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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    39,971:     2,347         25        450     36,930     38,975     39,727     39,450:       244        521
Old  :    39,971:     2,347         25        450     36,930     38,975     39,727     39,450:       244        521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -7,979:    -1,496          0       -150     -6,261     -8,160     -7,907     -8,310:       -72        331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        0.1        1.1       92.4       97.5       99.4       98.7:       0.6        1.3
Old  :     100.0:       5.9        0.1        1.1       92.4       97.5       99.4       98.7:       0.6        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         4          1          1         34         37         39         39:
Old  :        48:         4          1          1         34         37         39         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       57.4       64.5       71.6       34.0       40.8       46.5       49.2
Old  :                 42.5       57.4       64.5       71.6       34.0       40.8       46.5       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    23,352:       550        120         75     22,617     22,892     23,242     23,087:       110        265
Old  :    23,352:       550        120         75     22,617     22,892     23,242     23,087:       110        265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -1,978:       -50          0          0     -1,833     -1,958     -1,883     -1,958:       -95        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4        0.5        0.3       96.9       98.0       99.5       98.9:       0.5        1.1
Old  :     100.0:       2.4        0.5        0.3       96.9       98.0       99.5       98.9:       0.5        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         1          1          1         32         32         34         34:
Old  :        43:         1          1          1         32         32         34         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       56.4       72.4       79.0       34.5       41.7       44.2       51.0
Old  :                 57.1       56.4       72.4       79.0       34.5       41.7       44.2       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     6,890:       607          0        452      4,496      5,466      5,555      5,918:     1,335        972
Old  :     6,890:       607          0        452      4,496      5,466      5,555      5,918:     1,335        972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :      -636:      -168          0        -24       -678       -671       -870       -695:       234         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        0.0        6.6       65.3       79.3       80.6       85.9:      19.4       14.1
Old  :     100.0:       8.8        0.0        6.6       65.3       79.3       80.6       85.9:      19.4       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          0          1         18         20         19         21:
Old  :        22:         1          0          1         18         20         19         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       61.3       72.6       70.0       50.7       54.6       57.7       60.4
Old  :                 59.2       61.3       72.6       70.0       50.7       54.6       57.7       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    10,887:       242        415        304      9,070      9,054      9,616      9,773:     1,271      1,114
Old  :    10,887:       242        415        304      9,070      9,054      9,616      9,773:     1,271      1,114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -1,825:       -66       -392         48     -1,855     -1,756     -1,873     -2,100:        48        275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        3.8        2.8       83.3       83.2       88.3       89.8:      11.7       10.2
Old  :     100.0:       2.2        3.8        2.8       83.3       83.2       88.3       89.8:      11.7       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         2          5          4         37         40         41         47:
Old  :        49:         2          5          4         37         40         41         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       37.6       49.9       51.4       31.2       34.7       44.2       42.9
Old  :                 34.0       37.6       49.9       51.4       31.2       34.7       44.2       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     8,003:        15         15        180      7,313      7,020      7,508      7,215:       495        788
Old  :     8,003:        15         15        180      7,313      7,020      7,508      7,215:       495        788
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -1,908:      -135         15        150     -1,744     -1,895     -1,729     -1,730:      -179       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.2        2.2       91.4       87.7       93.8       90.2:       6.2        9.8
Old  :     100.0:       0.2        0.2        2.2       91.4       87.7       93.8       90.2:       6.2        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         1          1          3         42         46         45         49:
Old  :        53:         1          1          3         42         46         45         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       26.7       50.9       41.4       33.4       21.7       44.4       35.3
Old  :                 37.7       26.7       50.9       41.4       33.4       21.7       44.4       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   298,519:    34,889     13,951     54,128    160,547    195,985    249,564    264,064:    48,954     34,455
