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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,825
COMMITMENTS
   2,397       25      500   38,861   41,287   41,758   41,812       67       13

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      2,158)
      50        0       50    2,282    2,133    2,382    2,183     -224      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.1      1.2     92.9     98.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        1        2       37       38       42       41
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,215
COMMITMENTS
     550      120       75   23,475   23,870   24,100   24,065      115      150

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        151)
       0        0        0      391      286      391      286     -240     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.5      0.3     96.9     98.6     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        1       33       35       35       37
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,188
COMMITMENTS
     677       25      452    4,732    5,737    5,861    6,214    1,327      974

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:         26)
       0        0        0      -12        9      -12        9       38       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      0.3      6.3     65.8     79.8     81.5     86.4     18.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       17       19       18       21
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,724
COMMITMENTS
     332      531      281   10,299   10,113   10,912   10,925      812      799

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        526)
      20      175      -98      932      699      854      776     -328     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      4.5      2.4     87.8     86.3     93.1     93.2      6.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        3       41       44       44       51
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,896
COMMITMENTS
      15       15      285    7,906    7,794    8,206    8,094      690      802

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        644)
       0        0       75      472      436      547      511       97      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.2      3.2     88.9     87.6     92.2     91.0      7.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        1        3       45       49       48       52
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,352
COMMITMENTS
     720       45        0    1,824    2,927    2,544    2,972      808      380

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        -18)
       0        0        0       95       13       95       13     -113      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      1.3      0.0     54.4     87.3     75.9     88.7     24.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       16       20       17       21
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,400
COMMITMENTS
       0        0        0    1,517    1,810    1,517    1,810      883      590

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:         27)
       0        0        0      142       34      142       34     -115       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     63.2     75.4     63.2     75.4     36.8     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       15       17       15
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,462
COMMITMENTS
       0        0        0    7,462    7,462    7,462    7,462        0        0

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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:       20)
       0        0        0       16       16       16       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      323,723
COMMITMENTS
  39,011   10,093   59,933  174,736  220,724  273,680  290,750   50,043   32,973

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      8,512)
    -837   -3,235    3,202    5,657    6,108    8,022    6,075      490    2,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      3.1     18.5     54.0     68.2     84.5     89.8     15.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      35       22       42       63       65      123      113
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       62,768
COMMITMENTS
   1,111    6,504   16,961   39,053   35,247   57,124   58,711    5,644    4,057

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     10.4     27.0     62.2     56.2     91.0     93.5      9.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        5        8       12       12       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       23,506
COMMITMENTS
     631      168      447   22,294   22,291   23,372   22,906      134      600

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      1,553)
      -6        0        0    1,878    1,455    1,872    1,455     -319       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.7      1.9     94.8     94.8     99.4     97.4      0.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        3        5       41       54       48       59
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,860
COMMITMENTS
     505        0      150   20,640   21,400   21,295   21,550    1,565    1,310

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        625)
     210        0        0    1,320      775    1,530      775     -905     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.0      0.7     90.3     93.6     93.2     94.3      6.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        0        1       27       26       31       27
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,399
COMMITMENTS
   6,759        0      431   13,044   18,153   20,234   18,584      165    1,815

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        411)
    -450        0      171      525      375      246      546      165     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      0.0      2.1     63.9     89.0     99.2     91.1      0.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        0        2       13       14       18       16
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,927
COMMITMENTS
      50       50      100    2,127    2,487    2,277    2,637      650      290

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        750)
       0        0        0      600      650      600      650      150      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.7      3.4     72.7     85.0     77.8     90.1     22.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       17       14       19       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      960,703
COMMITMENTS
 130,855  216,467  357,714  371,495  336,683  860,064  910,864  100,639   49,838

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     13,518)
 -23,562   -9,922   15,465   18,962    7,563   10,864   13,106    2,654      412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     22.5     37.2     38.7     35.0     89.5     94.8     10.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      83       88      115       84       73      239      213
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,990
COMMITMENTS
   1,485      590    2,312   77,624   79,263   81,421   82,165    7,569    6,825

