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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,270
COMMITMENTS
   2,428       25      536   43,129   45,607   46,093   46,168      177      102

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      3,303)
       0        0      -25    3,197    3,239    3,172    3,214      131       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.1      1.2     93.2     98.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        1        2       35       40       40       43
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,382
COMMITMENTS
     550      120       75   23,652   24,027   24,277   24,222      105      160

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        322)
       0        0        0      322      322      322      322        0        0

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       34       35       36       37
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,367
COMMITMENTS
     677       25      452    4,910    5,973    6,039    6,450    1,328      917

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:         66)
       0        0        0       38       72       38       72       28       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.3      6.1     66.6     81.1     82.0     87.6     18.0     12.4

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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,284
COMMITMENTS
     553      643      282   10,749   10,333   11,584   11,258      700    1,026

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        249)
      14       57       -4      234      160      244      213        5       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      5.2      2.3     87.5     84.1     94.3     91.6      5.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        4        3       41       43       46       50
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,912
COMMITMENTS
      61       30      440    8,631    8,545    9,132    9,015      780      897

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        538)
      46       -5      155      330      363      531      513        7       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.3      4.4     87.1     86.2     92.1     91.0      7.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        1        5       46       49       51       54
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,581
COMMITMENTS
     720       45        0    2,126    3,183    2,846    3,228      735      353

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:         98)
       0        0        0      116      146      116      146      -18      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      1.3      0.0     59.4     88.9     79.5     90.1     20.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       19       22       20       23
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,615
COMMITMENTS
       0        0        0    1,740    1,928    1,740    1,928      875      687

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        164)
       0        0        0      125      120      125      120       39       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     66.5     73.7     66.5     73.7     33.5     26.3

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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        7,766
COMMITMENTS
       0        0        0    7,766    7,766    7,766    7,766        0        0

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        324)
       0        0        0      324      324      324      324        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:       21)
       0        0        0       17       17       17       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      317,966
COMMITMENTS
  39,867    7,923   57,224  175,324  220,590  272,415  285,736   45,550   32,229

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -8,450)
   1,756     -297   -2,872   -1,966   -3,659   -3,082   -6,828   -5,368   -1,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      2.5     18.0     55.1     69.4     85.7     89.9     14.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      40       20       43       63       65      126      112
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       62,962
COMMITMENTS
   1,199    5,463   17,544   38,645   36,186   57,387   59,192    5,575    3,770

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -2,129)
     -12     -870      132   -1,763     -977   -1,643   -1,715     -487     -415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      8.7     27.9     61.4     57.5     91.1     94.0      8.9      6.0

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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       26,386
COMMITMENTS
     449      168      547   25,024   24,971   26,020   25,686      366      700

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      1,950)
    -232       50      100    1,950    1,950    1,818    2,100      132     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.6      2.1     94.8     94.6     98.6     97.3      1.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       3        2        4       45       55       51       59
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,570
COMMITMENTS
     455        0      200   20,850   22,160   21,505   22,360    2,065    1,210

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:         35)
       0        0        0     -165      135     -165      135      200     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.8     88.5     94.0     91.2     94.9      8.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        0        2       26       26       30       28
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,324
COMMITMENTS
   5,734       75      931   13,494   17,503   20,159   18,509      165    1,815

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:       -150)
    -975        0      450      375     -600     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      0.4      4.6     66.4     86.1     99.2     91.1      0.8      8.9

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 06/30/09          |
--------------------------------------------------------------| 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 06/23/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      942,019
COMMITMENTS
 157,057  225,167  330,722  363,162  338,331  850,940  894,220   91,079   47,800

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      7,160)
  19,295   20,180  -12,744    2,523   -3,397    9,074    4,040   -1,914    3,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     23.9     35.1     38.6     35.9     90.3     94.9      9.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      92       87      115       85       71      246      216
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,505
COMMITMENTS
   1,361      975    1,723   80,614   79,041   83,698   81,739    5,807    7,766

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:       -558)
    -207      674     -631      230     -957     -608     -914       50      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.1      1.9     90.1     88.3     93.5     91.3      6.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        3       25       27       28       30
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,654
COMMITMENTS
   1,296   12,058    2,374   45,312   26,539   48,982   40,971    8,672   16,683

