.3     84.9     21.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       23       20       24       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,157
COMMITMENTS
   3,449    1,158    6,940   77,520   79,027   87,909   87,125    6,248    7,032

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -6,692)
      60       68     -631   -6,290   -5,225   -6,861   -5,788      169     -904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      1.2      7.4     82.3     83.9     93.4     92.5      6.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        3        5       27       31       32       36
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,880,740
COMMITMENTS
  32,693  140,634  639,720  1203690  1096319  1876103  1876674    4,636    4,066

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     54,481)
   4,303   13,937   20,833   28,855   18,929   53,991   53,700      489      781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      7.5     34.0     64.0     58.3     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      34       39       64       60       60      128      129
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,566
COMMITMENTS
     439    3,585    4,809   54,783   46,712   60,031   55,106    4,535    9,460

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -4,322)
     439   -1,070     -172   -3,737   -3,052   -3,470   -4,294     -852      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      5.6      7.4     84.8     72.3     93.0     85.3      7.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       12       15       14       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      125,431
COMMITMENTS
   1,240    6,332        0  121,873  115,567  123,113  121,899    2,318    3,532

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -7,923)
   1,240     -992        0  -10,323   -6,755   -9,083   -7,747    1,160     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      5.0      0.0     97.2     92.1     98.2     97.2      1.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       16       17       17       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      216,886
COMMITMENTS
   9,498   10,584    5,103  196,451  195,404  211,052  211,091    5,834    5,795

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:    -10,352)
  -1,147     -187     -569   -8,354   -8,945  -10,070   -9,701     -282     -651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      4.9      2.4     90.6     90.1     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        2        5       43       39       50       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      148,225
COMMITMENTS
   1,100    2,932    2,258  134,051  138,857  137,409  144,047   10,816    4,178

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -8,026)
    -775   -1,101      280   -6,332   -6,836   -6,827   -7,657   -1,199     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      2.0      1.5     90.4     93.7     92.7     97.2      7.3      2.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      263,784
COMMITMENTS
  22,376    1,064   10,246  214,116  238,192  246,738  249,502   17,046   14,282

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:    -16,219)
   4,862       93   -3,259  -16,713  -13,971  -15,110  -17,137   -1,109      918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.4      3.9     81.2     90.3     93.5     94.6      6.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        5       40       40       45       46
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,072
COMMITMENTS
   1,062    2,654      960   79,859   78,692   81,881   82,306    7,191    6,766

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -5,150)
       6     -441     -288   -4,794   -4,203   -5,076   -4,932      -74     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      3.0      1.1     89.7     88.3     91.9     92.4      8.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       20       18       23       21
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,948
COMMITMENTS
       0        0        0   46,803   45,268   46,803   45,268    5,145    6,680

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -4,794)
       0        0        0   -4,511   -4,329   -4,511   -4,329     -283     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.1     87.1     90.1     87.1      9.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       17       18       17
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,877,611
COMMITMENTS
 625,090  141,957  864,636  1361658  1861744  2851384  2868337   26,227    9,274

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -5,716)
  -4,430   15,609   -8,358    7,492  -10,808   -5,296   -3,557     -420   -2,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      4.9     30.0     47.3     64.7     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      36       26       53      103      100      163      157
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,090,445
COMMITMENTS
 145,210   61,636  256,745  681,025  769,570  1082980  1087951    7,465    2,494

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      7,148)
   4,983   -7,628    6,922   -5,694    7,920    6,211    7,214      937      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      5.7     23.5     62.5     70.6     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      27       23       39       40       40       84       85
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,551
COMMITMENTS
       0       75        0      966    1,118      966    1,193      585      358

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8      0.0     62.3     72.1     62.3     76.9     37.7     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       16       15       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      122,228
COMMITMENTS
   2,146    3,652    6,529  112,253  111,230  120,928  121,411    1,300      818

