```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,596
COMMITMENTS
     765      114      168   39,407   40,181   40,340   40,463      256      133

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      2,450)
       0       25      -18    2,468    2,433    2,450    2,440        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.3      0.4     97.1     99.0     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        1       37       36       39       37
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,845
COMMITMENTS
     500      120       75   25,165   25,530   25,740   25,725      105      120

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      1,108)
       0        0        0    1,093    1,108    1,093    1,108       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.5      0.3     97.4     98.8     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       30       32       32       34
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,589
COMMITMENTS
     453      216      472    5,351    5,901    6,276    6,589    1,313    1,000

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        232)
      -2        0        0      211      383      209      383       23     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      2.8      6.2     70.5     77.8     82.7     86.8     17.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       22       21       24
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,625
COMMITMENTS
     499        0      525    9,649   10,123   10,673   10,648      952      977

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        777)
     -15        0      308      571      577      864      885      -87     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      4.5     83.0     87.1     91.8     91.6      8.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        0        4       39       46       44       50
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,841
COMMITMENTS
     221        0      265    7,652    7,775    8,138    8,040      703      801

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        140)
      35        0      -10       72      214       97      204       43      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      3.0     86.6     87.9     92.0     90.9      8.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        0        3       48       52       51       55
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,306
COMMITMENTS
     720        0        0    1,755    2,893    2,475    2,893      831      413

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:         37)
       0        0        0       47       17       47       17      -10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      0.0      0.0     53.1     87.5     74.9     87.5     25.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       19       16       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,335
COMMITMENTS
       0        0        0    7,335    7,335    7,335    7,335        0        0

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      240      259      240      259        0      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       19       16       19       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      346,640
COMMITMENTS
  44,157   21,507   58,694  202,987  231,710  305,838  311,911   40,803   34,729

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      9,835)
   6,763    2,105    2,373    2,622    6,497   11,758   10,975   -1,923   -1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      6.2     16.9     58.6     66.8     88.2     90.0     11.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      37       31       47       71       73      134      132
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       72,814
COMMITMENTS
   2,143    5,651   19,678   45,381   43,410   67,202   68,738    5,612    4,075

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      1,810)
    -131     -176      789      898    1,060    1,556    1,673      254      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      7.8     27.0     62.3     59.6     92.3     94.4      7.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        8       13       13       21       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       22,543
COMMITMENTS
     250       90      550   20,832   21,349   21,632   21,989      911      554

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      1,571)
    -200      -50      300    1,040    1,173    1,140    1,423      431      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.4      2.4     92.4     94.7     96.0     97.5      4.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        2        3       40       50       45       54
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,490
COMMITMENTS
     745        0      200   19,305   21,130   20,250   21,330    2,240    1,160

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:         75)
       0        0       75        0        0       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.9     85.8     94.0     90.0     94.8     10.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        0        2       24       25       28       27
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,789
COMMITMENTS
   4,669       50      996   12,884   15,928   18,549   16,974      240    1,815

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        -75)
   1,125        0     -375     -825      300      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      0.3      5.3     68.6     84.8     98.7     90.3      1.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       12       16       16       18
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,261
COMMITMENTS
       0       50        0    1,856    1,676    1,856    1,726      405      535

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      400      350      400      350      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      0.0     82.1     74.1     82.1     76.3     17.9     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       14       14       14       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      988,763
COMMITMENTS
 155,462  228,080  354,259  386,450  357,469  896,172  939,809   92,591   48,954

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      4,625)
 -12,626  -14,073    6,844   19,741    8,869   13,959    1,640   -9,335    2,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     23.1     35.8     39.1     36.2     90.6     95.0      9.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      80      107      121       85       72      244      233
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,097
COMMITMENTS
   1,375      427    1,487   77,342   77,730   80,204   79,644    4,893    5,453

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        -12)
      -6     -395     -105      369    2,629      258    2,129     -270   -2,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.5      1.7     90.9     91.3     94.3     93.6      5.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        3       26       28       29       31
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,694
COMMITMENTS
     800    8,862    2,218   41,309   25,490   44,327   36,570    8,367   16,124

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        520)
    -124      658        2      732      903      610    1,563      -90   -1,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     16.8      4.2     78.4     48.4     84.1     69.4     15.9     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        3       17       20       20       24
