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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    41,825:     2,397         25        500     38,861     41,287     41,758     41,812:        67         13
Old  :    41,825:     2,397         25        500     38,861     41,287     41,758     41,812:        67         13
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     2,158:        50          0         50      2,282      2,133      2,382      2,183:      -224        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        0.1        1.2       92.9       98.7       99.8      100.0:       0.2        0.0
Old  :     100.0:       5.7        0.1        1.2       92.9       98.7       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         4          1          2         37         38         42         41:
Old  :        49:         4          1          2         37         38         42         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       54.7       61.5       69.9       31.9       38.1       40.5       45.4
Old  :                 38.8       54.7       61.5       69.9       31.9       38.1       40.5       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    24,215:       550        120         75     23,475     23,870     24,100     24,065:       115        150
Old  :    24,215:       550        120         75     23,475     23,870     24,100     24,065:       115        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       151:         0          0          0        391        286        391        286:      -240       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        0.5        0.3       96.9       98.6       99.5       99.4:       0.5        0.6
Old  :     100.0:       2.3        0.5        0.3       96.9       98.6       99.5       99.4:       0.5        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         1          1          1         33         35         35         37:
Old  :        44:         1          1          1         33         35         35         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       56.2       72.3       77.3       34.4       39.8       43.8       48.0
Old  :                 55.6       56.2       72.3       77.3       34.4       39.8       43.8       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     7,188:       677         25        452      4,732      5,737      5,861      6,214:     1,327        974
Old  :     7,188:       677         25        452      4,732      5,737      5,861      6,214:     1,327        974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :        26:         0          0          0        -12          9        -12          9:        38         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        0.3        6.3       65.8       79.8       81.5       86.4:      18.5       13.6
Old  :     100.0:       9.4        0.3        6.3       65.8       79.8       81.5       86.4:      18.5       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          1          1         17         19         18         21:
Old  :        22:         1          1          1         17         19         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       61.9       72.7       70.3       50.4       55.3       57.7       60.5
Old  :                 58.9       61.9       72.7       70.3       50.4       55.3       57.7       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    11,724:       332        531        281     10,299     10,113     10,912     10,925:       812        799
Old  :    11,724:       332        531        281     10,299     10,113     10,912     10,925:       812        799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       526:        20        175        -98        932        699        854        776:      -328       -250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        4.5        2.4       87.8       86.3       93.1       93.2:       6.9        6.8
Old  :     100.0:       2.8        4.5        2.4       87.8       86.3       93.1       93.2:       6.9        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         3          4          3         41         44         44         51:
Old  :        52:         3          4          3         41         44         44         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       35.2       47.7       50.2       29.9       30.5       41.2       39.6
Old  :                 32.8       35.2       47.7       50.2       29.9       30.5       41.2       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     8,896:        15         15        285      7,906      7,794      8,206      8,094:       690        802
Old  :     8,896:        15         15        285      7,906      7,794      8,206      8,094:       690        802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       644:         0          0         75        472        436        547        511:        97        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.2        3.2       88.9       87.6       92.2       91.0:       7.8        9.0
Old  :     100.0:       0.2        0.2        3.2       88.9       87.6       92.2       91.0:       7.8        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         1          1          3         45         49         48         52:
Old  :        56:         1          1          3         45         49         48         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       23.5       45.9       38.1       31.0       19.2       41.5       31.5
Old  :                 34.4       23.5       45.9       38.1       31.0       19.2       41.5       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     3,352:       720         45          0      1,824      2,927      2,544      2,972:       808        380
Old  :     3,352:       720         45          0      1,824      2,927      2,544      2,972:       808        380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       -18:         0          0          0         95         13         95         13:      -113        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        1.3        0.0       54.4       87.3       75.9       88.7:      24.1       11.3
Old  :     100.0:      21.5        1.3        0.0       54.4       87.3       75.9       88.7:      24.1       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          0         16         20         17         21:
Old  :        24:         1          1          0         16         20         17         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       43.8       59.3       65.6       42.0       38.2       50.9       56.5
Old  :                 44.5       43.8       59.3       65.6       42.0       38.2       50.9       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     2,400:         0          0          0      1,517      1,810      1,517      1,810:       883        590
Old  :     2,400:         0          0          0      1,517      1,810      1,517      1,810:       883        590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :        27:         0          0          0        142         34        142         34:      -115         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       63.2       75.4       63.2       75.4:      36.8       24.6
Old  :     100.0:       0.0        0.0        0.0       63.2       75.4       63.2       75.4:      36.8       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         17         15         17         15:
Old  :        23:         0          0          0         17         15         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       38.7       52.0       62.5       34.2       38.7       46.7       60.8
Old  :                 37.0       38.7       52.0       62.5       34.2       38.7       46.7       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 GALLONS)                                               :
     :          :                                                                            :
All  :     7,462:         0          0          0      7,462      7,462      7,462      7,462:         0          0
Old  :     7,462:         0          0          0      7,462      7,462      7,462      7,462:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         16         16         16         16:
Old  :        20:         0          0          0         16         16         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.1       61.2       88.5       84.4       41.6       46.7       50.3       51.3
Old  :                 75.1       61.2       88.5       84.4       41.6       46.7       50.3       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   323,723:    39,011     10,093     59,933    174,736    220,724    273,680    290,750:    50,043     32,973
Old  :   323,723:    39,011     10,093     59,933    174,736    220,724    273,680    290,750:    50,043     32,973
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     8,512:      -837     -3,235      3,202      5,657      6,108      8,022      6,075:       490      2,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        3.1       18.5       54.0       68.2       84.5       89.8:      15.5       10.2
Old  :     100.0:      12.1        3.1       18.5       54.0       68.2       84.5       89.8:      15.5       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        35         22         42         63         65        123        113:
Old  :       136:        35         22         42         63         65        123        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       24.5       30.6       37.1       12.0       15.4       19.5       22.0
Old  :                 19.9       24.5       30.6       37.1       12.0       15.4       19.5       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                            Code-022653
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    62,768:     1,111      6,504     16,961     39,053     35,247     57,124     58,711:     5,644      4,057
Old  :    62,768:     1,111      6,504     16,961     39,053     35,247     57,124     58,711:     5,644      4,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8       10.4       27.0       62.2       56.2       91.0       93.5:       9.0        6.5
Old  :     100.0:       1.8       10.4       27.0       62.2       56.2       91.0       93.5:       9.0        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          5          8         12         12         20         20:
Old  :        20:         3          5          8         12         12         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       43.3       64.6       69.4       12.6       11.5       16.5       17.6