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        544)
       0      281      765      -97      232      668    1,278     -124     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     20.9      4.1     78.6     46.0     85.0     71.1     15.0     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        4       17       18       21       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,800
COMMITMENTS
   4,479        0    2,548   70,838   71,662   77,865   74,210    7,935   11,590

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -1,564)
     395        0     -366   -1,895   -1,198   -1,866   -1,564      302        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.0      3.0     82.6     83.5     90.8     86.5      9.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        3       25       27       29       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,612
COMMITMENTS
       0        0        0   83,155   84,463   83,155   84,463   12,457   11,149

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        887)
       0        0        0      763      887      763      887      124        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.0     88.3     87.0     88.3     13.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       22       23       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,028
COMMITMENTS
   2,811    1,879    6,148   75,588   80,101   84,547   88,128    8,481    4,900

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      1,665)
     189      895     -143    1,074      882    1,120    1,634      545       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      2.0      6.6     81.3     86.1     90.9     94.7      9.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        4       25       27       29       32
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      120,438
COMMITMENTS
       0    6,183    6,640  107,486  101,915  114,126  114,738    6,312    5,700

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        193)
       0      625     -117      163      761       46    1,269      147   -1,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      5.5     89.2     84.6     94.8     95.3      5.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        3        3       23       32       26       35
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,946
COMMITMENTS
       0    5,602      988   34,375   25,935   35,363   32,525    2,583    5,421

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        585)
       0     -112      364      221      333      585      585        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.8      2.6     90.6     68.3     93.2     85.7      6.8     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       16       14       18       16
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,980
COMMITMENTS
     843    9,338   10,504   57,948   46,362   69,295   66,204    4,685    7,776

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:       -342)
    -302   -2,014     -920      942    2,592     -280     -342      -62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     12.6     14.2     78.3     62.7     93.7     89.5      6.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       16       19       19       22
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,486
COMMITMENTS
     336        0      310   42,582   47,211   43,228   47,521   12,258    7,965

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:       -428)
    -856        0        0      428     -428     -428     -428        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.6     76.7     85.1     77.9     85.6     22.1     14.4

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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,849
COMMITMENTS
   3,389    1,090    7,571   83,810   84,252   94,770   92,913    6,079    7,936

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        175)
   1,025      360      123      413     -488    1,561       -5   -1,386      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      1.1      7.5     83.1     83.5     94.0     92.1      6.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        5       29       31       34       36
 
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,089
COMMITMENTS
       0    1,228        0   45,803   48,795   45,803   50,023    8,286    4,066

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      0.0     84.7     90.2     84.7     92.5     15.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       14       14       15
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,826,259
COMMITMENTS
  28,391  126,697  618,887  1174834  1077390  1822112  1822974    4,147    3,285

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:   -171,017)
   8,164  -22,273  -87,862  -91,020  -60,198 -170,719 -170,334     -298     -683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      6.9     33.9     64.3     59.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      30       41       62       60       60      126      127
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,249
COMMITMENTS
       0    6,764        0   90,877   83,881   90,877   90,645      372      604

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.4      0.0     99.6     91.9     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        0       13       17       13       20
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       21,341
COMMITMENTS
       0      496      124   21,093   19,429   21,217   20,049      124    1,292

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      0.6     98.8     91.0     99.4     93.9      0.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       13       12       14       13
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,888
COMMITMENTS
       0    4,655    4,981   58,520   49,764   63,501   59,400    5,387    9,488

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        -84)
       0       84      295     -518     -614     -223     -235      139      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.8      7.2     84.9     72.2     92.2     86.2      7.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       13       15       15       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| 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  122,322  132,196  129,646    1,158    3,708

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      -52        0      -52        0       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      0.0     99.1     91.7     99.1     97.2      0.9      2.8

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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      227,238
COMMITMENTS
  10,645   10,771    5,672  204,805  204,349  221,122  220,792    6,116    6,446

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      2,150)
    -806     -152      -17    2,964    2,530    2,141    2,361        9     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      4.7      2.5     90.1     89.9     97.3     97.2      2.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        1        5       46       40       53       45
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      156,251
COMMITMENTS
   1,875    4,033    1,978  140,383  145,693  144,236  151,704   12,015    4,547