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,431
COMMITMENTS
   5,360        0    1,444   67,174   68,498   73,978   69,942    7,453   11,489

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:       -662)
     856        0     -856   -1,118      194   -1,118     -662      456        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.0      1.8     82.5     84.1     90.8     85.9      9.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        3       26       27       30       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,041
COMMITMENTS
       0        0        0   79,698   82,620   79,698   82,620   11,343    8,421

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        153)
       0        0        0      199    1,772      199    1,772      -46   -1,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.5     90.8     87.5     90.8     12.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       24       23       24       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,443
COMMITMENTS
   5,118      885    4,739   66,489   73,932   76,346   79,556    8,097    4,887

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -1,698)
   2,237      149     -525   -2,378     -266     -666     -642   -1,032   -1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      1.0      5.6     78.7     87.6     90.4     94.2      9.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        4       24       26       28       31
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      116,248
COMMITMENTS
       0    8,134    5,778  104,476   96,067  110,254  109,979    5,994    6,269

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      1,199)
       0       91      191    1,008    1,010    1,199    1,292        0      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.0      5.0     89.9     82.6     94.8     94.6      5.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        3       19       28       22       31
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,241
COMMITMENTS
       0    7,010      593   32,502   22,451   33,095   30,054    2,146    5,187

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:       -234)
       0    1,510     -288       54   -1,758     -234     -536        0      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.9      1.7     92.2     63.7     93.9     85.3      6.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       16       13       18       15
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,101
COMMITMENTS
   2,397    8,132   10,499   50,651   42,137   63,547   60,768    4,554    7,333

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:       -193)
   1,262     -287      -54   -1,641      148     -433     -193      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     11.9     15.4     74.4     61.9     93.3     89.2      6.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       15       18       18       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,473
COMMITMENTS
     150        0      310   39,489   43,384   39,949   43,694   11,524    7,779

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.6     76.7     84.3     77.6     84.9     22.4     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       23       20       24       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,474
COMMITMENTS
   5,521      342    6,289   76,651   82,283   88,461   88,914    7,013    6,560

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        902)
     926        0     -435     -334    1,809      157    1,374      745     -472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.4      6.6     80.3     86.2     92.7     93.1      7.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        5       27       32       32       37
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,003,743
COMMITMENTS
  30,518  148,259  682,746  1285851  1169691  1999115  2000696    4,629    3,048

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -1,665)
  -2,146   -7,254      248      181    5,496   -1,717   -1,509       51     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      7.4     34.1     64.2     58.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      32       41       65       61       62      129      133
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,860
COMMITMENTS
     283    3,604    4,941   55,081   46,855   60,305   55,400    4,555    9,460

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:         -8)
     -20     -105        4      -12       93      -28       -8       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.6      7.6     84.9     72.2     93.0     85.4      7.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       13       15       15       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,978
COMMITMENTS
   1,240    6,332        0  123,296  116,986  124,536  123,318    2,442    3,660

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      1,423)
       0        0        0    1,423    1,295    1,423    1,295        0      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      5.0      0.0     97.1     92.1     98.1     97.1      1.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       16       17       17       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      224,968
COMMITMENTS
   9,328   12,123    4,854  204,952  202,140  219,134  219,117    5,834    5,851

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      1,946)
    -334      298      -38    2,318    1,546    1,946    1,806        0      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.4      2.2     91.1     89.9     97.4     97.4      2.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        3        5       43       39       50       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      149,253
COMMITMENTS
   1,100    1,598    2,772  134,393  140,983  138,265  145,353   10,988    3,900

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        682)
       0     -906      454      240    1,471      694    1,019      -12     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      1.1      1.9     90.0     94.5     92.6     97.4      7.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       31       28       33       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      265,415
COMMITMENTS
  21,480    1,064   10,874  214,028  236,682  246,382  248,620   19,033   16,795

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        836)
     568        0      240   -1,804   -1,884     -996   -1,644    1,832    2,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.4      4.1     80.6     89.2     92.8     93.7      7.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        2        5       39       39       45       45
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,982
COMMITMENTS
   1,062    2,304      960   79,766   78,971   81,788   82,235    7,194    6,747

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        -90)
       0     -350        0      -93      279      -93      -71        3      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.6      1.1     89.6     88.7     91.9     92.4      8.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       20       19       23       22
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,402
COMMITMENTS
       0        0        0   46,950   44,384   46,950   44,384    5,452    8,018

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     89.6     84.7     89.6     84.7     10.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       16       17       16