Old  :                 38.3       43.3       64.6       69.4       12.6       11.5       16.5       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1000 BARRELS)                                                :
     :          :                                                                            :
All  :    23,506:       631        168        447     22,294     22,291     23,372     22,906:       134        600
Old  :    23,506:       631        168        447     22,294     22,291     23,372     22,906:       134        600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     1,553:        -6          0          0      1,878      1,455      1,872      1,455:      -319         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        0.7        1.9       94.8       94.8       99.4       97.4:       0.6        2.6
Old  :     100.0:       2.7        0.7        1.9       94.8       94.8       99.4       97.4:       0.6        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:         4          3          5         41         54         48         59:
Old  :        67:         4          3          5         41         54         48         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       22.0       55.7       39.2       31.0       18.7       42.2       31.3
Old  :                 37.6       22.0       55.7       39.2       31.0       18.7       42.2       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    22,860:       505          0        150     20,640     21,400     21,295     21,550:     1,565      1,310
Old  :    22,860:       505          0        150     20,640     21,400     21,295     21,550:     1,565      1,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       625:       210          0          0      1,320        775      1,530        775:      -905       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        0.0        0.7       90.3       93.6       93.2       94.3:       6.8        5.7
Old  :     100.0:       2.2        0.0        0.7       90.3       93.6       93.2       94.3:       6.8        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          0          1         27         26         31         27:
Old  :        36:         4          0          1         27         26         31         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       47.5       68.7       68.4       33.7       36.1       43.2       47.3
Old  :                 51.3       47.5       68.7       68.4       33.7       36.1       43.2       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE                                            Code-02265U
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    20,399:     6,759          0        431     13,044     18,153     20,234     18,584:       165      1,815
Old  :    20,399:     6,759          0        431     13,044     18,153     20,234     18,584:       165      1,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       411:      -450          0        171        525        375        246        546:       165       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        0.0        2.1       63.9       89.0       99.2       91.1:       0.8        8.9
Old  :     100.0:      33.1        0.0        2.1       63.9       89.0       99.2       91.1:       0.8        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          0          2         13         14         18         16:
Old  :        23:         5          0          2         13         14         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       66.0       88.4       82.4       63.4       60.0       80.1       73.4
Old  :                 68.1       66.0       88.4       82.4       63.4       60.0       80.1       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-022A22
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1000 BARRELS)                                                :
     :          :                                                                            :
All  :     2,927:        50         50        100      2,127      2,487      2,277      2,637:       650        290
Old  :     2,927:        50         50        100      2,127      2,487      2,277      2,637:       650        290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       750:         0          0          0        600        650        600        650:       150        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        1.7        3.4       72.7       85.0       77.8       90.1:      22.2        9.9
Old  :     100.0:       1.7        1.7        3.4       72.7       85.0       77.8       90.1:      22.2        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          1         17         14         19         16:
Old  :        24:         1          1          1         17         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       48.2       58.1       70.4       39.3       44.3       49.5       60.1
Old  :                 41.9       48.2       58.1       70.4       39.3       44.3       49.5       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  :   960,703:   130,855    216,467    357,714    371,495    336,683    860,064    910,864:   100,639     49,838
Old  :   960,703:   130,855    216,467    357,714    371,495    336,683    860,064    910,864:   100,639     49,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    13,518:   -23,562     -9,922     15,465     18,962      7,563     10,864     13,106:     2,654        412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       22.5       37.2       38.7       35.0       89.5       94.8:      10.5        5.2
Old  :     100.0:      13.6       22.5       37.2       38.7       35.0       89.5       94.8:      10.5        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        83         88        115         84         73        239        213:
Old  :       268:        83         88        115         84         73        239        213:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       40.4       42.5       53.1       10.2       17.9       14.0       21.6
Old  :                 32.3       40.4       42.5       53.1       10.2       17.9       14.0       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    88,990:     1,485        590      2,312     77,624     79,263     81,421     82,165:     7,569      6,825
Old  :    88,990:     1,485        590      2,312     77,624     79,263     81,421     82,165:     7,569      6,825
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :        56:       407        590         52        365       -405        824        237:      -768       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        0.7        2.6       87.2       89.1       91.5       92.3:       8.5        7.7
Old  :     100.0:       1.7        0.7        2.6       87.2       89.1       91.5       92.3:       8.5        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         1          2          3         24         27         27         30:
Old  :        30:         1          2          3         24         27         27         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       40.6       70.3       59.0       48.2       33.6       58.7       49.6
Old  :                 51.8       40.6       70.3       59.0       48.2       33.6       58.7       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    57,022:     1,296     12,704      1,485     44,640     25,039     47,421     39,228:     9,601     17,794
Old  :    57,022:     1,296     12,704      1,485     44,640     25,039     47,421     39,228:     9,601     17,794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :        61:         0       -454        248       -144          0        104       -206:       -43        267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       22.3        2.6       78.3       43.9       83.2       68.8:      16.8       31.2
Old  :     100.0:       2.3       22.3        2.6       78.3       43.9       83.2       68.8:      16.8       31.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          3         15         15         18         18:
Old  :        22:         1          2          3         15         15         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       42.0       68.5       55.0       40.8       33.3       56.6       44.8
Old  :                 48.8       42.0       68.5       55.0       40.8       33.3       56.6       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    81,800:     4,177          0      2,914     67,076     67,510     74,167     70,424:     7,633     11,376
Old  :    81,800:     4,177          0      2,914     67,076     67,510     74,167     70,424:     7,633     11,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :      -728:       554          0       -734       -548       -240       -728       -974:         0        246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        0.0        3.6       82.0       82.5       90.7       86.1:       9.3       13.9
Old  :     100.0:       5.1        0.0        3.6       82.0       82.5       90.7       86.1:       9.3       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         3          0          3         25         26         29         29:
Old  :        33:         3          0          3         25         26         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       33.5       51.0       51.1       27.7       28.9       45.3       42.7
Old  :                 30.6       33.5       51.0       51.1       27.7       28.9       45.3       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    94,814:         0          0          0     82,481     83,696     82,481     83,696:    12,333     11,118
Old  :    94,814:         0          0          0     82,481     83,696     82,481     83,696:    12,333     11,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :        12:         0          0          0        -50          0        -50          0:        62         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       87.0       88.3       87.0       88.3:      13.0       11.7
Old  :     100.0:       0.0        0.0        0.0       87.0       88.3       87.0       88.3:      13.0       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          0          0         23         22         23         22:
Old  :        26:         0          0          0         23         22         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       42.5       62.1       61.3       32.4       29.7       45.8       46.3
Old  :                 41.6       42.5       62.1       61.3       32.4       29.7       45.8       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    88,371:     3,357      2,541      5,079     72,576     75,882     81,012     83,502:     7,359      4,869