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        687)
       0      454      -35      420      118      385      537      302      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.6      1.3     89.8     93.2     92.3     97.1      7.7      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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      280,003
COMMITMENTS
  17,514      971   13,505  230,829  252,163  261,848  266,639   18,155   13,364

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      4,143)
  -1,693      519    1,192    5,076    2,541    4,575    4,252     -432     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.3      4.8     82.4     90.1     93.5     95.2      6.5      4.8

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 06/30/09          |
--------------------------------------------------------------| 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 06/23/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,742
COMMITMENTS
       0        0        0   51,314   49,597   51,314   49,597    5,428    7,145

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        938)
       0        0        0      122    1,218      122    1,218      816     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.4     87.4     90.4     87.4      9.6     12.6

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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,883,327
COMMITMENTS
 629,520  126,348  872,994  1354166  1872552  2856680  2871894   26,647   11,433

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:   -216,347)
  11,071    3,386 -116,216 -113,347 -103,463 -218,492 -216,293    2,145      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      4.4     30.3     47.0     64.9     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      36       25       54      103      100      163      156
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,083,297
COMMITMENTS
 140,227   69,264  249,823  686,719  761,650  1076769  1080737    6,528    2,560

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:   -148,819)
-121,249   -9,919  -10,006  -16,825 -128,960 -148,080 -148,885     -739       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      6.4     23.1     63.4     70.3     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      25       24       35       41       40       83       82
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      119,130
COMMITMENTS
   1,920    2,922    6,058  109,884  109,327  117,862  118,308    1,268      822

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:    -10,295)
     524      510   -4,259   -7,328   -7,287  -11,063  -11,036      768      742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.5      5.1     92.2     91.8     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        6        7       37       34       44       42
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| 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 06/23/09 (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     94.3     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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,472
COMMITMENTS
   2,795       27      404   27,917   30,773   31,116   31,204    1,356    1,268

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        396)
     -53       -5      -75      872      469      743      388     -347        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.1      1.2     86.0     94.8     95.8     96.1      4.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       22       20       24       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,657
COMMITMENTS
      50      620      610   28,302   29,715   28,962   30,945    2,695      712

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        318)
       0        0        0      202      338      202      338      116      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.0      1.9     89.4     93.9     91.5     97.8      8.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       28       22       30       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| 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 06/23/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.2     96.8     98.2     96.8      1.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       13       15       13
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,872
COMMITMENTS
     860       26       28   11,410   12,908   12,298   12,962    1,574      910

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:         66)
       0       10        0      -14       56      -14       66       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.2      0.2     82.3     93.1     88.7     93.4     11.3      6.6

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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,712
COMMITMENTS
       2        0        0   24,857   25,297   24,859   25,297      853      415

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        877)
      -1        0        0      888      861      887      861      -10       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.7     98.4     96.7     98.4      3.3      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 06/30/09          |
--------------------------------------------------------------| 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:       12,326
COMMITMENTS
       0        0        0   11,978   11,206   11,978   11,206      348    1,120

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:         46)
       0        0        0      126      114      126      114      -80      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.2     90.9     97.2     90.9      2.8      9.1

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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      540,008
COMMITMENTS
  15,840   23,440   15,520  508,648  501,048  540,008  540,008        0        0

CHANGES FROM 06/23/09 (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
     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       12        5       14        7
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      104,803
COMMITMENTS
   1,057    8,265    5,140   98,606   91,398  104,803  104,803        0        0

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -1,370)
       0        0        0   -1,370   -1,370   -1,370   -1,370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      7.9      4.9     94.1     87.2    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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,720,296
COMMITMENTS
       0  141,552   48,208  1672088  1530536  1720296  1720296        0        0

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:    -27,440)
       0   11,760  -11,760  -15,680  -27,440  -27,440  -27,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.2      2.8     97.2     89.0    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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      166,489
COMMITMENTS
  13,541    1,927    5,140  147,808  158,142  166,489  165,209        0    1,280

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -1,515)
       0        0        0   -1,515   -1,515   -1,515   -1,515        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      1.2      3.1     88.8     95.0    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        1       18       24       23       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,308,852
COMMITMENTS
 169,256        0   62,320  2077276  2246532  2308852  2308852        0        0

