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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,146
COMMITMENTS
     765       89      186   36,939   37,748   37,890   38,023      256      123

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -1,363)
    -242       89     -500     -614     -966   -1,356   -1,377       -7       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.2      0.5     96.8     99.0     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        1        1       37       35       39       36
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,737
COMMITMENTS
     500      120       75   24,072   24,422   24,647   24,617       90      120

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      1,031)
       0        0        0    1,046    1,031    1,046    1,031      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.5      0.3     97.3     98.7     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       31       33       33       35
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,357
COMMITMENTS
     455      216      472    5,140    5,518    6,067    6,206    1,290    1,151

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        401)
       0      216       20      295      -38      315      198       86      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      2.9      6.4     69.9     75.0     82.5     84.4     17.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       21       20       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,848
COMMITMENTS
     514        0      217    9,078    9,546    9,809    9,763    1,039    1,085

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        393)
       5      -48        0      168      274      173      226      220      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      2.0     83.7     88.0     90.4     90.0      9.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        0        3       36       41       40       44
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,701
COMMITMENTS
     186        0      275    7,580    7,561    8,041    7,836      660      865

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        473)
      65      -25     -160      453      620      358      435      115       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      3.2     87.1     86.9     92.4     90.1      7.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        0        3       46       50       49       53
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,269
COMMITMENTS
     720        0        0    1,708    2,876    2,428    2,876      841      393

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        165)
       0        0        0       71      118       71      118       94       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      0.0      0.0     52.2     88.0     74.3     88.0     25.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       19       17       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,095
COMMITMENTS
       0        0        0    7,095    7,076    7,095    7,076        0       19

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        551)
       0        0        0      551      532      551      532        0       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19       14       19       14
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      336,806
COMMITMENTS
  37,393   19,402   56,321  200,366  225,213  294,080  300,936   42,726   35,869

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     16,406)
  -1,876    8,713    1,038   17,452    6,131   16,615   15,883     -209      523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      5.8     16.7     59.5     66.9     87.3     89.4     12.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      32       30       41       70       71      125      125
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       71,004
COMMITMENTS
   2,274    5,826   18,889   44,482   42,350   65,646   67,066    5,358    3,938

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      6,196)
     419      277    1,099    4,969    5,179    6,487    6,554     -290     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      8.2     26.6     62.6     59.6     92.5     94.5      7.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        4        8       13       13       21       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       20,972
COMMITMENTS
     450      140      250   19,792   20,176   20,492   20,566      480      406

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        984)
    -201     -150      100      894      974      793      924      191       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.7      1.2     94.4     96.2     97.7     98.1      2.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        3        2       39       49       42       52
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,415
COMMITMENTS
     745        0      125   19,305   21,130   20,175   21,255    2,240    1,160

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:         85)
     150        0        0      -65       85       85       85        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.6     86.1     94.3     90.0     94.8     10.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        0        2       24       25       28       27
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,864
COMMITMENTS
   3,544       50    1,371   13,709   15,628   18,624   17,049      240    1,815

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:       -485)
    -775      -25       75      140     -535     -560     -485       75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      0.3      7.3     72.7     82.8     98.7     90.4      1.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        2       13       15       17       17
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,911
COMMITMENTS
       0       50        0    1,456    1,326    1,456    1,376      455      535

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:       -916)
     -50        0     -100     -671   -1,161     -821   -1,261      -95      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      0.0     76.2     69.4     76.2     72.0     23.8     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       13       12       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      984,138
COMMITMENTS
 168,088  242,153  347,415  366,709  348,600  882,213  938,169  101,925   45,969

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     12,731)
   1,768    6,480    8,890   -7,848      157    2,811   15,528    9,920   -2,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     24.6     35.3     37.3     35.4     89.6     95.3     10.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      94      104      127       88       73      257      238
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,109
COMMITMENTS
   1,381      822    1,592   76,973   75,101   79,946   77,515    5,163    7,594

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:       -458)
     124     -240       -6     -540     -453     -422     -699      -36      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.0      1.9     90.4     88.2     93.9     91.1      6.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        3       25       28       28       31
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,174
COMMITMENTS
     924    8,204    2,216   40,577   24,587   43,717   35,007    8,457   17,167