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      3,098)
     226      729      471    2,369    1,902    3,066    3,102       32       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      3.0      5.3     91.8     91.0     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        5        7       37       34       44       42
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,216
COMMITMENTS
       0        0        0    6,810    7,087    6,810    7,087      406      129

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -303)
       0        0        0     -281     -281     -281     -281      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       31,775
COMMITMENTS
   2,783       12      443   27,215   30,072   30,441   30,527    1,334    1,248

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -697)
     -12      -15       39     -701     -701     -675     -677      -22      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.0      1.4     85.6     94.6     95.8     96.1      4.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       22       20       24       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,878
COMMITMENTS
       0      600      480   27,639   29,062   28,119   30,142    2,759      736

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -779)
     -50      -20     -130     -663     -653     -843     -803       64       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      1.6     89.5     94.1     91.1     97.6      8.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       26       22       27       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,530
COMMITMENTS
       0        0        0   25,064   24,762   25,064   24,762      466      768

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -1,229)
       0        0        0   -1,221   -1,141   -1,221   -1,141       -8      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.2     97.0     98.2     97.0      1.8      3.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,554
COMMITMENTS
     840       26       28   11,176   12,608   12,044   12,662    1,510      892

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -318)
     -20        0        0     -234     -300     -254     -300      -64      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.2      0.2     82.5     93.0     88.9     93.4     11.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       19       20       20
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,120
COMMITMENTS
       1        0        0   24,306   24,709   24,307   24,709      813      411

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -593)
      -1        0        0     -551     -588     -552     -588      -40       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.8     98.4     96.8     98.4      3.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       21       20       22       20
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| 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:       11,826
COMMITMENTS
       0        0        0   11,494   10,658   11,494   10,658      332    1,168

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -500)
       0        0        0     -484     -548     -484     -548      -16       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.2     90.1     97.2     90.1      2.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       23       18       23       18
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      527,160
COMMITMENTS
  15,840   23,440   15,520  495,800  488,200  527,160  527,160        0        0

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:    -12,848)
       0        0        0  -12,848  -12,848  -12,848  -12,848        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      4.4      2.9     94.1     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       12        5       14        7
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      102,763
COMMITMENTS
     683    7,605    5,140   96,940   90,018  102,763  102,763        0        0

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -2,040)
    -374     -660        0   -1,666   -1,380   -2,040   -2,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      7.4      5.0     94.3     87.6    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,646,952
COMMITMENTS
       0  138,608   43,792  1603160  1464552  1646952  1646952        0        0

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:    -73,344)
       0   -2,944   -4,416  -68,928  -65,984  -73,344  -73,344        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      2.7     97.3     88.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        1       13        8       14       11
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      159,777
COMMITMENTS
  11,879    1,333    5,140  142,758  152,134  159,777  158,607        0    1,170

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -6,712)
  -1,662     -594        0   -5,050   -6,008   -6,712   -6,602        0     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.8      3.2     89.3     95.2    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        1       18       24       22       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,235,316
COMMITMENTS
 162,264        0   57,904  2015148  2177412  2235316  2235316        0        0

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:    -73,536)
  -6,992        0   -4,416  -62,128  -69,120  -73,536  -73,536        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      2.6     90.2     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        2       18       20       22       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      639,801
COMMITMENTS
       0   68,160        0  639,801  571,641  639,801  639,801        0        0

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:    -54,096)
       0   -1,840        0  -54,096  -52,256  -54,096  -54,096        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.7      0.0    100.0     89.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       13       11       14
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,976
COMMITMENTS
      71       95      457   15,174   16,225   15,702   16,777    1,274      199

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -1,523)
    -475       90      167   -1,420   -1,832   -1,728   -1,575      205       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.6      2.7     89.4     95.6     92.5     98.8      7.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        3       27       29       30       33
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,088
COMMITMENTS
       0        0        0    7,833    7,809    7,833    7,809      255      280