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:         56)
     407      590       52      365     -405      824      237     -768     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.7      2.6     87.2     89.1     91.5     92.3      8.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       24       27       27       30
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,022
COMMITMENTS
   1,296   12,704    1,485   44,640   25,039   47,421   39,228    9,601   17,794

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:         61)
       0     -454      248     -144        0      104     -206      -43      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     22.3      2.6     78.3     43.9     83.2     68.8     16.8     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       15       15       18       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,800
COMMITMENTS
   4,177        0    2,914   67,076   67,510   74,167   70,424    7,633   11,376

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:       -728)
     554        0     -734     -548     -240     -728     -974        0      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.0      3.6     82.0     82.5     90.7     86.1      9.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        3       25       26       29       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,814
COMMITMENTS
       0        0        0   82,481   83,696   82,481   83,696   12,333   11,118

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:         12)
       0        0        0      -50        0      -50        0       62       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.0     88.3     87.0     88.3     13.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       22       23       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,371
COMMITMENTS
   3,357    2,541    5,079   72,576   75,882   81,012   83,502    7,359    4,869

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        551)
   3,162   -1,583     -251   -3,390    2,385     -479      551    1,030        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      2.9      5.7     82.1     85.9     91.7     94.5      8.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        3       25       27       28       32
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,195
COMMITMENTS
       0    5,306    6,607  106,300  100,932  112,907  112,845    6,288    6,350

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:         81)
       0      198     -620      768      452      148       30      -67       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.5      5.5     89.2     84.7     94.7     94.7      5.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       22       30       25       33
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,852
COMMITMENTS
       0    4,405      630   33,519   26,427   34,149   31,462    2,703    5,390

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.0      1.7     91.0     71.7     92.7     85.4      7.3     14.6

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 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,298
COMMITMENTS
   1,169   11,232   11,400   56,982   43,890   69,551   66,522    4,747    7,776

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:       -513)
  -1,031    2,490   -2,932    3,388     -675     -575   -1,117       62      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     15.1     15.3     76.7     59.1     93.6     89.5      6.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       15       17       18       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,734
COMMITMENTS
   1,192        0      310   41,974   47,459   43,476   47,769   12,258    7,965

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        305)
       0        0        0      305     -271      305     -271        0      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      0.6     75.3     85.2     78.0     85.7     22.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       22       20       23       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,180
COMMITMENTS
   3,007    1,334    7,420   81,465   82,657   91,892   91,411    7,288    7,769

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     -1,186)
   1,280     -932     -419   -1,956        8   -1,095   -1,343      -91      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.3      7.5     82.1     83.3     92.7     92.2      7.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        5       27       30       32       35
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,015,830
COMMITMENTS
  21,925  130,009  719,799  1268309  1160255  2010033  2010063    5,797    5,767

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     27,441)
  -3,428   -5,285   20,131   18,937   23,962   35,639   38,808   -8,199  -11,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      6.4     35.7     62.9     57.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      31       43       63       59       59      126      129
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,590
COMMITMENTS
       0    3,875    4,886   58,580   50,767   63,466   59,528    5,124    9,062

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      7,377)
       0   -1,565      918    6,459    7,569    7,377    6,922        0      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.6      7.1     85.4     74.0     92.5     86.8      7.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       12       15       14       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,126
COMMITMENTS
       0    6,952        0  126,968  117,518  126,968  124,470    1,158    3,656

CHANGES FROM 06/09/09 (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      5.4      0.0     99.1     91.7     99.1     97.1      0.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17       17       17       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      223,187
COMMITMENTS
  12,495   10,923    4,720  199,681  200,993  216,896  216,636    6,291    6,551

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      1,564)
     205      302      470    1,577      778    2,252    1,550     -688       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      4.9      2.1     89.5     90.1     97.2     97.1      2.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        1        6       42       37       50       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      154,995
COMMITMENTS
   1,875    3,271    2,287  139,702  145,226  143,864  150,784   11,131    4,211

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:         30)
       0     -124        3      -63      -62      -60     -183       90      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.1      1.5     90.1     93.7     92.8     97.3      7.2      2.7

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 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      273,790
COMMITMENTS
  18,759      400   11,607  225,138  247,345  255,504  259,352   18,286   14,438