Old  :   298,519:    34,889     13,951     54,128    160,547    195,985    249,564    264,064:    48,954     34,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     6,244:       -20         81      1,169        959      4,394      2,108      5,644:     4,136        600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        4.7       18.1       53.8       65.7       83.6       88.5:      16.4       11.5
Old  :     100.0:      11.7        4.7       18.1       53.8       65.7       83.6       88.5:      16.4       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        32         24         37         66         68        119        115:
Old  :       139:        32         24         37         66         68        119        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       23.3       30.3       34.9       12.5       16.0       20.0       22.6
Old  :                 20.4       23.3       30.3       34.9       12.5       16.0       20.0       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1000 BARRELS)                                                :
     :          :                                                                            :
All  :    20,261:       333        150        425     18,744     18,236     19,502     18,811:       759      1,450
Old  :    20,261:       333        150        425     18,744     18,236     19,502     18,811:       759      1,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -4,135:      -182         50        -50     -3,818     -4,292     -4,050     -4,292:       -85        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        0.7        2.1       92.5       90.0       96.3       92.8:       3.7        7.2
Old  :     100.0:       1.6        0.7        2.1       92.5       90.0       96.3       92.8:       3.7        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         2          2          3         36         50         40         54:
Old  :        60:         2          2          3         36         50         40         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       22.6       56.0       39.7       30.2       18.8       41.7       31.7
Old  :                 37.5       22.6       56.0       39.7       30.2       18.8       41.7       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    21,360:       370          0         75     18,836     19,975     19,281     20,050:     2,079      1,310
Old  :    21,360:       370          0         75     18,836     19,975     19,281     20,050:     2,079      1,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -1,222:        65          0         75     -1,007     -1,247       -867     -1,172:      -355        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        0.0        0.4       88.2       93.5       90.3       93.9:       9.7        6.1
Old  :     100.0:       1.7        0.0        0.4       88.2       93.5       90.3       93.9:       9.7        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         3          0          1         24         26         27         27:
Old  :        33:         3          0          1         24         26         27         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       45.3       69.3       67.6       33.8       31.5       42.3       43.4
Old  :                 51.6       45.3       69.3       67.6       33.8       31.5       42.3       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE                                            Code-02265U
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    20,038:     7,734          0        260     12,044     17,453     20,038     17,713:         0      2,325
Old  :    20,038:     7,734          0        260     12,044     17,453     20,038     17,713:         0      2,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :       395:     1,335          0        240       -880        155        695        395:      -300          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6        0.0        1.3       60.1       87.1      100.0       88.4:       0.0       11.6
Old  :     100.0:      38.6        0.0        1.3       60.1       87.1      100.0       88.4:       0.0       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          0          2         13         13         18         15:
Old  :        22:         5          0          2         13         13         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.3       65.2       89.1       81.5       65.7       58.8       81.6       72.5
Old  :                 69.3       65.2       89.1       81.5       65.7       58.8       81.6       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  :   915,357:   136,724    206,408    347,157    350,255    326,751    834,136    880,316:    81,221     35,041
Old  :   915,357:   136,724    206,408    347,157    350,255    326,751    834,136    880,316:    81,221     35,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     2,431:    -5,665     11,405      8,765     15,048     -6,125     18,147     14,044:   -15,716    -11,613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       22.5       37.9       38.3       35.7       91.1       96.2:       8.9        3.8
Old  :     100.0:      14.9       22.5       37.9       38.3       35.7       91.1       96.2:       8.9        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        73         79        108         83         71        226        203:
Old  :       253:        73         79        108         83         71        226        203:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       42.2       45.1       54.5       11.3       18.4       15.0       22.2
Old  :                 34.1       42.2       45.1       54.5       11.3       18.4       15.0       22.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    89,005:     1,454          0      2,868     77,326     79,253     81,648     82,121:     7,357      6,884
