```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,967
COMMITMENTS
   2,428       25      561   39,932   42,368   42,921   42,954       46       13

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      1,142)
      31        0       61    1,071    1,081    1,163    1,142      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.1      1.3     92.9     98.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        1        2       36       39       41       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,060
COMMITMENTS
     550      120       75   23,330   23,705   23,955   23,900      105      160

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:       -155)
       0        0        0     -145     -165     -145     -165      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.5      0.3     97.0     98.5     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,301
COMMITMENTS
     677       25      452    4,872    5,901    6,001    6,378    1,300      923

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        113)
       0        0        0      140      164      140      164      -27      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      0.3      6.2     66.7     80.8     82.2     87.4     17.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       18       20       19       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,035
COMMITMENTS
     539      586      286   10,515   10,173   11,340   11,045      695      990

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        311)
     207       55        5      216       60      428      120     -117      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      4.9      2.4     87.4     84.5     94.2     91.8      5.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        5        3       41       43       46       51
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,374
COMMITMENTS
      15       35      285    8,301    8,182    8,601    8,502      773      872

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        478)
       0       20        0      395      388      395      408       83       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.4      3.0     88.6     87.3     91.8     90.7      8.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        1        3       46       48       49       51
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,483
COMMITMENTS
     720       45        0    2,010    3,037    2,730    3,082      753      401

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        131)
       0        0        0      186      110      186      110      -55       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      1.3      0.0     57.7     87.2     78.4     88.5     21.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       21       19       22
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,451
COMMITMENTS
       0        0        0    1,615    1,808    1,615    1,808      836      643

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:         51)
       0        0        0       98       -2       98       -2      -47       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     65.9     73.8     65.9     73.8     34.1     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       14       17       14
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,442
COMMITMENTS
       0        0        0    7,442    7,442    7,442    7,442        0        0

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0      -20      -20      -20      -20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      326,415
COMMITMENTS
  38,111    8,220   60,096  177,291  224,249  275,497  292,564   50,918   33,851

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      2,692)
    -899   -1,874      163    2,554    3,525    1,817    1,814      875      878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      2.5     18.4     54.3     68.7     84.4     89.6     15.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      38       18       41       66       66      127      111
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       65,092
COMMITMENTS
   1,211    6,333   17,411   40,408   37,163   59,030   60,907    6,062    4,185

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      2,324)
     100     -171      451    1,355    1,916    1,906    2,196      417      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      9.7     26.7     62.1     57.1     90.7     93.6      9.3      6.4

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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       24,436
COMMITMENTS
     681      118      447   23,074   23,021   24,202   23,586      234      850

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        930)
      50      -50        0      780      730      830      680      100      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.5      1.8     94.4     94.2     99.0     96.5      1.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        2        4       43       54       49       58
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,535
COMMITMENTS
     455        0      200   21,015   22,025   21,670   22,225    1,865    1,310

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        675)
     -50        0       50      375      625      375      675      300        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.8     89.3     93.6     92.1     94.4      7.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        0        2       27       26       31       28
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,474
COMMITMENTS
   6,709       75      481   13,119   18,103   20,309   18,659      165    1,815

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:         75)
     -50       75       50       75      -50       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8      0.4      2.3     64.1     88.4     99.2     91.1      0.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        2       13       15       18       17
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,827
COMMITMENTS
      50       50      100    2,127    2,487    2,277    2,637      550      190

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:       -100)
       0        0        0        0        0        0        0     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      1.8      3.5     75.2     88.0     80.5     93.3     19.5      6.7

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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      934,859
COMMITMENTS
 137,762  204,987  343,465  360,639  341,728  841,866  890,180   92,993   44,679

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:    -25,844)
   6,907  -11,480  -14,249  -10,856    5,045  -18,198  -20,684   -7,646   -5,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     21.9     36.7     38.6     36.6     90.1     95.2      9.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      86       88      115       84       73      242      213
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,063
COMMITMENTS
   1,568      301    2,354   80,384   79,998   84,306   82,653    5,757    7,410

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      1,073)