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,929,957
COMMITMENTS
 614,089  133,066  886,290  1407062  1900762  2907441  2920118   22,516    9,839

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     25,594)
  -7,382  -19,236   13,287   21,702   31,333   27,607   25,384   -2,013      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      4.5     30.2     48.0     64.9     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      38       26       56      107      103      170      162
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,139,038
COMMITMENTS
 179,955   50,984  285,307  670,327  800,658  1135589  1136949    3,449    2,089

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     37,535)
  29,708    3,351    6,726    1,879   27,433   38,313   37,510     -778       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      4.5     25.0     58.9     70.3     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      38       16       40       43       43       92       88
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,737
COMMITMENTS
       0       75        0    1,034    1,304    1,034    1,379      703      358

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:          4)
       0        0        0      -12        3      -12        3       16        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.0     59.5     75.1     59.5     79.4     40.5     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       17       14       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      130,242
COMMITMENTS
   2,510    4,028    7,008  120,232  119,152  129,750  130,188      492       54

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        890)
     -19        4       52      878      831      910      886      -20        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      3.1      5.4     92.3     91.5     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        5        7       37       34       44       42
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,216
COMMITMENTS
       0        0        0    6,810    7,087    6,810    7,087      406      129

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.4     98.2     94.4     98.2      5.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       12       17       12       17
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       33,020
COMMITMENTS
   2,747       14      465   28,604   31,553   31,816   32,032    1,204      988

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        920)
     -47        9        1      956    1,030      910    1,040       10     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.0      1.4     86.6     95.6     96.4     97.0      3.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       24       21       26       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,702
COMMITMENTS
      80      600      610   28,395   29,886   29,085   31,096    2,617      606

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        498)
       0        0        0      490      498      490      498        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.9      1.9     89.6     94.3     91.7     98.1      8.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       26       22       28       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,565
COMMITMENTS
       0        0        0   25,075   24,797   25,075   24,797      490      768

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        -10)
       0        0        0      -10      -10      -10      -10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     97.0     98.1     97.0      1.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       14       17       14
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,688
COMMITMENTS
     840       26       28   11,266   12,722   12,134   12,776    1,554      912

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:         14)
       0        0        0      -30       -6      -30       -6       44       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.2      0.2     82.3     92.9     88.6     93.3     11.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       19       20       20
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,746
COMMITMENTS
       1        0        0   28,596   29,321   28,598   29,321    1,148      424

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        274)
       0        0        0      269      270      269      270        5        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.1     98.6     96.1     98.6      3.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       21       20       22       20
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       12,272
COMMITMENTS
       0        0        0   11,724   11,066   11,724   11,066      548    1,206

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        268)
       0        0        0       52      238       52      238      216       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.5     90.2     95.5     90.2      4.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       23       19       23       19
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      539,584
COMMITMENTS
  15,840   23,440   15,520  508,224  500,624  539,584  539,584        0        0

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      4.3      2.9     94.2     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       13        5       15        7
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      102,894
COMMITMENTS
     683    7,605    5,140   97,071   90,149  102,894  102,894        0        0

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      2,591)
       0        0        0    2,591    2,591    2,591    2,591        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      7.4      5.0     94.3     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       14       11       15       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,646,952
COMMITMENTS
       0  138,608   43,792  1603160  1464552  1646952  1646952        0        0

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     46,480)
       0        0        0   46,480   46,480   46,480   46,480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      2.7     97.3     88.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       13       10       14       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      162,462
COMMITMENTS
  11,879    1,333    5,140  145,443  154,819  162,462  161,292        0    1,170

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      2,803)
       0        0        0    2,803    2,803    2,803    2,803        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.8      3.2     89.5     95.3    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        1       18       25       22       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,289,578
COMMITMENTS
 166,144        0   56,352  2067082  2233226  2289578  2289578        0        0

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     51,102)
       0        0        0   51,102   51,102   51,102   51,102        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      2.5     90.3     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        2       19       20       23       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       42,623
COMMITMENTS
      38    3,855       42   42,414   38,215   42,494   42,112      129      511