Old  :    88,371:     3,357      2,541      5,079     72,576     75,882     81,012     83,502:     7,359      4,869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       551:     3,162     -1,583       -251     -3,390      2,385       -479        551:     1,030          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        2.9        5.7       82.1       85.9       91.7       94.5:       8.3        5.5
Old  :     100.0:       3.8        2.9        5.7       82.1       85.9       91.7       94.5:       8.3        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         2          3          3         25         27         28         32:
Old  :        38:         2          3          3         25         27         28         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       33.4       61.2       49.4       38.7       29.3       52.9       41.0
Old  :                 43.2       33.4       61.2       49.4       38.7       29.3       52.9       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                  Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   119,195:         0      5,306      6,607    106,300    100,932    112,907    112,845:     6,288      6,350
Old  :   119,195:         0      5,306      6,607    106,300    100,932    112,907    112,845:     6,288      6,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :        81:         0        198       -620        768        452        148         30:       -67         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.5        5.5       89.2       84.7       94.7       94.7:       5.3        5.3
Old  :     100.0:       0.0        4.5        5.5       89.2       84.7       94.7       94.7:       5.3        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         0          3          3         22         30         25         33:
Old  :        38:         0          3          3         22         30         25         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       33.3       75.6       52.2       53.2       32.8       65.0       50.2
Old  :                 58.5       33.3       75.6       52.2       53.2       32.8       65.0       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                        Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    36,852:         0      4,405        630     33,519     26,427     34,149     31,462:     2,703      5,390
Old  :    36,852:         0      4,405        630     33,519     26,427     34,149     31,462:     2,703      5,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       12.0        1.7       91.0       71.7       92.7       85.4:       7.3       14.6
Old  :     100.0:       0.0       12.0        1.7       91.0       71.7       92.7       85.4:       7.3       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          2          2         16         13         18         15:
Old  :        20:         0          2          2         16         13         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       51.0       77.8       71.7       56.0       45.1       71.5       61.1
Old  :                 57.6       51.0       77.8       71.7       56.0       45.1       71.5       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    74,298:     1,169     11,232     11,400     56,982     43,890     69,551     66,522:     4,747      7,776
Old  :    74,298:     1,169     11,232     11,400     56,982     43,890     69,551     66,522:     4,747      7,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :      -513:    -1,031      2,490     -2,932      3,388       -675       -575     -1,117:        62        604
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       15.1       15.3       76.7       59.1       93.6       89.5:       6.4       10.5
Old  :     100.0:       1.6       15.1       15.3       76.7       59.1       93.6       89.5:       6.4       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          2          3         15         17         18         20:
Old  :        24:         1          2          3         15         17         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       50.7       79.4       73.0       40.9       31.7       49.9       43.7
Old  :                 63.1       50.7       79.4       73.0       40.9       31.7       49.9       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                      Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    55,734:     1,192          0        310     41,974     47,459     43,476     47,769:    12,258      7,965
Old  :    55,734:     1,192          0        310     41,974     47,459     43,476     47,769:    12,258      7,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       305:         0          0          0        305       -271        305       -271:         0        576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        0.0        0.6       75.3       85.2       78.0       85.7:      22.0       14.3
Old  :     100.0:       2.1        0.0        0.6       75.3       85.2       78.0       85.7:      22.0       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          0          1         22         20         23         21:
Old  :        26:         1          0          1         22         20         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       51.6       49.4       66.9       31.7       45.5       44.6       54.8
Old  :                 32.6       51.6       49.4       66.9       31.7       45.5       44.6       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                          Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    99,180:     3,007      1,334      7,420     81,465     82,657     91,892     91,411:     7,288      7,769
Old  :    99,180:     3,007      1,334      7,420     81,465     82,657     91,892     91,411:     7,288      7,769
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    -1,186:     1,280       -932       -419     -1,956          8     -1,095     -1,343:       -91        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        1.3        7.5       82.1       83.3       92.7       92.2:       7.3        7.8
Old  :     100.0:       3.0        1.3        7.5       82.1       83.3       92.7       92.2:       7.3        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         3          2          5         27         30         32         35:
Old  :        39:         3          2          5         27         30         32         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       38.3       56.2       55.6       29.1       36.9       42.3       50.5
Old  :                 33.4       38.3       56.2       55.6       29.1       36.9       42.3       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                            Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  : 2,015,830:    21,925    130,009    719,799  1,268,309  1,160,255  2,010,033  2,010,063:     5,797      5,767
Old  : 2,015,830:    21,925    130,009    719,799  1,268,309  1,160,255  2,010,033  2,010,063:     5,797      5,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    27,441:    -3,428     -5,285     20,131     18,937     23,962     35,639     38,808:    -8,199    -11,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        6.4       35.7       62.9       57.6       99.7       99.7:       0.3        0.3
Old  :     100.0:       1.1        6.4       35.7       62.9       57.6       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        31         43         63         59         59        126        129:
Old  :       135:        31         43         63         59         59        126        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       30.4       53.2       48.2        8.1        6.1        9.7        8.0
Old  :                 33.8       30.4       53.2       48.2        8.1        6.1        9.7        8.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-023A39
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    68,590:         0      3,875      4,886     58,580     50,767     63,466     59,528:     5,124      9,062
Old  :    68,590:         0      3,875      4,886     58,580     50,767     63,466     59,528:     5,124      9,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     7,377:         0     -1,565        918      6,459      7,569      7,377      6,922:         0        455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.6        7.1       85.4       74.0       92.5       86.8:       7.5       13.2
Old  :     100.0:       0.0        5.6        7.1       85.4       74.0       92.5       86.8:       7.5       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          2          2         12         15         14         17:
Old  :        21:         0          2          2         12         15         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.4       35.8       90.2       56.8       71.8       32.2       77.4       50.4
Old  :                 72.4       35.8       90.2       56.8       71.8       32.2       77.4       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   128,126:         0      6,952          0    126,968    117,518    126,968    124,470:     1,158      3,656
Old  :   128,126:         0      6,952          0    126,968    117,518    126,968    124,470:     1,158      3,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.4        0.0       99.1       91.7       99.1       97.1:       0.9        2.9
Old  :     100.0:       0.0        5.4        0.0       99.1       91.7       99.1       97.1:       0.9        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          2          0         17         17         17         19:
Old  :        22:         0          2          0         17         17         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.2       57.9       88.5       76.5       41.5       42.6       53.8       51.3
Old  :                 66.2       57.9       88.5       76.5       41.5       42.6       53.8       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   223,187:    12,495     10,923      4,720    199,681    200,993    216,896    216,636:     6,291      6,551
Old  :   223,187:    12,495     10,923      4,720    199,681    200,993    216,896    216,636:     6,291      6,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     1,564:       205        302        470      1,577        778      2,252      1,550:      -688         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        4.9        2.1       89.5       90.1       97.2       97.1:       2.8        2.9
Old  :     100.0:       5.6        4.9        2.1       89.5       90.1       97.2       97.1:       2.8        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         7          1          6         42         37         50         43:
Old  :        53:         7          1          6         42         37         50         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       47.9       46.6       62.9       26.4       44.4       38.5       55.0
Old  :                 28.8       47.9       46.6       62.9       26.4       44.4       38.5       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   154,995:     1,875      3,271      2,287    139,702    145,226    143,864    150,784:    11,131      4,211
Old  :   154,995:     1,875      3,271      2,287    139,702    145,226    143,864    150,784:    11,131      4,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :        30:         0       -124          3        -63        -62        -60       -183:        90        213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        2.1        1.5       90.1       93.7       92.8       97.3:       7.2        2.7
Old  :     100.0:       1.2        2.1        1.5       90.1       93.7       92.8       97.3:       7.2        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         1          1          2         31         28         33         30:
Old  :        37:         1          1          2         31         28         33         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       46.8       60.0       66.3       37.1       45.2       48.8       63.5
Old  :                 42.4       46.8       60.0       66.3       37.1       45.2       48.8       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   273,790:    18,759        400     11,607    225,138    247,345    255,504    259,352:    18,286     14,438
Old  :   273,790:    18,759        400     11,607    225,138    247,345    255,504    259,352:    18,286     14,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     3,195:     1,215        400     -1,179      2,797      6,122      2,833      5,343:       362     -2,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        0.1        4.2       82.2       90.3       93.3       94.7:       6.7        5.3
Old  :     100.0:       6.9        0.1        4.2       82.2       90.3       93.3       94.7:       6.7        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         3          1          3         42         42         45         46:
Old  :        49:         3          1          3         42         42         45         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       27.8       56.8       47.8       28.4       25.0       40.2       43.1
Old  :                 37.9       27.8       56.8       47.8       28.4       25.0       40.2       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    93,734:         0      3,588      1,248     84,325     81,705     85,573     86,541:     8,161      7,193
Old  :    93,734:         0      3,588      1,248     84,325     81,705     85,573     86,541:     8,161      7,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       290:         0        350          0        463        919        463      1,269:      -173       -979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.8        1.3       90.0       87.2       91.3       92.3:       8.7        7.7
Old  :     100.0:       0.0        3.8        1.3       90.0       87.2       91.3       92.3:       8.7        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          4          3         19         18         22         23:
Old  :        28:         0          4          3         19         18         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       43.8       80.8       68.5       57.0       40.5       67.7       58.0
Old  :                 60.8       43.8       80.8       68.5       57.0       40.5       67.7       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    55,624:         0          0          0     50,710     48,199     50,710     48,199:     4,914      7,425
Old  :    55,624:         0          0          0     50,710     48,199     50,710     48,199:     4,914      7,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :      -191:         0          0          0       -191       -493       -191       -493:         0        302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       91.2       86.7       91.2       86.7:       8.8       13.3
Old  :     100.0:       0.0        0.0        0.0       91.2       86.7       91.2       86.7:       8.8       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         18         17         18         17:
Old  :        23:         0          0          0         18         17         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       48.8       75.4       68.9       57.2       41.5       67.6       56.9
Old  :                 60.6       48.8       75.4       68.9       57.2       41.5       67.6       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  : 3,056,387:   616,525    107,975    993,641  1,423,060  1,944,125  3,033,226  3,045,741:    23,161     10,646
Old  : 3,056,387:   616,525    107,975    993,641  1,423,060  1,944,125  3,033,226  3,045,741:    23,161     10,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    19,001:    -5,274     -7,591    -12,523     47,789     44,024     29,992     23,910:   -10,991     -4,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        3.5       32.5       46.6       63.6       99.2       99.7:       0.8        0.3
Old  :     100.0:      20.2        3.5       32.5       46.6       63.6       99.2       99.7:       0.8        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        35         23         53        109        101        167        156:
Old  :       179:        35         23         53        109        101        167        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       36.3       42.8       49.4       14.2       19.4       19.4       26.3
Old  :                 30.7       36.3       42.8       49.4       14.2       19.4       19.4       26.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  : 1,215,250:   251,851     73,861    252,559    703,871    886,008  1,208,281  1,212,428:     6,969      2,822
Old  : 1,215,250:   251,851     73,861    252,559    703,871    886,008  1,208,281  1,212,428:     6,969      2,822
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    27,127:    34,038      2,083     -3,561      5,051     30,327     35,528     28,849:    -8,401     -1,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        6.1       20.8       57.9       72.9       99.4       99.8:       0.6        0.2
Old  :     100.0:      20.7        6.1       20.8       57.9       72.9       99.4       99.8:       0.6        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        30         20         35         43         41         87         82:
Old  :        94:        30         20         35         43         41         87         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       39.6       49.7       59.3       21.5       31.7       32.3       41.5
Old  :                 30.9       39.6       49.7       59.3       21.5       31.7       32.3       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-03265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     1,892:        65        222         93      1,338      1,200      1,496      1,515:       396        377
Old  :     1,892:        65        222         93      1,338      1,200      1,496      1,515:       396        377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       11.7        4.9       70.7       63.4       79.1       80.1:      20.9       19.9
Old  :     100.0:       3.4       11.7        4.9       70.7       63.4       79.1       80.1:      20.9       19.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          2          2         15         15         17         18:
Old  :        20:         1          2          2         15         15         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       38.1       56.8       56.2       31.0       29.2       39.3       43.2
Old  :                 37.8       38.1       56.8       56.2       31.0       29.2       39.3       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                  Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :   124,679:     1,528      2,155      9,716    113,037    112,701    124,281    124,573:       398        106
Old  :   124,679:     1,528      2,155      9,716    113,037    112,701    124,281    124,573:       398        106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     2,419:      -152       -107        371      2,200      2,156      2,419      2,420:        -0         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        1.7        7.8       90.7       90.4       99.7       99.9:       0.3        0.1
Old  :     100.0:       1.2        1.7        7.8       90.7       90.4       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         1          7          8         38         34         46         42:
Old  :        47:         1          7          8         38         34         46         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       45.2       70.0       69.0        8.0        8.0       11.2       11.5
Old  :                 48.5       45.2       70.0       69.0        8.0        8.0       11.2       11.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :     7,395:         0          0          0      6,967      7,244      6,967      7,244:       428        151
Old  :     7,395:         0          0          0      6,967      7,244      6,967      7,244:       428        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       94.2       98.0       94.2       98.0:       5.8        2.0
Old  :     100.0:       0.0        0.0        0.0       94.2       98.0       94.2       98.0:       5.8        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         13         16         13         16:
Old  :        23:         0          0          0         13         16         13         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       66.3       80.0       86.9       42.9       60.2       76.0       76.7
Old  :                 45.6       66.3       80.0       86.9       42.9       60.2       76.0       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    31,588:     2,897         51        430     26,678     29,895     30,005     30,376:     1,583      1,212
Old  :    31,588:     2,897         51        430     26,678     29,895     30,005     30,376:     1,583      1,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       178:        -1          3        -33        172        130        138        100:        40         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        0.2        1.4       84.5       94.6       95.0       96.2:       5.0        3.8