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      3,195)
   1,215      400   -1,179    2,797    6,122    2,833    5,343      362   -2,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.1      4.2     82.2     90.3     93.3     94.7      6.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        1        3       42       42       45       46
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,734
COMMITMENTS
       0    3,588    1,248   84,325   81,705   85,573   86,541    8,161    7,193

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        290)
       0      350        0      463      919      463    1,269     -173     -979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      1.3     90.0     87.2     91.3     92.3      8.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        4        3       19       18       22       23
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,624
COMMITMENTS
       0        0        0   50,710   48,199   50,710   48,199    4,914    7,425

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:       -191)
       0        0        0     -191     -493     -191     -493        0      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.2     86.7     91.2     86.7      8.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       17       18       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,056,387
COMMITMENTS
 616,525  107,975  993,641  1423060  1944125  3033226  3045741   23,161   10,646

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     19,001)
  -5,274   -7,591  -12,523   47,789   44,024   29,992   23,910  -10,991   -4,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      3.5     32.5     46.6     63.6     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      35       23       53      109      101      167      156
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,215,250
COMMITMENTS
 251,851   73,861  252,559  703,871  886,008  1208281  1212428    6,969    2,822

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     27,127)
  34,038    2,083   -3,561    5,051   30,327   35,528   28,849   -8,401   -1,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      6.1     20.8     57.9     72.9     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      30       20       35       43       41       87       82
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,892
COMMITMENTS
      65      222       93    1,338    1,200    1,496    1,515      396      377

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     11.7      4.9     70.7     63.4     79.1     80.1     20.9     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       15       15       17       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      124,679
COMMITMENTS
   1,528    2,155    9,716  113,037  112,701  124,281  124,573      398      106

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      2,419)
    -152     -107      371    2,200    2,156    2,419    2,420       -0       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.7      7.8     90.7     90.4     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        7        8       38       34       46       42
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,395
COMMITMENTS
       0        0        0    6,967    7,244    6,967    7,244      428      151

CHANGES FROM 06/09/09 (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     94.2     98.0     94.2     98.0      5.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       16       13       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       31,588
COMMITMENTS
   2,897       51      430   26,678   29,895   30,005   30,376    1,583    1,212

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        178)
      -1        3      -33      172      130      138      100       40       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.2      1.4     84.5     94.6     95.0     96.2      5.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       21       19       23       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,210
COMMITMENTS
     160      620      570   28,021   29,304   28,751   30,494    2,459      716

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        508)
       0        0        0      490      490      490      490       18       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.0      1.8     89.8     93.9     92.1     97.7      7.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       26       22       29       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,519
COMMITMENTS
       0        0        0   26,045   25,663   26,045   25,663      474      856

CHANGES FROM 06/09/09 (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     98.2     96.8     98.2     96.8      1.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       13       15       13
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,998
COMMITMENTS
     860       16       28   10,364   11,876   11,252   11,920    1,746    1,078

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        296)
       0       16       28      284       80      312      124      -16      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.1      0.2     79.7     91.4     86.6     91.7     13.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       16       18       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,553
COMMITMENTS
       5        0        0   23,338   23,884   23,343   23,884    1,209      669

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:          8)
      -0        0        0      -24      359      -24      359       33     -351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.1     97.3     95.1     97.3      4.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       20       19       21       19
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| 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:       12,118
COMMITMENTS
       0        0        0   11,686   10,942   11,686   10,942      432    1,176

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        166)
       0        0        0      156       36      156       36       10      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.4     90.3     96.4     90.3      3.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       22       17       22       17
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      102,318
COMMITMENTS
   6,197    8,265        0   96,121   94,053  102,318  102,318        0        0

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:          0)
       0      220        0        0     -220        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      8.1      0.0     93.9     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       13       10       14       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,685,856
COMMITMENTS
  71,728   96,800        0  1614128  1589056  1685856  1685856        0        0

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:          0)
       0    3,680        0        0   -3,680        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      5.7      0.0     95.7     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       12        7       13        9
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      157,068
COMMITMENTS
  13,981    7,067        0  143,087  148,721  157,068  155,788        0    1,280