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:    -13,146)
       0        0        0  -13,146  -13,146  -13,146  -13,146        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:       36)
       4        0        2       19       21       23       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| 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   40,876   37,500   42,231   41,827      151      555

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0    1,275        0    1,275        0   -1,275        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     10.1      0.1     96.4     88.5     99.6     98.7      0.4      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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      693,897
COMMITMENTS
       0   70,000        0  693,897  623,897  693,897  693,897        0        0

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     10,816)
       0        0        0   10,816   10,816   10,816   10,816        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.1      0.0    100.0     89.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       13       14       13       15
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,499
COMMITMENTS
     546        5      290   16,594   18,058   17,430   18,353    1,070      147

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        231)
     521        5      185     -334      384      372      574     -141     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      1.6     89.7     97.6     94.2     99.2      5.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        3       28       29       31       32
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,589
COMMITMENTS
       0        0        0    8,322    8,422    8,322    8,422      267      167

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:         47)
       0        0        0       86       65       86       65      -39      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.9     98.1     96.9     98.1      3.1      1.9

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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,968
COMMITMENTS
      29       10      462   12,194   12,301   12,685   12,773      284      196

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        867)
    -126       10      142      712      669      728      821      139       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.1      3.6     94.0     94.9     97.8     98.5      2.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       23       19       25       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,535,774
COMMITMENTS
 202,172  101,151  880,375  1336821  1452544  2419367  2434070  116,407  101,705

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     69,549)
  10,212    8,087   21,079   16,764   19,436   48,055   48,602   21,494   20,947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      4.0     34.7     52.7     57.3     95.4     96.0      4.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     132       92      170       77       91      293      277
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       96,921
COMMITMENTS
   2,942   21,662   23,699   67,446   47,753   94,088   93,114    2,833    3,807

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      5,172)
    -271    1,092    2,092    3,440    1,845    5,261    5,029      -89      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     22.4     24.5     69.6     49.3     97.1     96.1      2.9      3.9

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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      211,719
COMMITMENTS
  35,956   32,462    5,704  149,016  115,757  190,676  153,923   21,043   57,796

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -9,205)
     975   -2,128   -2,380  -10,062  -17,066  -11,467  -21,574    2,262   12,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     15.3      2.7     70.4     54.7     90.1     72.7      9.9     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        4        5       23       23       30       29
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      179,261
COMMITMENTS
  25,633   10,081   52,748   97,579  113,170  175,960  175,999    3,300    3,262

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      1,932)
     577       45    2,276     -600     -355    2,253    1,966     -321      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      5.6     29.4     54.4     63.1     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      25       22       41       27       26       70       71
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      568,232
COMMITMENTS
  28,581   14,631   77,695  443,888  457,534  550,163  549,859   18,069   18,373

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:    -24,700)
   1,583     -799   -6,110  -18,998  -14,599  -23,525  -21,509   -1,175   -3,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      2.6     13.7     78.1     80.5     96.8     96.8      3.2      3.2

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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       73,631
COMMITMENTS
   4,012      800    2,545   66,949   70,161   73,506   73,506      125      125

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      2,485)
    -130      175      100    2,496    2,191    2,466    2,466       19       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      1.1      3.5     90.9     95.3     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        4        4       44       45       51       51
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      175,380
COMMITMENTS
  26,727   42,437   19,298  122,271  104,776  168,296  166,511    7,084    8,869

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -1,641)
     861     -472   -2,243      -61      401   -1,443   -2,314     -198      673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     24.2     11.0     69.7     59.7     96.0     94.9      4.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11       15       21       22       22       46       45
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,062
COMMITMENTS
   4,851    2,325    5,190   28,341   30,660   38,382   38,175    3,680    3,887

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:       -515)
    -490     -445      526     -763   -1,866     -727   -1,785      212    1,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      5.5     12.3     67.4     72.9     91.3     90.8      8.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        6       11       13       19       19
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,823
COMMITMENTS
   1,200    1,035    1,260   39,021   42,486   41,481   44,781   18,342   15,042