Old  :    89,005:     1,454          0      2,868     77,326     79,253     81,648     82,121:     7,357      6,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -3,731:        71          0       -276     -2,968     -3,038     -3,173     -3,314:      -558       -417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        0.0        3.2       86.9       89.0       91.7       92.3:       8.3        7.7
Old  :     100.0:       1.6        0.0        3.2       86.9       89.0       91.7       92.3:       8.3        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          0          3         23         27         26         30:
Old  :        30:         3          0          3         23         27         26         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       40.9       70.7       59.2       47.9       33.7       58.7       49.7
Old  :                 51.7       40.9       70.7       59.2       47.9       33.7       58.7       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    56,571:     1,296     13,070      1,237     44,204     24,857     46,737     39,164:     9,834     17,407
Old  :    56,571:     1,296     13,070      1,237     44,204     24,857     46,737     39,164:     9,834     17,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -3,911:      -466      2,944     -1,434     -2,228     -5,765     -4,128     -4,255:       217        344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       23.1        2.2       78.1       43.9       82.6       69.2:      17.4       30.8
Old  :     100.0:       2.3       23.1        2.2       78.1       43.9       82.6       69.2:      17.4       30.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          3         15         15         18         18:
Old  :        22:         1          2          3         15         15         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       41.9       68.1       55.5       40.3       33.6       56.3       45.8
Old  :                 48.2       41.9       68.1       55.5       40.3       33.6       56.3       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    81,371:     3,623          0      3,648     66,715     66,349     73,986     69,997:     7,385     11,374
Old  :    81,371:     3,623          0      3,648     66,715     66,349     73,986     69,997:     7,385     11,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -5,761:       -71     -1,694        476     -5,651     -4,063     -5,246     -5,281:      -515       -480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        0.0        4.5       82.0       81.5       90.9       86.0:       9.1       14.0
Old  :     100.0:       4.5        0.0        4.5       82.0       81.5       90.9       86.0:       9.1       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         3          0          3         25         26         29         29:
Old  :        33:         3          0          3         25         26         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       33.0       52.2       50.7       28.3       28.5       46.4       42.2
Old  :                 31.2       33.0       52.2       50.7       28.3       28.5       46.4       42.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    94,523:         0          0          0     82,130     83,417     82,130     83,417:    12,393     11,106
Old  :    94,523:         0          0          0     82,130     83,417     82,130     83,417:    12,393     11,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -4,856:         0          0          0     -5,003     -3,872     -5,003     -3,872:       147       -984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       86.9       88.3       86.9       88.3:      13.1       11.7
Old  :     100.0:       0.0        0.0        0.0       86.9       88.3       86.9       88.3:      13.1       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          0          0         23         21         23         21:
Old  :        25:         0          0          0         23         21         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       42.6       61.9       61.5       32.6       29.9       45.7       46.6
Old  :                 41.8       42.6       61.9       61.5       32.6       29.9       45.7       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    86,503:       195      6,870      4,600     75,350     70,102     80,145     81,572:     6,358      4,931
Old  :    86,503:       195      6,870      4,600     75,350     70,102     80,145     81,572:     6,358      4,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -5,896:      -795       -916        285     -3,673     -4,246     -4,183     -4,877:    -1,713     -1,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        7.9        5.3       87.1       81.0       92.6       94.3:       7.4        5.7
Old  :     100.0:       0.2        7.9        5.3       87.1       81.0       92.6       94.3:       7.4        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         1          4          3         25         26         28         31:
Old  :        39:         1          4          3         25         26         28         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       32.7       62.2       50.2       40.8       29.9       56.2       41.4
Old  :                 44.4       32.7       62.2       50.2       40.8       29.9       56.2       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                  Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   119,827:         0      7,007      6,528    106,083     99,382    112,611    112,917:     7,216      6,910
Old  :   119,827:         0      7,007      6,528    106,083     99,382    112,611    112,917:     7,216      6,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -6,578:         0        703     -1,247     -4,430     -5,550     -5,677     -6,094:      -901       -484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.8        5.4       88.5       82.9       94.0       94.2:       6.0        5.8