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      1,748)
     220        0        0    1,528    1,748    1,748    1,748        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      4.5      0.0     91.1     94.7    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        0       17       23       21       24
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,277,699
COMMITMENTS
 112,744   48,208   31,360  2133595  2198131  2277699  2277699        0        0

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     23,240)
   3,680        0        0   19,560   23,240   23,240   23,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      2.1      1.4     93.7     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        1       15       19       18       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      683,081
COMMITMENTS
       0   70,000        0  683,081  613,081  683,081  683,081        0        0

CHANGES FROM 06/09/09 (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     10.2      0.0    100.0     89.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       13       12       14
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,810
COMMITMENTS
      10        0      130   16,494   17,448   16,634   17,578    1,176      232

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:       -731)
      10      -50       40     -911     -868     -861     -878      130      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.7     92.6     98.0     93.4     98.7      6.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        1       28       29       29       30
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,851
COMMITMENTS
       0        0        0    7,442    7,562    7,442    7,562      409      290

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        649)
       0        0        0    1,103      465    1,103      465     -455      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.8     96.3     94.8     96.3      5.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       22       18       22       18
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,366
COMMITMENTS
      80        0      410   10,717   10,801   11,207   11,211      159      155

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        679)
      80        0      410      703      739    1,193    1,149     -513     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      3.6     94.3     95.0     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       24       19       25       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,639,801
COMMITMENTS
 192,494  100,204  944,218  1382457  1496385  2519169  2540806  120,632   98,995

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     32,171)
 -13,832   11,872   14,173   57,165   34,721   57,506   60,765  -25,336  -28,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      3.8     35.8     52.4     56.7     95.4     96.2      4.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     137       87      181       81       89      304      279
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      101,206
COMMITMENTS
   3,026   19,970   24,261   69,191   51,456   96,478   95,687    4,728    5,519

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:       -632)
    -824      330     -384      265      697     -943      643      311   -1,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     19.7     24.0     68.4     50.8     95.3     94.5      4.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        6       10       14       16       24       26
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      219,135
COMMITMENTS
  34,404   35,004    7,857  158,097  130,606  200,358  173,467   18,777   45,668

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      3,499)
     424   -1,269     -179    2,980    3,297    3,225    1,849      274    1,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     16.0      3.6     72.1     59.6     91.4     79.2      8.6     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        5        6       26       26       34       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      190,443
COMMITMENTS
  27,777   10,700   54,243  104,586  121,875  186,606  186,819    3,837    3,624

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      8,531)
  -3,766   -1,706    7,571    5,917    4,493    9,721   10,358   -1,191   -1,827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      5.6     28.5     54.9     64.0     98.0     98.1      2.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      26       21       40       25       26       68       70
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      604,274
COMMITMENTS
  27,543   15,953   85,532  471,623  480,924  584,699  582,410   19,575   21,864

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     15,825)
    -933   -1,051    2,666   16,481   17,481   18,214   19,096   -2,388   -3,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      2.6     14.2     78.0     79.6     96.8     96.4      3.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        3        9       32       33       41       42
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,190
COMMITMENTS
   4,989      500    2,495   60,528   65,095   68,012   68,090      178      100

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      2,235)
     -98      -50       25    2,385    2,410    2,312    2,385      -77     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.7      3.7     88.8     95.5     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        1        4       39       44       47       48
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      178,751
COMMITMENTS
  25,055   43,747   22,530  123,074  104,758  170,659  171,035    8,092    7,716

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     -4,687)
  -2,839   -2,707     -701    1,253      405   -2,287   -3,003   -2,400   -1,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     24.5     12.6     68.9     58.6     95.5     95.7      4.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9       20       25       22       22       49       50
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,933
COMMITMENTS
   5,341    2,770    6,114   30,500   33,726   41,955   42,610    2,978    2,323

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      4,300)
     475       45    2,855    1,771    2,082    5,101    4,982     -801     -682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      6.2     13.6     67.9     75.1     93.4     94.8      6.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        4        6       12       14       21       20
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,123
COMMITMENTS
   1,200    1,035    1,260   38,451   45,150   40,911   47,445   18,212   11,678