Old  :     100.0:       9.2        0.2        1.4       84.5       94.6       95.0       96.2:       5.0        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          1          2         21         19         23         21:
Old  :        25:         1          1          2         21         19         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       71.1       72.1       84.4       32.6       38.7       44.1       48.6
Old  :                 43.5       71.1       72.1       84.4       32.6       38.7       44.1       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    31,210:       160        620        570     28,021     29,304     28,751     30,494:     2,459        716
Old  :    31,210:       160        620        570     28,021     29,304     28,751     30,494:     2,459        716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       508:         0          0          0        490        490        490        490:        18         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        2.0        1.8       89.8       93.9       92.1       97.7:       7.9        2.3
Old  :     100.0:       0.5        2.0        1.8       89.8       93.9       92.1       97.7:       7.9        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          1          2         26         22         29         24:
Old  :        29:         2          1          2         26         22         29         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       41.2       61.5       70.5       29.1       29.6       38.1       40.6
Old  :                 44.0       41.2       61.5       70.5       29.1       29.6       38.1       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    26,519:         0          0          0     26,045     25,663     26,045     25,663:       474        856
Old  :    26,519:         0          0          0     26,045     25,663     26,045     25,663:       474        856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       98.2       96.8       98.2       96.8:       1.8        3.2
Old  :     100.0:       0.0        0.0        0.0       98.2       96.8       98.2       96.8:       1.8        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         15         13         15         13:
Old  :        20:         0          0          0         15         13         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       84.4       83.5       92.2       50.9       71.3       71.3       76.6
Old  :                 58.2       84.4       83.5       92.2       50.9       71.3       71.3       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    12,998:       860         16         28     10,364     11,876     11,252     11,920:     1,746      1,078
Old  :    12,998:       860         16         28     10,364     11,876     11,252     11,920:     1,746      1,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       296:         0         16         28        284         80        312        124:       -16        172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        0.1        0.2       79.7       91.4       86.6       91.7:      13.4        8.3
Old  :     100.0:       6.6        0.1        0.2       79.7       91.4       86.6       91.7:      13.4        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          1          1         16         16         18         17:
Old  :        22:         1          1          1         16         16         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       51.6       65.3       80.0       39.0       44.7       59.2       62.9
Old  :                 39.9       51.6       65.3       80.0       39.0       44.7       59.2       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    24,553:         5          0          0     23,338     23,884     23,343     23,884:     1,209        669
Old  :    24,553:         5          0          0     23,338     23,884     23,343     23,884:     1,209        669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :         8:        -0          0          0        -24        359        -24        359:        33       -351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       95.1       97.3       95.1       97.3:       4.9        2.7
Old  :     100.0:       0.0        0.0        0.0       95.1       97.3       95.1       97.3:       4.9        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          0          0         20         19         21         19:
Old  :        22:         1          0          0         20         19         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       60.8       80.8       78.6       31.9       39.7       41.9       46.1
Old  :                 57.9       60.8       80.8       78.6       31.9       39.7       41.9       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MWH X OFF PEAK HOURS PER MONTH)                                       :
     :          :                                                                            :
All  :    12,118:         0          0          0     11,686     10,942     11,686     10,942:       432      1,176
Old  :    12,118:         0          0          0     11,686     10,942     11,686     10,942:       432      1,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       166:         0          0          0        156         36        156         36:        10        130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.4       90.3       96.4       90.3:       3.6        9.7
Old  :     100.0:       0.0        0.0        0.0       96.4       90.3       96.4       90.3:       3.6        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          0          0         22         17         22         17:
Old  :        22:         0          0          0         22         17         22         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       54.2       64.4       74.5       31.3       39.5       45.5       48.4
Old  :                 38.2       54.2       64.4       74.5       31.3       39.5       45.5       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                  Code-064A54
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (80 MEGAWATT HOURS)                                                        :
     :          :                                                                            :
All  :   102,318:     6,197      8,265          0     96,121     94,053    102,318    102,318:         0          0
Old  :   102,318:     6,197      8,265          0     96,121     94,053    102,318    102,318:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :         0:         0        220          0          0       -220          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        8.1        0.0       93.9       91.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       6.1        8.1        0.0       93.9       91.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          2          0         13         10         14         12:
Old  :        23:         1          2          0         13         10         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.0       74.5       88.0       95.8       73.0       74.5       87.9       94.9
Old  :                 73.0       74.5       88.0       95.8       73.0       74.5       87.9       94.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                              Code-064A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 MEGAWATT HOURS)                                                         :
     :          :                                                                            :
All  : 1,685,856:    71,728     96,800          0  1,614,128  1,589,056  1,685,856  1,685,856:         0          0
Old  : 1,685,856:    71,728     96,800          0  1,614,128  1,589,056  1,685,856  1,685,856:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :         0:         0      3,680          0          0     -3,680          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        5.7        0.0       95.7       94.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.3        5.7        0.0       95.7       94.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          2          0         12          7         13          9:
Old  :        21:         1          2          0         12          7         13          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.0       81.1       89.4       99.0       74.0       81.1       89.2       99.0
Old  :                 74.0       81.1       89.4       99.0       74.0       81.1       89.2       99.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                               Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (80 MEGAWATT HOURS)                                                        :
     :          :                                                                            :
All  :   157,068:    13,981      7,067          0    143,087    148,721    157,068    155,788:         0      1,280
Old  :   157,068:    13,981      7,067          0    143,087    148,721    157,068    155,788:         0      1,280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     1,748:       220          0          0      1,528      1,748      1,748      1,748:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        4.5        0.0       91.1       94.7      100.0       99.2:       0.0        0.8
Old  :     100.0:       8.9        4.5        0.0       91.1       94.7      100.0       99.2:       0.0        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4          1          0         17         23         21         24:
Old  :        33:         4          1          0         17         23         21         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       60.1       73.4       78.9       52.7       56.2       72.6       71.4
Old  :                 53.0       60.1       73.4       78.9       52.7       56.2       72.6       71.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                           Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (50 MEGAWATT HOURS)                                                        :
     :          :                                                                            :
All  : 2,277,699:   112,744     48,208     31,360  2,133,595  2,198,131  2,277,699  2,277,699:         0          0
Old  : 2,277,699:   112,744     48,208     31,360  2,133,595  2,198,131  2,277,699  2,277,699:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    23,240:     3,680          0          0     19,560     23,240     23,240     23,240:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        2.1        1.4       93.7       96.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.9        2.1        1.4       93.7       96.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          1          1         15         19         18         21:
Old  :        31:         3          1          1         15         19         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       64.8       87.8       81.2       61.4       64.8       82.6       80.2
Old  :                 61.4       64.8       87.8       81.2       61.4       64.8       82.6       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                           Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 MEGAWATT HOURS)                                                         :
     :          :                                                                            :
All  :   683,081:         0     70,000          0    683,081    613,081    683,081    683,081:         0          0
Old  :   683,081:         0     70,000          0    683,081    613,081    683,081    683,081:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       10.2        0.0      100.0       89.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0       10.2        0.0      100.0       89.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          1          0         12         13         12         14:
Old  :        21:         0          1          0         12         13         12         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.1       68.6       93.0       88.0       66.2       66.5       84.5       82.9
Old  :                 74.1       68.6       93.0       88.0       66.2       66.5       84.5       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE                                                  Code-066653
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    17,810:        10          0        130     16,494     17,448     16,634     17,578:     1,176        232
Old  :    17,810:        10          0        130     16,494     17,448     16,634     17,578:     1,176        232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :      -731:        10        -50         40       -911       -868       -861       -878:       130        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.0        0.7       92.6       98.0       93.4       98.7:       6.6        1.3
Old  :     100.0:       0.1        0.0        0.7       92.6       98.0       93.4       98.7:       6.6        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         1          0          1         28         29         29         30:
Old  :        34:         1          0          1         28         29         29         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       48.2       67.7       69.6       40.6       32.0       44.5       45.1
Old  :                 47.0       48.2       67.7       69.6       40.6       32.0       44.5       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-066654
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     7,851:         0          0          0      7,442      7,562      7,442      7,562:       409        290
Old  :     7,851:         0          0          0      7,442      7,562      7,442      7,562:       409        290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       649:         0          0          0      1,103        465      1,103        465:      -455        183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       94.8       96.3       94.8       96.3:       5.2        3.7
Old  :     100.0:       0.0        0.0        0.0       94.8       96.3       94.8       96.3:       5.2        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          0          0         22         18         22         18:
Old  :        24:         0          0          0         22         18         22         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       51.4       56.5       81.1       30.0       36.0       45.2       50.5
Old  :                 32.1       51.4       56.5       81.1       30.0       36.0       45.2       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-066657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    11,366:        80          0        410     10,717     10,801     11,207     11,211:       159        155
Old  :    11,366:        80          0        410     10,717     10,801     11,207     11,211:       159        155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       679:        80          0        410        703        739      1,193      1,149:      -513       -470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        3.6       94.3       95.0       98.6       98.6:       1.4        1.4
Old  :     100.0:       0.7        0.0        3.6       94.3       95.0       98.6       98.6:       1.4        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          0          1         24         19         25         20:
Old  :        26:         1          0          1         24         19         25         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       46.2       81.3       69.0       53.3       37.1       61.1       52.5
Old  :                 63.1       46.2       81.3       69.0       53.3       37.1       61.1       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                   Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 2,639,801:   192,494    100,204    944,218  1,382,457  1,496,385  2,519,169  2,540,806:   120,632     98,995
Old  : 2,639,801:   192,494    100,204    944,218  1,382,457  1,496,385  2,519,169  2,540,806:   120,632     98,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    32,171:   -13,832     11,872     14,173     57,165     34,721     57,506     60,765:   -25,336    -28,594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        3.8       35.8       52.4       56.7       95.4       96.2:       4.6        3.8
Old  :     100.0:       7.3        3.8       35.8       52.4       56.7       95.4       96.2:       4.6        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:       137         87        181         81         89        304        279:
Old  :       325:       137         87        181         81         89        304        279:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       23.6       39.8       38.9        4.9        3.5        7.2        6.1
Old  :                 25.5       23.6       39.8       38.9        4.9        3.5        7.2        6.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                             Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   101,206:     3,026     19,970     24,261     69,191     51,456     96,478     95,687:     4,728      5,519
Old  :   101,206:     3,026     19,970     24,261     69,191     51,456     96,478     95,687:     4,728      5,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :      -632:      -824        330       -384        265        697       -943        643:       311     -1,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       19.7       24.0       68.4       50.8       95.3       94.5:       4.7        5.5
Old  :     100.0:       3.0       19.7       24.0       68.4       50.8       95.3       94.5:       4.7        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          6         10         14         16         24         26:
Old  :        28:         4          6         10         14         16         24         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       54.1       77.4       71.2       42.7       35.2       49.7       46.9
Old  :                 60.9       54.1       77.4       71.2       42.7       35.2       49.7       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   219,135:    34,404     35,004      7,857    158,097    130,606    200,358    173,467:    18,777     45,668
Old  :   219,135:    34,404     35,004      7,857    158,097    130,606    200,358    173,467:    18,777     45,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     3,499:       424     -1,269       -179      2,980      3,297      3,225      1,849:       274      1,650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       16.0        3.6       72.1       59.6       91.4       79.2:       8.6       20.8
Old  :     100.0:      15.7       16.0        3.6       72.1       59.6       91.4       79.2:       8.6       20.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          5          6         26         26         34         33:
Old  :        38:         4          5          6         26         26         34         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       31.0       55.1       47.1       32.1       24.2       47.8       37.4
Old  :                 36.0       31.0       55.1       47.1       32.1       24.2       47.8       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   190,443:    27,777     10,700     54,243    104,586    121,875    186,606    186,819:     3,837      3,624
Old  :   190,443:    27,777     10,700     54,243    104,586    121,875    186,606    186,819:     3,837      3,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     8,531:    -3,766     -1,706      7,571      5,917      4,493      9,721     10,358:    -1,191     -1,827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        5.6       28.5       54.9       64.0       98.0       98.1:       2.0        1.9
Old  :     100.0:      14.6        5.6       28.5       54.9       64.0       98.0       98.1:       2.0        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        26         21         40         25         26         68         70:
Old  :        73:        26         21         40         25         26         68         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       38.9       49.3       59.7        8.3       12.6       13.6       16.9
Old  :                 30.8       38.9       49.3       59.7        8.3       12.6       13.6       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   604,274:    27,543     15,953     85,532    471,623    480,924    584,699    582,410:    19,575     21,864
Old  :   604,274:    27,543     15,953     85,532    471,623    480,924    584,699    582,410:    19,575     21,864
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    15,825:      -933     -1,051      2,666     16,481     17,481     18,214     19,096:    -2,388     -3,270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        2.6       14.2       78.0       79.6       96.8       96.4:       3.2        3.6
Old  :     100.0:       4.6        2.6       14.2       78.0       79.6       96.8       96.4:       3.2        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         6          3          9         32         33         41         42:
Old  :        42:         6          3          9         32         33         41         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       29.7       52.0       48.9       11.5       10.0       16.0       15.1
