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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,971
COMMITMENTS
   2,347       25      450   36,930   38,975   39,727   39,450      244      521

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -7,979)
  -1,496        0     -150   -6,261   -8,160   -7,907   -8,310      -72      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.1      1.1     92.4     97.5     99.4     98.7      0.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        1       34       37       39       39
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,352
COMMITMENTS
     550      120       75   22,617   22,892   23,242   23,087      110      265

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -1,978)
     -50        0        0   -1,833   -1,958   -1,883   -1,958      -95      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.5      0.3     96.9     98.0     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        1       32       32       34       34
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,890
COMMITMENTS
     607        0      452    4,496    5,466    5,555    5,918    1,335      972

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:       -636)
    -168        0      -24     -678     -671     -870     -695      234       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.0      6.6     65.3     79.3     80.6     85.9     19.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       20       19       21
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,887
COMMITMENTS
     242      415      304    9,070    9,054    9,616    9,773    1,271    1,114

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -1,825)
     -66     -392       48   -1,855   -1,756   -1,873   -2,100       48      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.8      2.8     83.3     83.2     88.3     89.8     11.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        5        4       37       40       41       47
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,003
COMMITMENTS
      15       15      180    7,313    7,020    7,508    7,215      495      788

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -1,908)
    -135       15      150   -1,744   -1,895   -1,729   -1,730     -179     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.2      2.2     91.4     87.7     93.8     90.2      6.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        1        3       42       46       45       49
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      267,770
COMMITMENTS
  36,041   14,118   40,517  148,674  183,390  225,232  238,025   42,538   29,745

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:      1,927)
     376      -48     -137     -590    3,121     -351    2,936    2,278   -1,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      5.3     15.1     55.5     68.5     84.1     88.9     15.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      32       23       35       66       67      119      111
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       20,261
COMMITMENTS
     333      150      425   18,744   18,236   19,502   18,811      759    1,450

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -4,135)
    -182       50      -50   -3,818   -4,292   -4,050   -4,292      -85      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.7      2.1     92.5     90.0     96.3     92.8      3.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        2        3       36       50       40       54
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,360
COMMITMENTS
     370        0       75   18,836   19,975   19,281   20,050    2,079    1,310

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -1,222)
      65        0       75   -1,007   -1,247     -867   -1,172     -355      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      0.4     88.2     93.5     90.3     93.9      9.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        1       24       26       27       27
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,038
COMMITMENTS
   7,734        0      260   12,044   17,453   20,038   17,713        0    2,325

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:        395)
   1,335        0      240     -880      155      695      395     -300        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6      0.0      1.3     60.1     87.1    100.0     88.4      0.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        0        2       13       13       18       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      682,815
COMMITMENTS
  85,161  223,920  247,367  275,375  180,421  607,903  651,708   74,912   31,107

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:        719)
    -376    6,820    7,493    9,672   -1,131   16,789   13,182  -16,070  -12,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     32.8     36.2     40.3     26.4     89.0     95.4     11.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      67       78      100       82       64      218      189
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,005
COMMITMENTS
   1,454        0    2,868   77,326   79,253   81,648   82,121    7,357    6,884

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -3,731)
      71        0     -276   -2,968   -3,038   -3,173   -3,314     -558     -417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      3.2     86.9     89.0     91.7     92.3      8.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        3       23       27       26       30
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,571
COMMITMENTS
   1,296   13,070    1,237   44,204   24,857   46,737   39,164    9,834   17,407

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -3,911)
    -466    2,944   -1,434   -2,228   -5,765   -4,128   -4,255      217      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     23.1      2.2     78.1     43.9     82.6     69.2     17.4     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       15       15       18       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,371
COMMITMENTS
   3,623        0    3,648   66,715   66,349   73,986   69,997    7,385   11,374

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -5,761)
     -71   -1,694      476   -5,651   -4,063   -5,246   -5,281     -515     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      4.5     82.0     81.5     90.9     86.0      9.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        3       25       26       29       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,523
COMMITMENTS
       0        0        0   82,130   83,417   82,130   83,417   12,393   11,106

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -4,856)
       0        0        0   -5,003   -3,872   -5,003   -3,872      147     -984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.9     88.3     86.9     88.3     13.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       23       21       23       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,503
COMMITMENTS
     195    6,870    4,600   75,350   70,102   80,145   81,572    6,358    4,931

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -5,896)
    -795     -916      285   -3,673   -4,246   -4,183   -4,877   -1,713   -1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      7.9      5.3     87.1     81.0     92.6     94.3      7.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        3       25       26       28       31
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,827
COMMITMENTS
       0    7,007    6,528  106,083   99,382  112,611  112,917    7,216    6,910