      83     -289       42    2,760      735    2,885      488   -1,812      585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.3      2.6     89.3     88.8     93.6     91.8      6.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        3       25       27       28       30
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,110
COMMITMENTS
   1,296   11,777    1,609   45,409   26,307   48,314   39,693    8,796   17,417

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:         88)
       0     -927      124      769    1,268      893      465     -805     -377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     20.6      2.8     79.5     46.1     84.6     69.5     15.4     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       17       18       20       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,364
COMMITMENTS
   4,084        0    2,914   72,733   72,860   79,731   75,774    7,633   11,590

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      5,564)
     -93        0        0    5,657    5,350    5,564    5,350        0      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      3.3     83.3     83.4     91.3     86.7      8.7     13.3

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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,725
COMMITMENTS
       0        0        0   82,392   83,576   82,392   83,576   12,333   11,149

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        -89)
       0        0        0      -89     -120      -89     -120        0       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.0     88.2     87.0     88.2     13.0     11.8

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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,363
COMMITMENTS
   2,622      984    6,291   74,514   79,219   83,427   86,494    7,936    4,869

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      2,992)
    -735   -1,557    1,212    1,938    3,337    2,415    2,992      577        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      1.1      6.9     81.6     86.7     91.3     94.7      8.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        1        4       25       27       29       32
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      120,245
COMMITMENTS
       0    5,558    6,757  107,323  101,154  114,080  113,469    6,165    6,776

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      1,050)
       0      252      150    1,023      222    1,173      624     -123      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      5.6     89.3     84.1     94.9     94.4      5.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        3        3       23       31       26       34
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,361
COMMITMENTS
       0    5,714      624   34,154   25,602   34,778   31,940    2,583    5,421

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        509)
       0    1,309       -6      635     -825      629      478     -120       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.3      1.7     91.4     68.5     93.1     85.5      6.9     14.5

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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,322
COMMITMENTS
   1,145   11,352   11,424   57,006   43,770   69,575   66,546    4,747    7,776

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:         24)
     -24      120       24       24     -120       24       24        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     15.3     15.4     76.7     58.9     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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,914
COMMITMENTS
   1,192        0      310   42,154   47,639   43,656   47,949   12,258    7,965

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      0.6     75.4     85.2     78.1     85.8     21.9     14.2

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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,674
COMMITMENTS
   2,364      730    7,448   83,397   84,740   93,209   92,918    7,465    7,756

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      1,494)
    -643     -604       28    1,932    2,083    1,317    1,507      177      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.7      7.4     82.8     84.2     92.6     92.3      7.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        5       28       31       33       36
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,997,277
COMMITMENTS
  20,227  148,970  706,749  1265855  1137588  1992831  1993308    4,445    3,968

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:    -18,554)
  -1,698   18,962  -13,050   -2,454  -22,667  -17,202  -16,755   -1,351   -1,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      7.5     35.4     63.4     57.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      33       43       65       61       61      131      132
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,972
COMMITMENTS
       0    4,571    4,686   59,038   50,378   63,724   59,635    5,248    9,337

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        382)
       0      696     -200      458     -389      258      107      124      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.6      6.8     85.6     73.0     92.4     86.5      7.6     13.5

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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      133,354
COMMITMENTS
       0    7,324        0  132,196  122,374  132,196  129,698    1,158    3,656

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      5,228)
       0      372        0    5,228    4,856    5,228    5,228        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      0.0     99.1     91.8     99.1     97.3      0.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       19       17       19       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      225,088
COMMITMENTS
  11,451   10,923    5,689  201,841  201,819  218,981  218,431    6,107    6,657

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      1,901)
  -1,044        0      969    2,160      826    2,085    1,795     -184      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      4.9      2.5     89.7     89.7     97.3     97.0      2.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        1        6       44       39       52       45
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      155,564
COMMITMENTS
   1,875    3,579    2,013  139,963  145,575  143,851  151,167   11,713    4,397

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        569)
       0      308     -274      261      349      -13      383      582      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.3      1.3     90.0     93.6     92.5     97.2      7.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       31       28       33       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      275,860
COMMITMENTS
  19,207      452   12,313  225,753  249,622  257,273  262,387   18,587   13,473

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      2,070)
     448       52      706      615    2,277    1,769    3,035      301     -965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.2      4.5     81.8     90.5     93.3     95.1      6.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        2        5       41       43       46       49