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        352)
       0   -1,776      227       20    1,235      247     -314      105      666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     15.7      4.2     77.8     47.1     83.8     67.1     16.2     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        4       16       19       20       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,093
COMMITMENTS
   4,504        0    2,300   68,292   68,304   75,096   70,604    6,997   11,489

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      1,403)
       0        0        0    1,403    1,403    1,403    1,403        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.0      2.8     83.2     83.2     91.5     86.0      8.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        3       26       27       30       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,888
COMMITMENTS
       0        0        0   79,499   80,848   79,499   80,848   11,389   10,040

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        176)
       0        0        0      176      176      176      176        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.5     89.0     87.5     89.0     12.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       22       23       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,141
COMMITMENTS
   2,881      736    5,264   68,867   74,198   77,012   80,198    9,129    5,943

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:       -249)
     313     -326     -246   -1,119     -209   -1,052     -781      803      532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.9      6.1     79.9     86.1     89.4     93.1     10.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        3       24       26       27       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      115,049
COMMITMENTS
       0    8,043    5,587  103,468   95,057  109,055  108,687    5,994    6,362

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      2,851)
       0    1,426     -365    3,369    1,824    3,004    2,885     -153      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.0      4.9     89.9     82.6     94.8     94.5      5.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        3       19       28       22       31
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,475
COMMITMENTS
       0    5,500      881   32,448   24,209   33,329   30,590    2,146    4,885

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        -32)
       0        3       -4      -28      -31      -32      -32        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.5      2.5     91.5     68.2     94.0     86.2      6.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       16       13       18       15
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,294
COMMITMENTS
   1,135    8,419   10,553   52,292   41,989   63,980   60,961    4,314    7,333

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:         -3)
      88     -214      -92      187      241      183      -65     -186       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     12.3     15.5     76.6     61.5     93.7     89.3      6.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       14       18       17       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,473
COMMITMENTS
     150        0      310   39,489   43,384   39,949   43,694   11,524    7,779

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -364        0     -364        0      364        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.6     76.7     84.3     77.6     84.9     22.4     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       23       20       24       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,572
COMMITMENTS
   4,595      342    6,724   76,985   80,474   88,304   87,540    6,268    7,032

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        415)
   1,146     -816     -216     -535    1,447      395      415       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.4      7.1     81.4     85.1     93.4     92.6      6.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        5       27       31       32       36
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,005,408
COMMITMENTS
  32,664  155,513  682,497  1285670  1164194  2000831  2002205    4,577    3,204

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:    124,669)
     -29   14,878   42,777   81,980   67,875  124,728  125,530      -59     -862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      7.8     34.0     64.1     58.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      35       39       65       61       62      131      132
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,868
COMMITMENTS
     303    3,709    4,937   55,093   46,762   60,333   55,408    4,535    9,460

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        302)
    -136      124      128      310       50      302      302        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      5.7      7.6     84.9     72.1     93.0     85.4      7.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       13       15       15       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      125,555
COMMITMENTS
   1,240    6,332        0  121,873  115,691  123,113  122,023    2,442    3,532

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        124)
       0        0        0        0      124        0      124      124        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      5.0      0.0     97.1     92.1     98.1     97.2      1.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       16       17       17       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      223,022
COMMITMENTS
   9,662   11,825    4,892  202,634  200,594  217,188  217,311    5,834    5,711

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      6,136)
     164    1,241     -211    6,183    5,190    6,136    6,220        0      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      5.3      2.2     90.9     89.9     97.4     97.4      2.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        2        5       44       39       51       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      148,571
COMMITMENTS
   1,100    2,504    2,318  134,153  139,512  137,571  144,334   11,000    4,237

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        346)
       0     -428       60      102      655      162      287      184       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      1.7      1.6     90.3     93.9     92.6     97.1      7.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       31       28       33       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      264,579
COMMITMENTS
  20,912    1,064   10,634  215,832  238,566  247,378  250,264   17,201   14,315

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        795)
  -1,464        0      388    1,716      374      640      762      155       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.4      4.0     81.6     90.2     93.5     94.6      6.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        5       40       40       45       46
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,072
COMMITMENTS
   1,062    2,654      960   79,859   78,692   81,881   82,306    7,191    6,766