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -6,578)
       0      703   -1,247   -4,430   -5,550   -5,677   -6,094     -901     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      5.4     88.5     82.9     94.0     94.2      6.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        3       21       29       24       32
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,158
COMMITMENTS
   2,048    8,996   14,865   53,018   43,278   69,931   67,139    5,227    8,019

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -5,628)
    -703       37      -78   -3,963   -5,039   -4,744   -5,080     -884     -548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     12.0     19.8     70.5     57.6     93.0     89.3      7.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       13       15       16       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,448
COMMITMENTS
   1,192        0      310   41,688   47,749   43,190   48,059   12,258    7,389

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -3,763)
     -60        0        0   -1,873   -3,581   -1,933   -3,581   -1,830     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      0.6     75.2     86.1     77.9     86.7     22.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       22       20       23       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,691
COMMITMENTS
   2,139    3,258    7,142   82,805   81,319   92,086   91,719    7,605    7,972

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -6,519)
     792   -2,107      131   -7,509   -3,117   -6,586   -5,093       67   -1,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      3.3      7.2     83.1     81.6     92.4     92.0      7.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        5       26       29       31       34
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,150
COMMITMENTS
     502    5,151    3,711   52,088   43,681   56,301   52,543    4,849    8,607

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -3,274)
     467     -353     -924   -2,309   -1,781   -2,766   -3,058     -508     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      8.4      6.1     85.2     71.4     92.1     85.9      7.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       11       15       13       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      124,810
COMMITMENTS
       0    6,952        0  123,652  115,662  123,652  122,614    1,158    2,196

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:    -10,520)
    -360   -2,400        0   -9,920   -8,000  -10,280  -10,400     -240     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.6      0.0     99.1     92.7     99.1     98.2      0.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       15       17       15       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      217,895
COMMITMENTS
  11,763    9,993    4,091  194,441  197,788  210,295  211,872    7,600    6,023

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -9,188)
   3,201   -2,270     -762  -12,675   -8,003  -10,236  -11,035    1,048    1,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      4.6      1.9     89.2     90.8     96.5     97.2      3.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        1        6       41       35       49       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      155,130
COMMITMENTS
   1,875    3,974    1,888  140,293  145,270  144,056  151,132   11,074    3,998

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -7,035)
     450     -618     -459   -7,048   -7,408   -7,057   -8,485       22    1,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.6      1.2     90.4     93.6     92.9     97.4      7.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       31       28       33       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      267,510
COMMITMENTS
  22,653        0    8,984  218,450  242,227  250,087  251,211   17,423   16,299

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -9,520)
   4,674        0   -3,739  -10,517   -5,846   -9,582   -9,585       62       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.0      3.4     81.7     90.5     93.5     93.9      6.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        0        4       41       41       45       45
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,883
COMMITMENTS
       0    3,238    1,248   86,242   82,442   87,490   86,928    7,393    7,955

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -5,553)
       0     -127      -22   -5,237   -5,574   -5,259   -5,723     -294      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      1.3     90.9     86.9     92.2     91.6      7.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        4        3       19       18       22       23
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,175
COMMITMENTS
       0        0        0   50,261   48,114   50,261   48,114    4,914    7,061

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -3,650)
    -668        0        0   -3,250   -3,170   -3,918   -3,170      268     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.1     87.2     91.1     87.2      8.9     12.8

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
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,009,684
COMMITMENTS
 633,685  133,340  969,488  1373749  1895661  2976922  2998489   32,762   11,195

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:   -208,289)
 -40,840   -3,216  -84,824  -80,765 -120,931 -206,429 -208,971   -1,860      682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      4.4     32.2     45.6     63.0     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      35       21       48      102       98      156      148
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,157,644
COMMITMENTS
 213,045   59,284  251,553  688,515  844,661  1153113  1155498    4,531    2,146

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:   -192,172)
 -41,518   -7,507  -33,151  -95,760 -108,409 -170,429 -149,067  -21,743  -43,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      5.1     21.7     59.5     73.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      28       20       38       42       40       85       83
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,528
COMMITMENTS
   1,658    1,082      516   31,784   32,866   33,958   34,464      570       64

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -1,904)
     356      204   -1,156     -647     -953   -1,447   -1,905     -457        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      3.1      1.5     92.1     95.2     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        6        6       35       29       41       37
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,349
COMMITMENTS
       0        0        0    6,921    7,198    6,921    7,198      428      151

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:       -560)
       0        0        0     -560     -540     -560     -540        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.2     97.9     94.2     97.9      5.8      2.1