Old  :                 31.0       29.7       52.0       48.9       11.5       10.0       16.0       15.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    68,190:     4,989        500      2,495     60,528     65,095     68,012     68,090:       178        100
Old  :    68,190:     4,989        500      2,495     60,528     65,095     68,012     68,090:       178        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     2,235:       -98        -50         25      2,385      2,410      2,312      2,385:       -77       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        0.7        3.7       88.8       95.5       99.7       99.9:       0.3        0.1
Old  :     100.0:       7.3        0.7        3.7       88.8       95.5       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         7          1          4         39         44         47         48:
Old  :        57:         7          1          4         39         44         47         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       33.2       67.6       51.2       37.5       26.0       48.3       39.9
Old  :                 47.4       33.2       67.6       51.2       37.5       26.0       48.3       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   178,751:    25,055     43,747     22,530    123,074    104,758    170,659    171,035:     8,092      7,716
Old  :   178,751:    25,055     43,747     22,530    123,074    104,758    170,659    171,035:     8,092      7,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    -4,687:    -2,839     -2,707       -701      1,253        405     -2,287     -3,003:    -2,400     -1,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       24.5       12.6       68.9       58.6       95.5       95.7:       4.5        4.3
Old  :     100.0:      14.0       24.5       12.6       68.9       58.6       95.5       95.7:       4.5        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         9         20         25         22         22         49         50:
Old  :        53:         9         20         25         22         22         49         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       37.2       57.3       55.8       17.0       18.1       27.8       24.2
Old  :                 40.5       37.2       57.3       55.8       17.0       18.1       27.8       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                          Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    44,933:     5,341      2,770      6,114     30,500     33,726     41,955     42,610:     2,978      2,323
Old  :    44,933:     5,341      2,770      6,114     30,500     33,726     41,955     42,610:     2,978      2,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     4,300:       475         45      2,855      1,771      2,082      5,101      4,982:      -801       -682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        6.2       13.6       67.9       75.1       93.4       94.8:       6.6        5.2
Old  :     100.0:      11.9        6.2       13.6       67.9       75.1       93.4       94.8:       6.6        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          4          6         12         14         21         20:
Old  :        23:         4          4          6         12         14         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       48.7       68.8       69.2       24.2       18.4       27.7       25.8
Old  :                 42.6       48.7       68.8       69.2       24.2       18.4       27.7       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06765M
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    59,123:     1,200      1,035      1,260     38,451     45,150     40,911     47,445:    18,212     11,678
Old  :    59,123:     1,200      1,035      1,260     38,451     45,150     40,911     47,445:    18,212     11,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        1.8        2.1       65.0       76.4       69.2       80.2:      30.8       19.8
Old  :     100.0:       2.0        1.8        2.1       65.0       76.4       69.2       80.2:      30.8       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          1         15         17         17         18:
Old  :        20:         1          1          1         15         17         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       45.3       56.3       60.4       27.1       28.1       33.1       39.6
Old  :                 44.2       45.3       56.3       60.4       27.1       28.1       33.1       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-06765N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   110,524:     7,206      2,353      7,749     53,794     72,073     68,749     82,175:    41,775     28,349
Old  :   110,524:     7,206      2,353      7,749     53,794     72,073     68,749     82,175:    41,775     28,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       478:        60        -20         40      3,171        752      3,271        772:    -2,793       -294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        2.1        7.0       48.7       65.2       62.2       74.4:      37.8       25.6
Old  :     100.0:       6.5        2.1        7.0       48.7       65.2       62.2       74.4:      37.8       25.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          3         18         18         21         21:
Old  :        22:         2          1          3         18         18         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       31.9       41.7       52.2       16.1       24.4       24.2       34.4
Old  :                 27.9       31.9       41.7       52.2       16.1       24.4       24.2       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    40,676:     2,850      2,283        510     37,211     37,781     40,571     40,574:       105        102
Old  :    40,676:     2,850      2,283        510     37,211     37,781     40,571     40,574:       105        102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     1,085:         0       -300          0      1,135      1,685      1,135      1,385:       -50       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        5.6        1.3       91.5       92.9       99.7       99.7:       0.3        0.3
Old  :     100.0:       7.0        5.6        1.3       91.5       92.9       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         2          5          1         30         33         32         39:
Old  :        47:         2          5          1         30         33         32         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       31.3       75.7       49.3       56.1       29.2       66.0       45.6
Old  :                 61.4       31.3       75.7       49.3       56.1       29.2       66.0       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    16,465:    11,074      2,644        184      2,821     13,117     14,079     15,945:     2,386        520
Old  :    16,465:    11,074      2,644        184      2,821     13,117     14,079     15,945:     2,386        520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       283:       235        158         30        116         96        381        284:       -98         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.3       16.1        1.1       17.1       79.7       85.5       96.8:      14.5        3.2
Old  :     100.0:      67.3       16.1        1.1       17.1       79.7       85.5       96.8:      14.5        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        69         14          4         19         27         91         44:
Old  :       126:        69         14          4         19         27         91         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       42.9       44.2       60.4       33.6       42.5       44.2       59.4
Old  :                 33.6       42.9       44.2       60.4       33.6       42.5       44.2       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :    23,901:    12,654      3,511        393      6,375     18,707     19,422     22,611:     4,479      1,290
Old  :    23,901:    12,654      3,511        393      6,375     18,707     19,422     22,611:     4,479      1,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :      -332:       119        -93         90         78       -201        287       -204:      -619       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.9       14.7        1.6       26.7       78.3       81.3       94.6:      18.7        5.4
Old  :     100.0:      52.9       14.7        1.6       26.7       78.3       81.3       94.6:      18.7        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        51         13          4         12         24         65         39:
Old  :        98:        51         13          4         12         24         65         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       32.2       37.8       52.7       24.7       32.2       37.8       52.7
Old  :                 24.7       32.2       37.8       52.7       24.7       32.2       37.8       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                               Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   284,439:    72,331      9,435     49,661    137,025    206,965    259,017    266,061:    25,422     18,378
Old  :   284,439:    72,331      9,435     49,661    137,025    206,965    259,017    266,061:    25,422     18,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :    17,194:    -1,212     -1,109      5,367     12,012     13,948     16,168     18,207:     1,027     -1,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        3.3       17.5       48.2       72.8       91.1       93.5:       8.9        6.5
Old  :     100.0:      25.4        3.3       17.5       48.2       72.8       91.1       93.5:       8.9        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        65         24         49         79         86        167        142:
Old  :       191:        65         24         49         79         86        167        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       23.2       27.6       33.9       11.4       16.6       18.9       22.9
Old  :                 16.6       23.2       27.6       33.9       11.4       16.6       18.9       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    10,779:     1,280        900        100      9,125      9,629     10,505     10,629:       274        150
Old  :    10,779:     1,280        900        100      9,125      9,629     10,505     10,629:       274        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       556:        30          0          0        502        656        532        656:        24       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        8.3        0.9       84.7       89.3       97.5       98.6:       2.5        1.4