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      3.0      1.1     89.7     88.3     91.9     92.4      8.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       20       18       23       21
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,402
COMMITMENTS
       0        0        0   46,950   44,384   46,950   44,384    5,452    8,018

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        454)
       0        0        0      147     -884      147     -884      307    1,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     89.6     84.7     89.6     84.7     10.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       16       17       16
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,904,363
COMMITMENTS
 621,471  152,302  873,003  1385360  1869429  2879834  2894734   24,529    9,629

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     26,752)
  -3,619   10,345    8,367   23,702    7,685   28,450   26,397   -1,698      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      5.2     30.1     47.7     64.4     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      38       25       54      104      100      166      157
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,101,503
COMMITMENTS
 150,247   47,633  278,581  668,448  773,225  1097276  1099439    4,227    2,064

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     11,058)
   5,037  -14,003   21,836  -12,577    3,655   14,296   11,488   -3,238     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      4.3     25.3     60.7     70.2     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      32       18       37       43       42       88       84
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,733
COMMITMENTS
       0       75        0    1,046    1,301    1,046    1,376      687      357

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        182)
       0        0        0       80      183       80      183      102       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.0     60.4     75.1     60.4     79.4     39.6     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       18       15       19
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      129,351
COMMITMENTS
   2,529    4,023    6,957  119,354  118,321  128,839  129,301      512       50

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      7,123)
     383      372      427    7,101    7,092    7,911    7,891     -788     -768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      3.1      5.4     92.3     91.5     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        5        7       37       34       44       42
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,216
COMMITMENTS
       0        0        0    6,810    7,087    6,810    7,087      406      129

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.4     98.2     94.4     98.2      5.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       12       17       12       17
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,100
COMMITMENTS
   2,794        4      464   27,647   30,523   30,906   30,992    1,194    1,108

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        324)
      11       -8       21      432      451      464      464     -140     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      0.0      1.4     86.1     95.1     96.3     96.5      3.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       23       20       25       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,204
COMMITMENTS
      80      600      610   27,905   29,388   28,595   30,598    2,609      606

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        326)
      80        0      130      266      326      476      456     -150     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.9      2.0     89.4     94.2     91.6     98.1      8.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       26       22       28       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,575
COMMITMENTS
       0        0        0   25,085   24,807   25,085   24,807      490      768

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       21       45       21       45       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     97.0     98.1     97.0      1.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       14       16       14
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,674
COMMITMENTS
     840       26       28   11,296   12,728   12,164   12,782    1,510      892

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.2      0.2     82.6     93.1     89.0     93.5     11.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       19       20       20
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,472
COMMITMENTS
       1        0        0   28,327   29,052   28,328   29,052    1,143      420

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      4,352)
       0        0        0    4,022    4,342    4,022    4,342      330       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.1     98.6     96.1     98.6      3.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       21       20       22       20
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| 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:       12,004
COMMITMENTS
       0        0        0   11,672   10,828   11,672   10,828      332    1,176

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        178)
       0        0        0      178      170      178      170        0        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.2     90.2     97.2     90.2      2.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       23       18       23       18
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      539,584
COMMITMENTS
  15,840   23,440   15,520  508,224  500,624  539,584  539,584        0        0

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     12,424)
       0        0        0   12,424   12,424   12,424   12,424        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      4.3      2.9     94.2     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       13        5       15        7
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      100,303
COMMITMENTS
     683    7,605    5,140   94,480   87,558  100,303  100,303        0        0

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -2,460)
       0        0        0   -2,460   -2,460   -2,460   -2,460        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      7.6      5.1     94.2     87.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       14       11       15       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,600,472
COMMITMENTS
       0  138,608   43,792  1556680  1418072  1600472  1600472        0        0

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:    -46,480)
       0        0        0  -46,480  -46,480  -46,480  -46,480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.7      2.7     97.3     88.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       13       10       14       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      159,659
COMMITMENTS
  11,879    1,333    5,140  142,640  152,016  159,659  158,489        0    1,170

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:       -118)
       0        0        0     -118     -118     -118     -118        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.8      3.2     89.3     95.2    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        1       18       24       22       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,238,476
COMMITMENTS
 166,144        0   56,352  2015980  2182124  2238476  2238476        0        0