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
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,009
COMMITMENTS
   3,222        0       86   16,188   19,789   19,496   19,875    1,513    1,134

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:       -378)
     -32        0        0     -140        8     -172        8     -206     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      0.0      0.4     77.1     94.2     92.8     94.6      7.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       19       19       21       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,527
COMMITMENTS
     160      620      570   27,520   28,639   28,250   29,829    2,277      698

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:       -551)
     -20      -20       20     -452     -501     -452     -501      -99      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.0      1.9     90.1     93.8     92.5     97.7      7.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       26       22       29       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,055
COMMITMENTS
       0        0        0   25,581   25,199   25,581   25,199      474      856

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -1,464)
       0        0        0   -1,436   -1,532   -1,436   -1,532      -28       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.2     96.7     98.2     96.7      1.8      3.3

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
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,492
COMMITMENTS
     860        0        0    9,902   11,586   10,762   11,586    1,730      906

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:       -394)
     -20        0        0     -336     -382     -356     -382      -38      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.0      0.0     79.3     92.7     86.2     92.7     13.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       16       16       16
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,710
COMMITMENTS
       0        0        0    9,663    9,656    9,663    9,656    1,047    1,054

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:         54)
       0        0        0      306      110      306      110     -252      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.2     90.2     90.2     90.2      9.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       17       17       17
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| 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:       12,120
COMMITMENTS
       0        0        0   11,714   11,114   11,714   11,114      406    1,006

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:       -248)
       0        0        0     -260     -292     -260     -292       12       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.7     91.7     96.7     91.7      3.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       16       21       16
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       99,408
COMMITMENTS
   6,197    8,045        0   93,211   91,363   99,408   99,408        0        0

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -1,720)
    -500     -600        0   -1,220   -1,120   -1,720   -1,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      8.1      0.0     93.8     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       12        9       13       11
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,662,616
COMMITMENTS
  79,488   93,120        0  1583128  1569496  1662616  1662616        0        0

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -8,544)
       0        0        0   -8,544   -8,544   -8,544   -8,544        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      5.6      0.0     95.2     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       11        7       12        9
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      148,124
COMMITMENTS
  13,321    7,067        0  134,803  139,777  148,124  146,844        0    1,280

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -2,184)
    -180     -300        0   -2,004   -1,884   -2,184   -2,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      4.8      0.0     91.0     94.4    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        0       15       23       19       24
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,282,081
COMMITMENTS
 109,064   55,968   31,360  2141657  2194753  2282081  2282081        0        0

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:   -100,558)
  27,256   -2,120   -3,816 -123,998  -94,622 -100,558 -100,558        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.5      1.4     93.8     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        1       15       19       18       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      478,746
COMMITMENTS
       0   70,000        0  478,746  408,746  478,746  478,746        0        0

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:    -23,502)
       0        0        0  -23,502  -23,502  -23,502  -23,502        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.6      0.0    100.0     85.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       13       11       14
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,786
COMMITMENTS
       0        0        0   17,926   18,666   17,926   18,666      860      120

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:         92)
       0        0        0      117       32      117       32      -25       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.4     99.4     95.4     99.4      4.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       26       26       26       26
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,004
COMMITMENTS
       0        0        0    5,312    5,944    5,312    5,944      692       60

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:       -485)
       0        0        0     -388     -405     -388     -405      -97      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.5     99.0     88.5     99.0     11.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       17       20       17
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,638
COMMITMENTS
       0        0        0    8,863    8,943    8,863    8,943      775      695

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:        179)
       0        0        0      -57      -51      -57      -51      236      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.0     92.8     92.0     92.8      8.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       20       21       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,191,638
COMMITMENTS
 199,497  159,810  279,557  597,601  654,322  1076655  1093689  114,983   97,949

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     95,773)
  14,260   14,695   21,341   28,576   29,652   64,177   65,688   31,596   30,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     13.4     23.5     50.1     54.9     90.4     91.8      9.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     100       95      138       76       93      260      258
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      208,769
COMMITMENTS
  27,954   34,647    8,107  142,097  118,188  178,158  160,942   30,611   47,827

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -5,814)
   1,467    2,406   -2,440   -2,934    2,802   -3,907    2,768   -1,907   -8,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     16.6      3.9     68.1     56.6     85.3     77.1     14.7     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        6       25       26       33       32
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,375
COMMITMENTS
   5,436      525    2,370   56,141   59,042   63,947   61,937      428    2,438

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:    -11,455)
    -174       75     -100   -9,521  -11,554   -9,795  -11,579   -1,660      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.8      3.7     87.2     91.7     99.3     96.2      0.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        2        4       38       43       47       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      179,986
COMMITMENTS
  26,986   46,293   21,654  122,135  103,997  170,775  171,944    9,211    8,042