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,222
COMMITMENTS
   1,056    3,095    1,248   84,653   82,895   86,957   87,238    7,265    6,984

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        488)
   1,056     -493        0      328    1,190    1,384      697     -896     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      3.3      1.3     89.8     88.0     92.3     92.6      7.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        3       20       19       24       23
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,804
COMMITMENTS
       0        0        0   51,192   48,379   51,192   48,379    4,612    7,425

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      482      180      482      180     -302        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.7     86.7     91.7     86.7      8.3     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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,099,674
COMMITMENTS
 618,449  122,962  989,210  1467513  1976015  3075172  3088187   24,502   11,487

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     43,287)
   1,924   14,987   -4,431   44,453   31,890   41,946   42,446    1,341      841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      4.0     31.9     47.3     63.7     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      40       20       52      112      101      172      155
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,232,116
COMMITMENTS
 261,476   79,183  259,829  703,544  890,610  1224849  1229622    7,267    2,494

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     16,866)
   9,625    5,322    7,270     -327    4,602   16,568   17,194      298     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      6.4     21.1     57.1     72.3     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      32       20       37       43       42       88       86
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      129,425
COMMITMENTS
   1,395    2,412   10,318  117,212  116,615  128,925  129,345      500       80

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      4,746)
    -132      257      601    4,175    3,914    4,644    4,772      102      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      1.9      8.0     90.6     90.1     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        6        8       38       35       46       43
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,519
COMMITMENTS
       0        0        0    7,091    7,368    7,091    7,368      428      151

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        124)
       0        0        0      124      124      124      124        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.3     98.0     94.3     98.0      5.7      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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,076
COMMITMENTS
   2,849       32      479   27,045   30,304   30,373   30,816    1,703    1,260

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        488)
     -49      -19       49      367      409      368      440      120       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      0.1      1.5     84.3     94.5     94.7     96.1      5.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       22       19       24       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,339
COMMITMENTS
      50      620      610   28,100   29,377   28,760   30,607    2,579      732

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        129)
    -110        0       40       79       73        9      113      120       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.0      1.9     89.7     93.7     91.8     97.7      8.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       27       22       29       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,759
COMMITMENTS
       0        0        0   26,285   25,903   26,285   25,903      474      856

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      240      240      240      240        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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,806
COMMITMENTS
     860       16       28   11,424   12,852   12,312   12,896    1,494      910

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        808)
       0        0        0    1,060      976    1,060      976     -252     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.1      0.2     82.7     93.1     89.2     93.4     10.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       18       20       19
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,835
COMMITMENTS
       3        0        0   23,969   24,436   23,972   24,436      863      399

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        283)
      -2        0        0      630      553      629      553     -346     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.5     98.4     96.5     98.4      3.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       21       20       22       20
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| 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:       12,280
COMMITMENTS
       0        0        0   11,852   11,092   11,852   11,092      428    1,188

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        162)
       0        0        0      166      150      166      150       -4       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.5     90.3     96.5     90.3      3.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       22       17       22       17
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      493,528
COMMITMENTS
  15,840   23,440   15,520  462,168  454,568  493,528  493,528        0        0

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      4.7      3.1     93.6     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       12        5       14        7
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      106,173
COMMITMENTS
   1,057    8,265    5,140   99,976   92,768  106,173  106,173        0        0

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      3,855)
  -5,140        0    5,140    3,855   -1,285    3,855    3,855        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      7.8      4.8     94.2     87.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       13       10       14       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,747,736
COMMITMENTS
       0  129,792   59,968  1687768  1557976  1747736  1747736        0        0

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     61,880)
 -71,728   32,992   59,968   73,640  -31,080   61,880   61,880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.4      3.4     96.6     89.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        1       13        7       14       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      168,004
COMMITMENTS
  13,541    1,927    5,140  149,323  159,657  168,004  166,724        0    1,280

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     10,936)
    -440   -5,140    5,140    6,236   10,936   10,936   10,936        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      1.1      3.1     88.9     95.0    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        1       17       23       22       24