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      3,160)
   3,880        0   -1,552      832    4,712    3,160    3,160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.0      2.5     90.1     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        2       19       20       23       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      756,381
COMMITMENTS
       0   68,160        0  756,381  688,221  756,381  756,381        0        0

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:    116,580)
       0        0        0  116,580  116,580  116,580  116,580        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.0      0.0    100.0     91.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       14       11       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       29,852
COMMITMENTS
   6,556        0        0   22,786   29,235   29,342   29,235      510      617

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      0.0      0.0     76.3     97.9     98.3     97.9      1.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       13       16       15       16
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,786
COMMITMENTS
      71       84      300   16,333   17,386   16,704   17,770    1,082       16

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        810)
       0      -11     -157    1,159    1,161    1,002      993     -192     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.5      1.7     91.8     97.8     93.9     99.9      6.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       29       31       31       34
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,083
COMMITMENTS
       0        0        0    7,813    7,803    7,813    7,803      270      280

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0      -20       -6      -20       -6       14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.7     96.5     96.7     96.5      3.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       24       17       24       17
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,808
COMMITMENTS
     249        0      312   11,916   12,296   12,477   12,608      330      199

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        255)
      65        0      -70      252      314      247      244        8       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      2.4     93.0     96.0     97.4     98.4      2.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       23       19       25       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,733,764
COMMITMENTS
 189,896  107,632  938,977  1486783  1584429  2615656  2631039  118,108  102,725

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:    141,998)
  -1,265   -1,675   41,956   82,015   82,845  122,706  123,125   19,292   18,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      3.9     34.3     54.4     58.0     95.7     96.2      4.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     139       94      182       85       99      305      302
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      101,767
COMMITMENTS
   1,920   23,161   25,623   71,980   49,236   99,523   98,020    2,245    3,748

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        687)
    -557    1,188     -235    1,845     -471    1,053      482     -366      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     22.8     25.2     70.7     48.4     97.8     96.3      2.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        8       11       12       15       24       26
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      211,222
COMMITMENTS
  36,063   35,767    3,941  149,820  119,708  189,824  159,416   21,398   51,806

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -1,972)
    -529    1,484   -1,345      518    2,383   -1,356    2,522     -616   -4,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     16.9      1.9     70.9     56.7     89.9     75.5     10.1     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        5        5       24       25       30       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      191,498
COMMITMENTS
  25,211   13,329   57,374  105,258  117,250  187,842  187,953    3,656    3,545

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     10,002)
   1,334    1,466    3,244    5,429    5,423   10,008   10,133       -5     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      7.0     30.0     55.0     61.2     98.1     98.1      1.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      31       16       41       28       27       72       72
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      561,344
COMMITMENTS
  31,000   17,088   77,572  434,127  449,732  542,699  544,392   18,645   16,952

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     12,548)
   1,648    2,203    3,162    7,838    9,554   12,648   14,919     -100   -2,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      3.0     13.8     77.3     80.1     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        4       10       32       33       42       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,672
COMMITMENTS
   2,290      725    2,330   60,002   61,567   64,622   64,622       50       50

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      4,128)
    -295     -200        0    4,423    4,328    4,128    4,128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.1      3.6     92.8     95.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        5        5       43       43       49       50
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      174,433
COMMITMENTS
  17,821   43,125   19,865  129,376  101,441  167,062  164,431    7,371   10,002

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        774)
  -2,109     -142      319    2,391     -178      601       -1      173      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     24.7     11.4     74.2     58.2     95.8     94.3      4.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7       16       20       23       22       44       45
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,731
COMMITMENTS
  12,269    2,475    4,509   27,417   38,043   44,195   45,027    3,536    2,704

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -1,630)
   1,412     -406   -1,120   -1,929     -430   -1,637   -1,956        7      326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      5.2      9.4     57.4     79.7     92.6     94.3      7.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        3        6       13       15       22       21
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,664
COMMITMENTS
   1,200      955    1,260   26,652   29,819   29,112   32,034   16,552   13,630