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.8      2.1     65.0     76.4     69.2     80.2     30.8     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15       17       17       18
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      110,524
COMMITMENTS
   7,206    2,353    7,749   53,794   72,073   68,749   82,175   41,775   28,349

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        478)
      60      -20       40    3,171      752    3,271      772   -2,793     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      2.1      7.0     48.7     65.2     62.2     74.4     37.8     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       18       18       21       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,676
COMMITMENTS
   2,850    2,283      510   37,211   37,781   40,571   40,574      105      102

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      1,085)
       0     -300        0    1,135    1,685    1,135    1,385      -50     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      5.6      1.3     91.5     92.9     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        5        1       30       33       32       39
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,465
COMMITMENTS
  11,074    2,644      184    2,821   13,117   14,079   15,945    2,386      520

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        283)
     235      158       30      116       96      381      284      -98       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.3     16.1      1.1     17.1     79.7     85.5     96.8     14.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      69       14        4       19       27       91       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       23,901
COMMITMENTS
  12,654    3,511      393    6,375   18,707   19,422   22,611    4,479    1,290

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:       -332)
     119      -93       90       78     -201      287     -204     -619     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.9     14.7      1.6     26.7     78.3     81.3     94.6     18.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      51       13        4       12       24       65       39
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      284,439
COMMITMENTS
  72,331    9,435   49,661  137,025  206,965  259,017  266,061   25,422   18,378

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:     17,194)
  -1,212   -1,109    5,367   12,012   13,948   16,168   18,207    1,027   -1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      3.3     17.5     48.2     72.8     91.1     93.5      8.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      65       24       49       79       86      167      142
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,779
COMMITMENTS
   1,280      900      100    9,125    9,629   10,505   10,629      274      150

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        556)
      30        0        0      502      656      532      656       24     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      8.3      0.9     84.7     89.3     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        1       33       32       37       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       37,392
COMMITMENTS
   1,747        0      101   34,634   37,288   36,482   37,389      910        3

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      1,348)
     275        0        0    1,948    1,448    2,223    1,448     -875     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      0.3     92.6     99.7     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        0        1       37       29       40       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,102
COMMITMENTS
     876        0      138   21,712   21,843   22,726   21,981      376    1,121

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        -25)
    -261        0       25      218       -2      -18       23       -7      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.0      0.6     94.0     94.6     98.4     95.1      1.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       20       16       22       18
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,471
COMMITMENTS
     300       50        0   19,171   19,421   19,471   19,471        0        0

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        400)
       0        0        0    1,300      400    1,300      400     -900        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.3      0.0     98.5     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        0       26       32       29       33
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,332
COMMITMENTS
       0      455        0    3,363    3,154    3,363    3,609      969      723

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:         23)
       0        0        0      125       67      125       67     -102      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.5      0.0     77.6     72.8     77.6     83.3     22.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       18       19       18       21
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,280
COMMITMENTS
     270        0        0   17,357   17,695   17,627   17,695      653      585

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      1,894)
       0        0        0    1,924    1,444    1,924    1,444      -30      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     95.0     96.8     96.4     96.8      3.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       23       11       24       11
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,818
COMMITMENTS
   2,810      768      114   22,347   24,935   25,271   25,817      547        1

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        337)
     291        0        0      204      506      495      506     -158     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      3.0      0.4     86.6     96.6     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        2       29       29       34       32
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,182
COMMITMENTS
       0       96        0    3,858    4,569    3,858    4,665    1,324      517

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      0.0     74.5     88.2     74.5     90.0     25.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       14       11       15
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,338
COMMITMENTS
   1,357      217        0    8,758    9,898   10,115   10,115      223      223

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:        521)
     183        0        0      381      564      564      564      -43      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      2.1      0.0     84.7     95.7     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        0       25       23       26       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,780
COMMITMENTS
   6,143      792    1,284   47,397   56,491   54,824   58,567    4,956    1,213

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      1,284)
    -351      111      615      465      585      729    1,311      555      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      1.3      2.1     79.3     94.5     91.7     98.0      8.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7        3        5       28       36       35       44
```

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Updated June 19, 2009