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -501)
       0        0        0     -489     -613     -489     -613      -12      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.8     96.5     96.8     96.5      3.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       23       16       23       16
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,553
COMMITMENTS
     184        0      382   11,664   11,983   12,230   12,365      323      188

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -416)
     155      -10      -80     -530     -318     -455     -408       39       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      3.0     92.9     95.5     97.4     98.5      2.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       23       18       25       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,591,765
COMMITMENTS
 191,160  109,308  897,022  1404767  1501585  2492949  2507914   98,816   83,851

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     55,991)
 -11,012    8,157   16,647   67,947   49,041   73,582   73,845  -17,591  -17,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      4.2     34.6     54.2     57.9     96.2     96.8      3.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
     128       98      176       78       91      295      285
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      101,080
COMMITMENTS
   2,477   21,973   25,858   70,135   49,707   98,470   97,538    2,611    3,543

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      4,159)
    -465      311    2,159    2,688    1,954    4,382    4,424     -222     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     21.7     25.6     69.4     49.2     97.4     96.5      2.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        7       11       13       15       25       26
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      213,194
COMMITMENTS
  36,592   34,283    5,286  149,302  117,325  191,180  156,894   22,014   56,300

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      1,475)
     636    1,821     -418      286    1,568      504    2,971      971   -1,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     16.1      2.5     70.0     55.0     89.7     73.6     10.3     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        5        5       23       24       30       31
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      181,496
COMMITMENTS
  23,877   11,864   54,130   99,828  111,827  177,835  177,820    3,661    3,676

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      2,235)
  -1,757    1,783    1,381    2,250   -1,343    1,874    1,821      361      414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      6.5     29.8     55.0     61.6     98.0     98.0      2.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      27       20       42       28       26       71       72
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      548,796
COMMITMENTS
  29,352   14,885   74,410  426,289  440,178  530,051  529,473   18,745   19,323

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:    -19,436)
     771      254   -3,285  -17,599  -17,355  -20,112  -20,386      676      950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      2.7     13.6     77.7     80.2     96.6     96.5      3.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        3        9       32       33       41       42
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,544
COMMITMENTS
   2,585      925    2,330   55,579   57,239   60,494   60,494       50       50

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:    -13,087)
  -1,427      125     -215  -11,370  -12,922  -13,012  -13,012      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      1.5      3.8     91.8     94.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        4        3       41       41       47       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      173,659
COMMITMENTS
  19,930   43,267   19,546  126,985  101,619  166,461  164,432    7,198    9,227

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -1,721)
  -6,797      830      248    4,714   -3,157   -1,835   -2,079      114      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     24.9     11.3     73.1     58.5     95.9     94.7      4.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9       17       20       22       22       45       45
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       49,361
COMMITMENTS
  10,857    2,881    5,629   29,346   38,473   45,832   46,983    3,529    2,378

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      7,299)
   6,006      556      439    1,005    7,813    7,450    8,808     -151   -1,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      5.8     11.4     59.5     77.9     92.9     95.2      7.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        7       13       15       23       22
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,014
COMMITMENTS
   1,200      955    1,260   35,702   39,389   38,162   41,604   16,852   13,410

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -4,809)
       0      -80        0   -3,319   -3,097   -3,319   -3,177   -1,490   -1,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      1.7      2.3     64.9     71.6     69.4     75.6     30.6     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       17       16       19       17
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      109,739
COMMITMENTS
   7,311    2,189    7,614   52,413   72,536   67,338   82,339   42,401   27,400

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -1,478)
     -65     -437      -24   -2,434      -72   -2,523     -533    1,045     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      2.0      6.9     47.8     66.1     61.4     75.0     38.6     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       18       18       21       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,272
COMMITMENTS
   3,055      858      465   36,662   38,847   40,182   40,170       90      102