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,321,998
COMMITMENTS
 169,256        0   62,320  2090422  2259678  2321998  2321998        0        0

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     44,299)
  56,512  -48,208   30,960  -43,173   61,547   44,299   44,299        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      2.7     90.0     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        0        2       16       19       20       21
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       42,382
COMMITMENTS
   1,313    4,285       42   39,601   37,500   40,956   41,827    1,426      555

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     10.1      0.1     93.4     88.5     96.6     98.7      3.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       11       11       13       13
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| 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 06/16/09 (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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,268
COMMITMENTS
      25        0      105   16,927   17,674   17,057   17,779    1,211      490

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        459)
      15        0      -25      434      226      424      201       35      258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.6     92.7     96.7     93.4     97.3      6.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        1       29       29       30       30
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,542
COMMITMENTS
       0        0        0    8,236    8,357    8,236    8,357      306      185

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        690)
       0        0        0      793      795      793      795     -103     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.4     97.8     96.4     97.8      3.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       23       19       23       19
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,102
COMMITMENTS
     155        0      320   11,482   11,632   11,957   11,952      145      150

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        735)
      75        0      -90      765      830      750      740      -14       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      2.6     94.9     96.1     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       23       18       24       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,466,226
COMMITMENTS
 191,960   93,064  859,296  1320057  1433108  2371313  2385468   94,913   80,758

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:   -173,575)
    -534   -7,140  -84,922  -62,400  -63,276 -147,856 -155,338  -25,719  -18,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      3.8     34.8     53.5     58.1     96.2     96.7      3.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     122       92      157       76       95      281      267
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       91,749
COMMITMENTS
   3,213   20,570   21,607   64,006   45,908   88,827   88,085    2,922    3,664

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     -9,457)
     188      600   -2,654   -5,184   -5,548   -7,651   -7,602   -1,806   -1,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     22.4     23.6     69.8     50.0     96.8     96.0      3.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        6       10       12       15       23       25
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      220,924
COMMITMENTS
  34,981   34,590    8,084  159,078  132,823  202,143  175,497   18,781   45,427

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      1,789)
     577     -414      227      981    2,217    1,785    2,030        4     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     15.7      3.7     72.0     60.1     91.5     79.4      8.5     20.6

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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      177,328
COMMITMENTS
  25,056   10,036   50,472   98,179  113,525  173,707  174,032    3,622    3,296

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:    -13,115)
  -2,721     -664   -3,771   -6,407   -8,351  -12,899  -12,786     -215     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      5.7     28.5     55.4     64.0     98.0     98.1      2.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      26       20       40       25       25       67       69
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      592,932
COMMITMENTS
  26,998   15,430   83,805  462,886  472,133  573,688  571,368   19,244   21,564

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:    -11,342)
    -546     -523   -1,728   -8,738   -8,792  -11,011  -11,042     -331     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      2.6     14.1     78.1     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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       71,146
COMMITMENTS
   4,142      625    2,445   64,453   67,970   71,040   71,040      106      106

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      2,956)
    -847      125      -50    3,925    2,875    3,028    2,950      -72        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.9      3.4     90.6     95.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        3        3       41       43       47       48
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      177,021
COMMITMENTS
  25,866   42,909   21,541  122,332  104,375  169,739  168,825    7,282    8,196

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     -1,730)
     811     -838     -989     -742     -383     -920   -2,210     -810      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     24.2     12.2     69.1     59.0     95.9     95.4      4.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9       19       24       22       22       49       47
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,577
COMMITMENTS
   5,341    2,770    4,664   29,104   32,526   39,109   39,960    3,468    2,617

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     -2,356)
       0        0   -1,450   -1,396   -1,200   -2,846   -2,650      490      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      6.5     11.0     68.4     76.4     91.9     93.9      8.1      6.1

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 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,503
COMMITMENTS
   1,200    1,035    1,260   38,601   41,766   41,061   44,061   18,442   15,442

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      150   -3,384      150   -3,384      230    3,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.7      2.1     64.9     70.2     69.0     74.0     31.0     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15       16       17       17
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      110,583
COMMITMENTS
   7,269    2,503    7,569   50,616   71,166   65,454   81,238   45,129   29,345

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:         59)