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:     -9,350)
       0        0        0   -9,050   -9,570   -9,050   -9,570     -300      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      2.1      2.8     58.4     65.3     63.8     70.2     36.2     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       16       18       17
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      111,710
COMMITMENTS
   7,551    2,285    7,593   54,122   75,273   69,266   85,151   42,444   26,559

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      1,971)
     240       96      -21    1,709    2,737    1,928    2,812       43     -841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      2.0      6.8     48.4     67.4     62.0     76.2     38.0     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       19       19       22       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,922
COMMITMENTS
   2,905      858      555   37,372   39,407   40,832   40,820       90      102

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        650)
    -150        0       90      710      560      650      650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      2.1      1.4     91.3     96.3     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        1       27       34       29       38
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,263
COMMITMENTS
  11,094    3,146      191    3,231   12,170   14,516   15,507    1,747      756

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:       -556)
    -340      388       75      149     -947     -116     -484     -440      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.2     19.3      1.2     19.9     74.8     89.3     95.4     10.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      55       23        4       18       24       77       48
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       21,566
COMMITMENTS
  12,097    2,929       44    6,368   16,706   18,509   19,679    3,057    1,887

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:       -399)
    -455      500       -2      302   -1,083     -155     -585     -244      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.1     13.6      0.2     29.5     77.5     85.8     91.3     14.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      47       17        3       15       22       64       40
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      245,356
COMMITMENTS
  45,561    8,164   42,635  142,466  177,569  230,663  228,368   14,693   16,988

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      1,227)
  -7,017   -1,400    1,364    8,935      164    3,282      128   -2,056    1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      3.3     17.4     58.1     72.4     94.0     93.1      6.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      51       26       49       76       90      152      144
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,416
COMMITMENTS
   1,152      167      287   15,535   17,889   16,974   18,343    5,442    4,073

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        578)
  -1,289        0     -672    3,166    1,752    1,205    1,080     -627     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.7      1.3     69.3     79.8     75.7     81.8     24.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       17       20       19       22
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,321
COMMITMENTS
   1,354      150      300    7,517    8,571    9,171    9,021      150      300

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:       -925)
       0     -770        0     -975     -205     -975     -975       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      1.6      3.2     80.6     92.0     98.4     96.8      1.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        1       28       33       33       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       39,829
COMMITMENTS
   1,677       75        0   36,974   39,751   38,651   39,826    1,178        3

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        770)
    -256       75        0    1,002      695      746      770       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.2      0.0     92.8     99.8     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        1        0       34       28       37       29
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,986
COMMITMENTS
     779      100       93   20,840   20,375   21,712   20,568      274    1,418

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        529)
     -17      100       -6      552      437      529      531        0       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.5      0.4     94.8     92.7     98.8     93.6      1.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       21       19       23       21
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,091
COMMITMENTS
     150       50       50   16,891   16,991   17,091   17,091        0        0

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        -55)
       0     -210        0      -55      155      -55      -55        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.3      0.3     98.8     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        1        1       28       31       30       33
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,486
COMMITMENTS
     126      387        0    3,178    3,369    3,304    3,756    1,182      730

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        157)
     126     -135        0      178      157      304       22     -147      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      8.6      0.0     70.8     75.1     73.7     83.7     26.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       17       17       18       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,585
COMMITMENTS
     170        0        0   15,779   15,980   15,949   15,980      636      605

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:       -117)
     -75        0        0      213     -117      138     -117     -255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     95.1     96.4     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       12       20       12
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,206
COMMITMENTS
   2,528    1,158      114   20,978   22,715   23,620   23,987      586      219

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        486)
     114        0        0      450      486      564      486      -78        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      4.8      0.5     86.7     93.8     97.6     99.1      2.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        2        2       25       29       31       33
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,658
COMMITMENTS
       0        0        0    9,462    9,430    9,462    9,430      196      228

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:         86)
    -546        0     -149      783      209       88       60       -2       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     97.6     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       22       24       22
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       60,162
COMMITMENTS
   4,701      737    1,233   49,248   56,977   55,182   58,947    4,980    1,215

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:        795)
    -300      -55     -258    1,365    1,264      807      951      -12     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      1.2      2.0     81.9     94.7     91.7     98.0      8.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        3       32       38       38       42
```

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Updated July 17, 2009