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -3,515)
       5   -1,275       -5   -3,500   -2,235   -3,500   -3,515      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      2.1      1.2     91.0     96.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        1       27       34       29       38
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,819
COMMITMENTS
  11,434    2,758      116    3,082   13,117   14,632   15,991    2,187      828

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:        375)
     -79      172       26      374     -110      321       88       54      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.0     16.4      0.7     18.3     78.0     87.0     95.1     13.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      62       17        2       15       23       79       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       21,965
COMMITMENTS
  12,552    2,429       46    6,066   17,789   18,664   20,264    3,301    1,701

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -1,031)
    -169     -307     -346     -137     -703     -652   -1,356     -379      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.1     11.1      0.2     27.6     81.0     85.0     92.3     15.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      47       11        2       14       23       63       34
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      244,129
COMMITMENTS
  52,578    9,564   41,272  133,531  177,405  227,381  228,240   16,748   15,888

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      1,868)
  -8,924     -788      692   11,974      564    3,742      468   -1,874    1,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      3.9     16.9     54.7     72.7     93.1     93.5      6.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      65       20       45       76       86      159      136
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,838
COMMITMENTS
   2,441      167      959   12,369   16,137   15,769   17,263    6,069    4,575

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      1,298)
     469        0      125      824    1,005    1,418    1,130     -120      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      0.8      4.4     56.6     73.9     72.2     79.1     27.8     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       14       16       16       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,246
COMMITMENTS
   1,354      920      300    8,492    8,776   10,146    9,996      100      250

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -2,036)
    -100      100     -100   -1,786   -2,036   -1,986   -2,036      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      9.0      2.9     82.9     85.7     99.0     97.6      1.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        1       29       31       34       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,059
COMMITMENTS
   1,933        0        0   35,972   39,056   37,905   39,056    1,154        3

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -2,055)
     161        0     -101   -2,091   -1,954   -2,031   -2,055      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      0.0     92.1    100.0     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        0        0       35       26       38       26
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,457
COMMITMENTS
     796        0       99   20,288   19,938   21,183   20,037      274    1,420

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -2,347)
     -88        0      -79   -2,140   -2,270   -2,307   -2,349      -40        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      0.5     94.6     92.9     98.7     93.4      1.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       19       18       21       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,146
COMMITMENTS
     150      260       50   16,946   16,836   17,146   17,146        0        0

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -3,285)
    -100        0        0   -3,185   -3,285   -3,285   -3,285        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      1.5      0.3     98.8     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        2        1       26       29       28       32
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,329
COMMITMENTS
       0      522        0    3,000    3,212    3,000    3,734    1,329      595

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -365)
       0      -68        0     -367     -241     -367     -309        2      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.1      0.0     69.3     74.2     69.3     86.3     30.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        0       17       17       17       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,702
COMMITMENTS
     245        0        0   15,566   16,097   15,811   16,097      891      605

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -1,870)
     -25        0        0   -2,083   -1,890   -2,108   -1,890      238       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     93.2     96.4     94.7     96.4      5.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       12       20       12
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,720
COMMITMENTS
   2,414    1,158      114   20,528   22,229   23,056   23,501      664      219

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -2,465)
     -27        0        0   -2,573   -2,683   -2,600   -2,683      135      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      4.9      0.5     86.5     93.7     97.2     99.1      2.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        2        2       25       30       30       34
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,572
COMMITMENTS
     546        0      149    8,679    9,221    9,374    9,370      198      202

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -1,591)
    -504     -162       68   -1,130   -1,471   -1,566   -1,565      -25      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      1.6     90.7     96.3     97.9     97.9      2.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       22       20       24       21
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,367
COMMITMENTS
   5,001      792    1,491   47,883   55,713   54,375   57,996    4,992    1,371

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -1,654)
     617       15     -459   -1,869   -1,347   -1,711   -1,791       57      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      1.3      2.5     80.7     93.8     91.6     97.7      8.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        3        3       30       36       37       40
```

----

Updated July 10, 2009