Old  :     100.0:       0.0        5.8        5.4       88.5       82.9       94.0       94.2:       6.0        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         0          3          3         21         29         24         32:
Old  :        37:         0          3          3         21         29         24         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       33.5       75.7       53.4       53.3       33.1       65.2       50.4
Old  :                 58.1       33.5       75.7       53.4       53.3       33.1       65.2       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    75,158:     2,048      8,996     14,865     53,018     43,278     69,931     67,139:     5,227      8,019
Old  :    75,158:     2,048      8,996     14,865     53,018     43,278     69,931     67,139:     5,227      8,019
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -5,628:      -703         37        -78     -3,963     -5,039     -4,744     -5,080:      -884       -548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       12.0       19.8       70.5       57.6       93.0       89.3:       7.0       10.7
Old  :     100.0:       2.7       12.0       19.8       70.5       57.6       93.0       89.3:       7.0       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          3         13         15         16         18:
Old  :        22:         1          2          3         13         15         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       55.5       80.4       75.4       34.7       32.2       45.5       41.6
Old  :                 61.2       55.5       80.4       75.4       34.7       32.2       45.5       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                      Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    55,448:     1,192          0        310     41,688     47,749     43,190     48,059:    12,258      7,389
Old  :    55,448:     1,192          0        310     41,688     47,749     43,190     48,059:    12,258      7,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -3,763:       -60          0          0     -1,873     -3,581     -1,933     -3,581:    -1,830       -182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        0.0        0.6       75.2       86.1       77.9       86.7:      22.1       13.3
Old  :     100.0:       2.1        0.0        0.6       75.2       86.1       77.9       86.7:      22.1       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          0          1         22         20         23         21:
Old  :        26:         1          0          1         22         20         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       51.9       50.5       68.3       32.8       45.7       45.7       56.6
Old  :                 33.7       51.9       50.5       68.3       32.8       45.7       45.7       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                          Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    99,691:     2,139      3,258      7,142     82,805     81,319     92,086     91,719:     7,605      7,972
Old  :    99,691:     2,139      3,258      7,142     82,805     81,319     92,086     91,719:     7,605      7,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -6,519:       792     -2,107        131     -7,509     -3,117     -6,586     -5,093:        67     -1,426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        3.3        7.2       83.1       81.6       92.4       92.0:       7.6        8.0
Old  :     100.0:       2.1        3.3        7.2       83.1       81.6       92.4       92.0:       7.6        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         1          4          5         26         29         31         34:
Old  :        38:         1          4          5         26         29         31         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       38.1       56.2       57.1       31.2       36.7       46.0       50.8
Old  :                 34.8       38.1       56.2       57.1       31.2       36.7       46.0       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                            Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  : 1,945,039:    22,039    136,084    678,512  1,240,033  1,126,046  1,940,584  1,940,643:     4,455      4,396
Old  : 1,945,039:    22,039    136,084    678,512  1,240,033  1,126,046  1,940,584  1,940,643:     4,455      4,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    10,110:    -2,139    -12,016     13,193        510     12,038     11,564     13,216:    -1,454     -3,106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        7.0       34.9       63.8       57.9       99.8       99.8:       0.2        0.2
Old  :     100.0:       1.1        7.0       34.9       63.8       57.9       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        33         40         62         55         54        122        122:
Old  :       128:        33         40         62         55         54        122        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       30.7       54.1       48.9        8.7        6.3       10.0        8.6
Old  :                 34.5       30.7       54.1       48.9        8.7        6.3       10.0        8.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-023A39
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    61,150:       502      5,151      3,711     52,088     43,681     56,301     52,543:     4,849      8,607
Old  :    61,150:       502      5,151      3,711     52,088     43,681     56,301     52,543:     4,849      8,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -3,274:       467       -353       -924     -2,309     -1,781     -2,766     -3,058:      -508       -216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        8.4        6.1       85.2       71.4       92.1       85.9:       7.9       14.1