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      9.0      0.1     99.5     89.7     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       13       12       14       14
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      756,381
COMMITMENTS
       0   68,160        0  756,381  688,221  756,381  756,381        0        0

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.0      0.0    100.0     91.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       14       11       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       36,015
COMMITMENTS
   6,556        0        0   28,949   36,015   35,505   36,015      510        0

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      6,163)
       0        0        0    6,163    6,780    6,163    6,780        0     -617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      0.0      0.0     80.4    100.0     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       16       21       18       21
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      593,208
COMMITMENTS
 113,710    4,433      752  478,746  588,023  593,208  593,208        0        0

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      0.7      0.1     80.7     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       12       15       14       16
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,744
COMMITMENTS
      86       84      593   16,816   18,051   17,495   18,728    1,249       16

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        958)
      15        0      293      483      665      791      958      167        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.4      3.2     89.7     96.3     93.3     99.9      6.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        2       30       32       32       35
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,188
COMMITMENTS
       0        0        0    7,928    7,972    7,928    7,972      260      216

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      115      170      115      170      -10      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.8     97.4     96.8     97.4      3.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       24       21       24       21
 
 
MT BELVIEU ETHANE SWAP - NEW YORK MERCANTILE EXCHANGE                Code-066655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,440
COMMITMENTS
     295       45      300   16,185   17,058   16,780   17,403      660       37

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.3      1.7     92.8     97.8     96.2     99.8      3.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       15       16       18       17
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,522
COMMITMENTS
     359        0      312   12,572   13,095   13,243   13,407      279      115

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        715)
     110        0        0      656      799      766      799      -51      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      2.3     93.0     96.8     97.9     99.1      2.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       23       19       25       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,622,216
COMMITMENTS
 198,576  125,936  885,026  1455377  1538461  2538978  2549424   83,238   72,792

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:   -111,548)
   8,680   18,304  -53,951  -31,406  -45,968  -76,677  -81,616  -34,871  -29,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      4.8     33.8     55.5     58.7     96.8     97.2      3.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
     128       98      181       83       97      304      294
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       99,335
COMMITMENTS
   2,560   21,658   23,610   71,703   50,817   97,873   96,085    1,462    3,250

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -2,432)
     639   -1,503   -2,013     -276    1,581   -1,649   -1,935     -783     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     21.8     23.8     72.2     51.2     98.5     96.7      1.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        6       11       14       16       27       27
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      216,093
COMMITMENTS
  36,684   37,824    3,911  155,316  124,177  195,911  165,912   20,182   50,181

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      4,871)
     621    2,057      -30    5,496    4,469    6,087    6,496   -1,216   -1,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     17.5      1.8     71.9     57.5     90.7     76.8      9.3     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        6        5       25       26       31       35
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      199,091
COMMITMENTS
  34,881   10,670   57,880  102,396  127,372  195,157  195,921    3,934    3,170

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      7,594)
   9,670   -2,660      506   -2,862   10,122    7,315    7,968      279     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      5.4     29.1     51.4     64.0     98.0     98.4      2.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      29       17       42       28       26       71       71
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      593,770
COMMITMENTS
  33,414   17,537   80,916  460,463  478,224  574,794  576,677   18,976   17,093

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     32,425)
   2,414      449    3,344   26,336   28,492   32,094   32,285      331      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      3.0     13.6     77.5     80.5     96.8     97.1      3.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        4       10       32       33       42       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       66,437
COMMITMENTS
   2,190      675    1,980   62,192   63,707   66,362   66,362       75       75

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      1,765)
    -100      -50     -350    2,190    2,140    1,740    1,740       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.0      3.0     93.6     95.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        4        4       43       44       48       50
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      173,590
COMMITMENTS
  17,910   42,458   22,278  126,137   98,940  166,325  163,676    7,265    9,914

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:       -843)
      89     -667    2,413   -3,239   -2,501     -737     -755     -106      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     24.5     12.8     72.7     57.0     95.8     94.3      4.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7       16       20       22       22       43       45
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,250
COMMITMENTS
  12,741    3,400    4,385   24,222   34,613   41,348   42,398    3,902    2,852

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -2,481)
     472      925     -124   -3,195   -3,430   -2,847   -2,629      366      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      7.5      9.7     53.5     76.5     91.4     93.7      8.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        5        7       13       16       23       23
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,892
COMMITMENTS
   1,200      955    1,260   28,909   29,946   31,369   32,161   14,523   13,731

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        228)