      63      150     -180   -3,178     -907   -3,295     -937    3,354      996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      2.3      6.8     45.8     64.4     59.2     73.5     40.8     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       17       17       20       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,086
COMMITMENTS
   3,050    2,133      470   38,461   39,381   41,981   41,984      105      102

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      1,410)
     200     -150      -40    1,250    1,600    1,410    1,410        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      5.1      1.1     91.4     93.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        1       32       33       34       38
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,035
COMMITMENTS
  10,813    2,728      134    2,965   12,556   13,912   15,418    2,123      617

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:       -430)
    -261       84      -50      144     -561     -167     -527     -263       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.4     17.0      0.8     18.5     78.3     86.8     96.2     13.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      61       17        3       20       24       84       43
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       23,276
COMMITMENTS
  12,645    2,727      412    6,271   18,852   19,328   21,991    3,948    1,285

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:       -625)
      -9     -784       19     -104      145      -94     -620     -531       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.3     11.7      1.8     26.9     81.0     83.0     94.5     17.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      51       14        6       12       25       68       41
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      270,931
COMMITMENTS
  65,125    9,440   47,508  135,784  196,338  248,416  253,286   22,515   17,645

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:    -13,507)
  -7,207        5   -2,153   -1,241  -10,627  -10,601  -12,774   -2,907     -733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      3.5     17.5     50.1     72.5     91.7     93.5      8.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      62       20       44       76       89      158      137
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,082
COMMITMENTS
   1,803      167      661   13,387   17,874   15,851   18,702    7,231    4,380

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.7      2.9     58.0     77.4     68.7     81.0     31.3     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       14       15       16       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,379
COMMITMENTS
   1,404      950      100    9,725   10,079   11,229   11,129      150      250

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        600)
     124       50        0      600      450      724      500     -124      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      8.3      0.9     85.5     88.6     98.7     97.8      1.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        1       33       32       37       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,757
COMMITMENTS
   1,772        0      101   36,731   39,653   38,604   39,754    1,153        3

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:      2,365)
      25        0        0    2,097    2,365    2,122    2,365      243        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      0.3     92.4     99.7     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        1       36       28       39       29
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,261
COMMITMENTS
     913        0      138   21,898   22,008   22,949   22,146      312    1,115

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        159)
      37        0        0      186      165      223      165      -64       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      0.6     94.1     94.6     98.7     95.2      1.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       21       16       23       18
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,971
COMMITMENTS
     300       50        0   19,671   19,921   19,971   19,971        0        0

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      500      500      500      500        0        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:       45)
       3        1        0       28       32       31       33
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,528
COMMITMENTS
       0      594        0    3,269    3,285    3,269    3,879    1,259      649

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        196)
       0      139        0      -94      131      -94      270      290      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.1      0.0     72.2     72.5     72.2     85.7     27.8     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       17       19       17       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,797
COMMITMENTS
     270        0        0   16,874   17,212   17,144   17,212      653      585

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:       -483)
       0        0        0     -483     -483     -483     -483        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     94.8     96.7     96.3     96.7      3.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       23       12       24       12
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,057
COMMITMENTS
   2,441    1,158      114   22,973   24,784   25,528   26,056      529        1

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        239)
    -369      390        0      626     -151      257      239      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      4.4      0.4     88.2     95.1     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        2       30       30       34       34
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,278
COMMITMENTS
       0       96        0    5,138    5,049    5,138    5,145      140      133

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:         96)
       0        0        0    1,280      480    1,280      480   -1,184     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      0.0     97.3     95.7     97.3     97.5      2.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       16       11       17
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,003
COMMITMENTS
   1,221      217      135    9,424   10,428   10,780   10,780      223      223

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        665)
    -136        0      135      666      530      665      665        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      2.0      1.2     85.6     94.8     98.0     98.0      2.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       25       23       26       26
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,614
COMMITMENTS
   5,414      813    1,652   48,376   57,077   55,442   59,542    5,172    1,072

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        834)
    -729       21      368      979      586      618      975      216     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      1.3      2.7     79.8     94.2     91.5     98.2      8.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        3        5       28       37       35       45
```

----

Updated June 26, 2009