Old  :     100.0:       0.8        8.4        6.1       85.2       71.4       92.1       85.9:       7.9       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          2         11         15         13         17:
Old  :        21:         1          1          2         11         15         13         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.6       40.3       89.5       61.8       72.2       38.1       79.6       58.1
Old  :                 73.6       40.3       89.5       61.8       72.2       38.1       79.6       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   124,810:         0      6,952          0    123,652    115,662    123,652    122,614:     1,158      2,196
Old  :   124,810:         0      6,952          0    123,652    115,662    123,652    122,614:     1,158      2,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :   -10,520:      -360     -2,400          0     -9,920     -8,000    -10,280    -10,400:      -240       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.6        0.0       99.1       92.7       99.1       98.2:       0.9        1.8
Old  :     100.0:       0.0        5.6        0.0       99.1       92.7       99.1       98.2:       0.9        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          2          0         15         17         15         19:
Old  :        22:         0          2          0         15         17         15         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.0       61.1       91.0       79.7       46.6       49.5       60.0       58.6
Old  :                 70.0       61.1       91.0       79.7       46.6       49.5       60.0       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   217,895:    11,763      9,993      4,091    194,441    197,788    210,295    211,872:     7,600      6,023
Old  :   217,895:    11,763      9,993      4,091    194,441    197,788    210,295    211,872:     7,600      6,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -9,188:     3,201     -2,270       -762    -12,675     -8,003    -10,236    -11,035:     1,048      1,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        4.6        1.9       89.2       90.8       96.5       97.2:       3.5        2.8
Old  :     100.0:       5.4        4.6        1.9       89.2       90.8       96.5       97.2:       3.5        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         7          1          6         41         35         49         41:
Old  :        51:         7          1          6         41         35         49         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       48.9       47.3       64.4       26.5       46.0       37.5       56.4
Old  :                 28.3       48.9       47.3       64.4       26.5       46.0       37.5       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   155,130:     1,875      3,974      1,888    140,293    145,270    144,056    151,132:    11,074      3,998
Old  :   155,130:     1,875      3,974      1,888    140,293    145,270    144,056    151,132:    11,074      3,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -7,035:       450       -618       -459     -7,048     -7,408     -7,057     -8,485:        22      1,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        2.6        1.2       90.4       93.6       92.9       97.4:       7.1        2.6
Old  :     100.0:       1.2        2.6        1.2       90.4       93.6       92.9       97.4:       7.1        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         1          1          2         31         28         33         30:
Old  :        37:         1          1          2         31         28         33         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       46.9       60.3       66.3       37.4       45.3       49.2       63.6
Old  :                 42.8       46.9       60.3       66.3       37.4       45.3       49.2       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   267,510:    22,653          0      8,984    218,450    242,227    250,087    251,211:    17,423     16,299
Old  :   267,510:    22,653          0      8,984    218,450    242,227    250,087    251,211:    17,423     16,299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -9,520:     4,674          0     -3,739    -10,517     -5,846     -9,582     -9,585:        62         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        0.0        3.4       81.7       90.5       93.5       93.9:       6.5        6.1
Old  :     100.0:       8.5        0.0        3.4       81.7       90.5       93.5       93.9:       6.5        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         4          0          4         41         41         45         45:
Old  :        48:         4          0          4         41         41         45         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       29.4       55.2       50.3       26.5       27.7       38.3       45.4
Old  :                 36.0       29.4       55.2       50.3       26.5       27.7       38.3       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    94,883:         0      3,238      1,248     86,242     82,442     87,490     86,928:     7,393      7,955
Old  :    94,883:         0      3,238      1,248     86,242     82,442     87,490     86,928:     7,393      7,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -5,553:         0       -127        -22     -5,237     -5,574     -5,259     -5,723:      -294        170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.4        1.3       90.9       86.9       92.2       91.6:       7.8        8.4
Old  :     100.0:       0.0        3.4        1.3       90.9       86.9       92.2       91.6:       7.8        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          4          3         19         18         22         23:
Old  :        28:         0          4          3         19         18         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       43.2       79.8       67.7       56.3       40.0       66.9       57.3
Old  :                 60.1       43.2       79.8       67.7       56.3       40.0       66.9       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    55,175:         0          0          0     50,261     48,114     50,261     48,114:     4,914      7,061
Old  :    55,175:         0          0          0     50,261     48,114     50,261     48,114:     4,914      7,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -3,650:      -668          0          0     -3,250     -3,170     -3,918     -3,170:       268       -480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       91.1       87.2       91.1       87.2:       8.9       12.8
Old  :     100.0:       0.0        0.0        0.0       91.1       87.2       91.1       87.2:       8.9       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         18         17         18         17:
Old  :        23:         0          0          0         18         17         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       49.3       75.0       69.2       56.6       42.2       67.1       56.9
Old  :                 59.5       49.3       75.0       69.2       56.6       42.2       67.1       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  : 3,009,684:   633,685    133,340    969,488  1,373,749  1,895,661  2,976,922  2,998,489:    32,762     11,195
Old  : 3,009,684:   633,685    133,340    969,488  1,373,749  1,895,661  2,976,922  2,998,489:    32,762     11,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :  -208,289:   -40,840     -3,216    -84,824    -80,765   -120,931   -206,429   -208,971:    -1,860        682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        4.4       32.2       45.6       63.0       98.9       99.6:       1.1        0.4
Old  :     100.0:      21.1        4.4       32.2       45.6       63.0       98.9       99.6:       1.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        35         21         48        102         98        156        148:
Old  :       167:        35         21         48        102         98        156        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       37.3       43.5       50.3       14.3       19.1       19.9       26.4
Old  :                 31.7       37.3       43.5       50.3       14.3       19.1       19.9       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  : 1,157,644:   213,045     59,284    251,553    688,515    844,661  1,153,113  1,155,498:     4,531      2,146
Old  : 1,157,644:   213,045     59,284    251,553    688,515    844,661  1,153,113  1,155,498:     4,531      2,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :  -192,172:   -41,518     -7,507    -33,151    -95,760   -108,409   -170,429   -149,067:   -21,743    -43,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        5.1       21.7       59.5       73.0       99.6       99.8:       0.4        0.2
Old  :     100.0:      18.4        5.1       21.7       59.5       73.0       99.6       99.8:       0.4        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        28         20         38         42         40         85         83:
Old  :        91:        28         20         38         42         40         85         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       40.0       50.6       59.6       22.3       31.2       30.6       39.0
Old  :                 31.2       40.0       50.6       59.6       22.3       31.2       30.6       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                  Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :   115,849:     1,654      1,973      8,206    105,419    105,560    115,279    115,739:       570        110
Old  :   115,849:     1,654      1,973      8,206    105,419    105,560    115,279    115,739:       570        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -8,094:      -617       -131     -1,780     -5,240     -6,183     -7,637     -8,094:      -457          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        1.7        7.1       91.0       91.1       99.5       99.9:       0.5        0.1
Old  :     100.0:       1.4        1.7        7.1       91.0       91.1       99.5       99.9:       0.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         2          6          8         37         33         45         41:
Old  :        46:         2          6          8         37         33         45         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       46.2       68.7       69.8        8.3        9.0       11.8       13.2
Old  :                 48.4       46.2       68.7       69.8        8.3        9.0       11.8       13.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :     7,349:         0          0          0      6,921      7,198      6,921      7,198:       428        151
Old  :     7,349:         0          0          0      6,921      7,198      6,921      7,198:       428        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :      -560:         0          0          0       -560       -540       -560       -540:         0        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       94.2       97.9       94.2       97.9:       5.8        2.1
Old  :     100.0:       0.0        0.0        0.0       94.2       97.9       94.2       97.9:       5.8        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         13         16         13         16:
Old  :        23:         0          0          0         13         16         13         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       66.4       79.9       86.8       42.6       60.3       75.8       76.6
Old  :                 45.2       66.4       79.9       86.8       42.6       60.3       75.8       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    31,310:     2,911         53        428     26,458     29,695     29,797     30,176:     1,513      1,134