       0        0        0    2,257      127    2,257      127   -2,029      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      2.1      2.7     63.0     65.3     68.4     70.1     31.6     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       18       18       20       19
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      112,167
COMMITMENTS
   7,551    2,285    7,593   54,525   75,622   69,669   85,500   42,498   26,667

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        457)
       0        0        0      403      349      403      349       54      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      2.0      6.8     48.6     67.4     62.1     76.2     37.9     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       19       19       22       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,587
COMMITMENTS
   2,905      858      615   40,977   43,012   44,497   44,485       90      102

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      3,665)
       0        0       60    3,605    3,605    3,665    3,665        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      1.9      1.4     91.9     96.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        1       29       33       31       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,166
COMMITMENTS
  11,877    2,737      279    2,885   13,607   15,041   16,623    2,125      543

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        903)
     783     -409       88     -346    1,437      525    1,116      378     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.2     15.9      1.6     16.8     79.3     87.6     96.8     12.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      61       14        5       16       27       81       43
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       21,774
COMMITMENTS
  12,867    3,127       29    5,729   17,192   18,625   20,348    3,149    1,426

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        208)
     770      198      -15     -639      486      116      669       92     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.1     14.4      0.1     26.3     79.0     85.5     93.5     14.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      48       18        2       15       24       65       42
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      253,864
COMMITMENTS
  51,601    9,719   41,824  143,308  185,381  236,733  236,924   17,131   16,940

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      8,508)
   6,040    1,555     -812      841    7,812    6,070    8,555    2,439      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      3.8     16.5     56.5     73.0     93.3     93.3      6.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      50       31       44       80       88      156      141
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,217
COMMITMENTS
   1,476      167      293   16,106   18,513   17,875   18,973    5,342    4,244

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        801)
     324        0        6      571      624      901      630     -100      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.7      1.3     69.4     79.7     77.0     81.7     23.0     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       18       21       20       24
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,203
COMMITMENTS
   1,404      200      250    8,449    9,503   10,103    9,953      100      250

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        882)
      50       50      -50      932      932      932      932      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      2.0      2.5     82.8     93.1     99.0     97.5      1.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        1       30       33       35       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       40,092
COMMITMENTS
   2,455        0        0   36,687   40,089   39,142   40,089      950        3

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        263)
     778      -75        0     -287      338      491      263     -228        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.0      0.0     91.5    100.0     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        0        0       34       28       37       28
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,014
COMMITMENTS
     829        0      143   20,768   20,453   21,740   20,596      274    1,418

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:         28)
      50     -100       50      -72       78       28       28        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.0      0.6     94.3     92.9     98.8     93.6      1.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       22       19       24       21
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,541
COMMITMENTS
     150       50       50   17,241   17,341   17,441   17,441      100      100

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        450)
       0        0        0      350      350      350      350      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.3      0.3     98.3     98.9     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        1        1       29       31       31       33
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,487
COMMITMENTS
     130      387        0    3,156    3,361    3,286    3,748    1,201      739

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:          1)
       4        0        0      -22       -8      -18       -8       19        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      8.6      0.0     70.3     74.9     73.2     83.5     26.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       16       18       17       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,827
COMMITMENTS
     195        0        0   16,531   17,282   16,726   17,282    1,101      545

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      1,242)
      25        0        0      752    1,302      777    1,302      465      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.0     92.7     96.9     93.8     96.9      6.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       21       12       22       12
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,266
COMMITMENTS
   2,492    1,158      114   21,074   22,775   23,680   24,047      586      219

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:         60)
     -36        0        0       96       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      4.8      0.5     86.8     93.9     97.6     99.1      2.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        2       25       28       30       32
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,206
COMMITMENTS
       0        0        0   10,010    9,956   10,010    9,956      196      250

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        548)
       0        0        0      548      526      548      526        0       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     97.6     98.1     97.6      1.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       25       23       25       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,372
COMMITMENTS
   5,386       36    1,569   48,443   57,558   55,398   59,163    4,974    1,209

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        210)
     685     -701      336     -805      581      216      216       -6       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      0.1      2.6     80.2     95.3     91.8     98.0      8.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        1        3       32       39       38       42
```

----

Updated July 24, 2009