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -1,048)
   4,483     -420   -3,766   -1,041    3,714     -324     -472     -724     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     25.7     12.0     67.9     57.8     94.9     95.5      5.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      13       19       26       20       20       47       51
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,790
COMMITMENTS
   5,799    2,948    3,046   23,726   27,589   32,571   33,583    5,219    4,207

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:         41)
   3,678       73   -1,503   -1,331    1,230      844     -200     -803      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      7.8      8.1     62.8     73.0     86.2     88.9     13.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        4        5       11       12       20       17
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,441
COMMITMENTS
   2,850    2,733      510   34,476   34,571   37,836   37,814      605      627

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -3,974)
     340     -975     -340   -3,659   -2,359   -3,659   -3,674     -315     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      7.1      1.3     89.7     89.9     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        6        1       28       33       30       40
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,129
COMMITMENTS
  10,477    2,427      185    2,972   12,981   13,634   15,593    2,495      536

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:        -66)
     219   -1,053       -9     -228    1,228      -18      166      -48     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.0     15.0      1.1     18.4     80.5     84.5     96.7     15.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      63       14        3       18       24       84       39
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       23,162
COMMITMENTS
  11,155    3,631      304    6,830   17,678   18,289   21,613    4,873    1,549

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:      1,322)
     -20      236      261      -10      688      231    1,185    1,091      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.2     15.7      1.3     29.5     76.3     79.0     93.3     21.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      43       13        3       12       22       57       36
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      210,410
COMMITMENTS
  71,073   10,085   14,384  106,188  170,318  191,645  194,787   18,765   15,623

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:    -16,537)
     570      839   -1,991  -14,145  -15,826  -15,566  -16,978     -971      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      4.8      6.8     50.5     80.9     91.1     92.6      8.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      65       23       40       78       87      163      136
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,484
COMMITMENTS
   1,250      900      100    7,834    7,534    9,184    8,534      300      950

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:       -628)
       0        0      100     -728     -778     -628     -678        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      9.5      1.1     82.6     79.4     96.8     90.0      3.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        1       26       30       30       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       34,729
COMMITMENTS
   1,272        0      101   32,091   34,475   33,464   34,576    1,265      153

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -1,473)
     -89      -75        0   -1,360   -1,147   -1,449   -1,222      -24     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.3     92.4     99.3     96.4     99.6      3.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        0        1       34       25       38       26
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,417
COMMITMENTS
     962        0      163   20,869   21,135   21,994   21,298      423    1,119

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -3,315)
      -5        0      -10   -3,220   -3,310   -3,235   -3,320      -80        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      0.7     93.1     94.3     98.1     95.0      1.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       20       14       22       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,776
COMMITMENTS
     250       50        0   16,927   17,676   17,177   17,726      599       50

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -2,910)
      50        0        0   -2,960   -2,860   -2,910   -2,860        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.3      0.0     95.2     99.4     96.6     99.7      3.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        0       22       29       24       30
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,149
COMMITMENTS
       0      455        0    3,183    2,957    3,183    3,412      966      737

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:       -387)
       0      -76        0     -319     -234     -319     -310      -68      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.0      0.0     76.7     71.3     76.7     82.2     23.3     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       18       17       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,363
COMMITMENTS
     150        0        0   15,460   16,278   15,610   16,278      753       85

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -2,353)
       0        0        0   -2,221   -2,248   -2,221   -2,248     -132     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     94.5     99.5     95.4     99.5      4.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       21       10       22       10
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,496
COMMITMENTS
   1,883      768      114   20,965   23,352   22,962   24,234    2,534    1,262

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -1,858)
     -45        0        0   -1,608   -1,843   -1,653   -1,843     -205      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      3.0      0.4     82.2     91.6     90.1     95.1      9.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        2       27       27       32       30
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,223
COMMITMENTS
   1,169      217        0    7,579    8,675    8,748    8,892      475      331

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:     -1,643)
      42       -5      -50   -1,379   -1,553   -1,387   -1,608     -256      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      2.4      0.0     82.2     94.1     94.8     96.4      5.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        0       23       22       24       24
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 06/02/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,739
COMMITMENTS
   7,576      549    1,419   45,292   54,679   54,287   56,647    4,452    2,092

CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST:       -852)
   1,609     -982      510   -2,794      917     -675      445     -177   -1,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      0.9      2.4     77.1     93.1     92.4     96.4      7.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        2        6       28       36       36       43
```

----

Updated June 5, 2009