Old  :     100.0:      11.9        8.3        0.9       84.7       89.3       97.5       98.6:       2.5        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         4          1          1         33         32         37         34:
Old  :        45:         4          1          1         33         32         37         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       32.5       59.5       53.0       25.4       22.3       33.4       32.5
Old  :                 37.6       32.5       59.5       53.0       25.4       22.3       33.4       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    37,392:     1,747          0        101     34,634     37,288     36,482     37,389:       910          3
Old  :    37,392:     1,747          0        101     34,634     37,288     36,482     37,389:       910          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     1,348:       275          0          0      1,948      1,448      2,223      1,448:      -875       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        0.0        0.3       92.6       99.7       97.6      100.0:       2.4        0.0
Old  :     100.0:       4.7        0.0        0.3       92.6       99.7       97.6      100.0:       2.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3          0          1         37         29         40         30:
Old  :        45:         3          0          1         37         29         40         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       66.1       58.9       86.0       26.5       45.9       37.1       57.9
Old  :                 41.8       66.1       58.9       86.0       26.5       45.9       37.1       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    23,102:       876          0        138     21,712     21,843     22,726     21,981:       376      1,121
Old  :    23,102:       876          0        138     21,712     21,843     22,726     21,981:       376      1,121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       -25:      -261          0         25        218         -2        -18         23:        -7        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        0.0        0.6       94.0       94.6       98.4       95.1:       1.6        4.9
Old  :     100.0:       3.8        0.0        0.6       94.0       94.6       98.4       95.1:       1.6        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          0          2         20         16         22         18:
Old  :        28:         2          0          2         20         16         22         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       81.1       82.3       88.9       62.4       75.0       77.5       80.9
Old  :                 64.8       81.1       82.3       88.9       62.4       75.0       77.5       80.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    19,471:       300         50          0     19,171     19,421     19,471     19,471:         0          0
Old  :    19,471:       300         50          0     19,171     19,421     19,471     19,471:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       400:         0          0          0      1,300        400      1,300        400:      -900          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        0.3        0.0       98.5       99.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.5        0.3        0.0       98.5       99.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         3          1          0         26         32         29         33:
Old  :        44:         3          1          0         26         32         29         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       51.9       76.5       71.2       42.6       36.7       52.6       49.1
Old  :                 59.0       51.9       76.5       71.2       42.6       36.7       52.6       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                                                   Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     4,332:         0        455          0      3,363      3,154      3,363      3,609:       969        723
Old  :     4,332:         0        455          0      3,363      3,154      3,363      3,609:       969        723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :        23:         0          0          0        125         67        125         67:      -102        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       10.5        0.0       77.6       72.8       77.6       83.3:      22.4       16.7
Old  :     100.0:       0.0       10.5        0.0       77.6       72.8       77.6       83.3:      22.4       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          2          0         18         19         18         21:
Old  :        25:         0          2          0         18         19         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       38.6       68.0       60.8       52.7       37.8       63.2       58.2
Old  :                 56.0       38.6       68.0       60.8       52.7       37.8       63.2       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    18,280:       270          0          0     17,357     17,695     17,627     17,695:       653        585
Old  :    18,280:       270          0          0     17,357     17,695     17,627     17,695:       653        585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     1,894:         0          0          0      1,924      1,444      1,924      1,444:       -30        450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        0.0        0.0       95.0       96.8       96.4       96.8:       3.6        3.2
Old  :     100.0:       1.5        0.0        0.0       95.0       96.8       96.4       96.8:       3.6        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          0          0         23         11         24         11:
Old  :        26:         1          0          0         23         11         24         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       92.5       81.0       96.0       60.7       87.0       75.2       87.8
Old  :                 62.8       92.5       81.0       96.0       60.7       87.0       75.2       87.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    25,818:     2,810        768        114     22,347     24,935     25,271     25,817:       547          1
Old  :    25,818:     2,810        768        114     22,347     24,935     25,271     25,817:       547          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       337:       291          0          0        204        506        495        506:      -158       -169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        3.0        0.4       86.6       96.6       97.9      100.0:       2.1        0.0
Old  :     100.0:      10.9        3.0        0.4       86.6       96.6       97.9      100.0:       2.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         5          1          2         29         29         34         32:
Old  :        43:         5          1          2         29         29         34         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       49.1       58.3       66.8       33.0       42.9       48.5       56.6
Old  :                 37.8       49.1       58.3       66.8       33.0       42.9       48.5       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                                Code-86565D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     5,182:         0         96          0      3,858      4,569      3,858      4,665:     1,324        517
Old  :     5,182:         0         96          0      3,858      4,569      3,858      4,665:     1,324        517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.9        0.0       74.5       88.2       74.5       90.0:      25.5       10.0
Old  :     100.0:       0.0        1.9        0.0       74.5       88.2       74.5       90.0:      25.5       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          0         11         14         11         15:
Old  :        20:         0          1          0         11         14         11         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       58.8       69.7       78.5       50.8       55.9       63.7       72.7
Old  :                 54.5       58.8       69.7       78.5       50.8       55.9       63.7       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    10,338:     1,357        217          0      8,758      9,898     10,115     10,115:       223        223
Old  :    10,338:     1,357        217          0      8,758      9,898     10,115     10,115:       223        223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :       521:       183          0          0        381        564        564        564:       -43        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        2.1        0.0       84.7       95.7       97.8       97.8:       2.2        2.2
Old  :     100.0:      13.1        2.1        0.0       84.7       95.7       97.8       97.8:       2.2        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          2          0         25         23         26         25:
Old  :        33:         1          2          0         25         23         26         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       48.7       62.5       69.8       36.3       33.6       49.3       46.4
Old  :                 40.3       48.7       62.5       69.8       36.3       33.6       49.3       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    59,780:     6,143        792      1,284     47,397     56,491     54,824     58,567:     4,956      1,213
Old  :    59,780:     6,143        792      1,284     47,397     56,491     54,824     58,567:     4,956      1,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2009                         :
     :     1,284:      -351        111        615        465        585        729      1,311:       555        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        1.3        2.1       79.3       94.5       91.7       98.0:       8.3        2.0
Old  :     100.0:      10.3        1.3        2.1       79.3       94.5       91.7       98.0:       8.3        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         7          3          5         28         36         35         44:
Old  :        48:         7          3          5         28         36         35         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       28.6       48.3       48.9       22.3       20.4       33.0       32.9
Old  :                 27.5       28.6       48.3       48.9       22.3       20.4       33.0       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 19, 2009