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        320)
       0        0        0      420      720      420      720     -100     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.7      2.1     65.2     71.0     69.3     74.9     30.7     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       17       18       18
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      111,217
COMMITMENTS
   7,376    2,626    7,638   54,847   72,608   69,861   82,872   41,356   28,345

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        634)
     107      123       69    4,231    1,442    4,407    1,634   -3,773   -1,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      2.4      6.9     49.3     65.3     62.8     74.5     37.2     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       18       18       21       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,787
COMMITMENTS
   3,050    2,133      470   40,162   41,082   43,682   43,685      105      102

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      1,701)
       0        0        0    1,701    1,701    1,701    1,701        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      4.9      1.1     91.7     93.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        4        1       32       34       34       39
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,444
COMMITMENTS
  11,513    2,586       90    2,708   13,227   14,311   15,903    2,133      541

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        409)
     700     -142      -44     -257      671      399      485       10      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.0     15.7      0.5     16.5     80.4     87.0     96.7     13.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      64       13        2       15       26       81       40
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       22,996
COMMITMENTS
  12,721    2,736      392    6,203   18,492   19,316   21,620    3,680    1,376

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:       -280)
      76        9      -20      -68     -360      -12     -371     -268       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.3     11.9      1.7     27.0     80.4     84.0     94.0     16.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      50       13        3       15       23       67       37
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      242,261
COMMITMENTS
  61,501   10,352   40,580  121,557  176,841  223,638  227,773   18,622   14,488

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:    -28,671)
  -3,623      912   -6,928  -14,227  -19,498  -24,778  -25,513   -3,893   -3,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      4.3     16.8     50.2     73.0     92.3     94.0      7.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      62       24       46       68       88      152      139
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,540
COMMITMENTS
   1,972      167      834   11,545   15,132   14,351   16,133    6,189    4,407

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -2,542)
     169        0      173   -1,842   -2,742   -1,500   -2,569   -1,042       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.8      4.1     56.2     73.7     69.9     78.5     30.1     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       11       13       13       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,282
COMMITMENTS
   1,454      820      400   10,278   10,812   12,132   12,032      150      250

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        903)
      50     -130      300      553      733      903      903        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      6.7      3.3     83.7     88.0     98.8     98.0      1.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        1       34       34       39       37
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       41,114
COMMITMENTS
   1,772        0      101   38,063   41,010   39,936   41,111    1,178        3

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      1,357)
       0        0        0    1,332    1,357    1,332    1,357       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      0.2     92.6     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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,804
COMMITMENTS
     884        0      178   22,428   22,208   23,490   22,386      314    1,418

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        543)
     -29        0       40      530      200      541      240        2      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      0.7     94.2     93.3     98.7     94.0      1.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       21       19       23       21
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,431
COMMITMENTS
     250      260       50   20,131   20,121   20,431   20,431        0        0

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        460)
     -50      210       50      460      200      460      460        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.3      0.2     98.5     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        1       30       33       33       36
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,694
COMMITMENTS
       0      590        0    3,367    3,453    3,367    4,043    1,327      651

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        166)
       0       -4        0       98      168       98      164       68        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.6      0.0     71.7     73.6     71.7     86.1     28.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       18       19       18       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,572
COMMITMENTS
     270        0        0   17,649   17,987   17,919   17,987      653      585

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        775)
       0        0        0      775      775      775      775        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     95.0     96.9     96.5     96.9      3.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       24       13       25       13
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,185
COMMITMENTS
   2,441    1,158      114   23,101   24,912   25,656   26,184      529        1

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        128)
       0        0        0      128      128      128      128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      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 06/30/09          |
--------------------------------------------------------------| 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 06/23/09 (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      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 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,163
COMMITMENTS
   1,050      162       81    9,809   10,692   10,940   10,935      223      228

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        160)
    -171      -55      -54      385      264      160      155        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      1.5      0.7     87.9     95.8     98.0     98.0      2.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       26       23       27       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,021
COMMITMENTS
   4,384      777    1,950   49,752   57,060   56,086   59,787    4,935    1,234

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        407)
  -1,030      -36      298    1,376      -17      644      245     -237      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      1.3      3.2     81.5     93.5     91.9     98.0      8.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        2        5       29       37       36       43
```

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Updated July 6, 2009