Old  :    31,310:     2,911         53        428     26,458     29,695     29,797     30,176:     1,513      1,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -1,779:       -12         33        -52     -1,509     -1,374     -1,573     -1,393:      -206       -386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        0.2        1.4       84.5       94.8       95.2       96.4:       4.8        3.6
Old  :     100.0:       9.3        0.2        1.4       84.5       94.8       95.2       96.4:       4.8        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          1          2         21         19         23         21:
Old  :        25:         1          1          2         21         19         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       71.2       72.8       84.1       33.0       38.6       44.0       48.4
Old  :                 43.7       71.2       72.8       84.1       33.0       38.6       44.0       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    30,527:       160        620        570     27,520     28,639     28,250     29,829:     2,277        698
Old  :    30,527:       160        620        570     27,520     28,639     28,250     29,829:     2,277        698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :      -551:       -20        -20         20       -452       -501       -452       -501:       -99        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        2.0        1.9       90.1       93.8       92.5       97.7:       7.5        2.3
Old  :     100.0:       0.5        2.0        1.9       90.1       93.8       92.5       97.7:       7.5        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          1          2         26         22         29         24:
Old  :        29:         2          1          2         26         22         29         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       42.8       61.2       71.0       27.9       28.7       37.1       39.8
Old  :                 43.5       42.8       61.2       71.0       27.9       28.7       37.1       39.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    26,055:         0          0          0     25,581     25,199     25,581     25,199:       474        856
Old  :    26,055:         0          0          0     25,581     25,199     25,581     25,199:       474        856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -1,464:         0          0          0     -1,436     -1,532     -1,436     -1,532:       -28         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       98.2       96.7       98.2       96.7:       1.8        3.3
Old  :     100.0:       0.0        0.0        0.0       98.2       96.7       98.2       96.7:       1.8        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         15         13         15         13:
Old  :        20:         0          0          0         15         13         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       84.0       83.2       92.0       50.2       70.7       70.7       76.1
Old  :                 57.4       84.0       83.2       92.0       50.2       70.7       70.7       76.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    12,492:       860          0          0      9,902     11,586     10,762     11,586:     1,730        906
Old  :    12,492:       860          0          0      9,902     11,586     10,762     11,586:     1,730        906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :      -394:       -20          0          0       -336       -382       -356       -382:       -38        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        0.0        0.0       79.3       92.7       86.2       92.7:      13.8        7.3
Old  :     100.0:       6.9        0.0        0.0       79.3       92.7       86.2       92.7:      13.8        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          0         15         16         16         16:
Old  :        20:         1          0          0         15         16         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       53.6       65.3       81.4       39.2       45.8       59.3       63.6
Old  :                 40.0       53.6       65.3       81.4       39.2       45.8       59.3       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    24,712:         6          0          0     23,542     23,658     23,549     23,658:     1,164      1,054
Old  :    24,712:         6          0          0     23,542     23,658     23,549     23,658:     1,164      1,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :       151:         0          0          0        395        207        395        207:      -244        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       95.3       95.7       95.3       95.7:       4.7        4.3
Old  :     100.0:       0.0        0.0        0.0       95.3       95.7       95.3       95.7:       4.7        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          0          0         20         19         21         19:
Old  :        22:         1          0          0         20         19         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       61.5       81.0       81.5       27.9       36.9       38.2       41.4
Old  :                 58.5       61.5       81.0       81.5       27.9       36.9       38.2       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MWH X OFF PEAK HOURS PER MONTH)                                       :
     :          :                                                                            :
All  :    12,120:         0          0          0     11,714     11,114     11,714     11,114:       406      1,006
Old  :    12,120:         0          0          0     11,714     11,114     11,714     11,114:       406      1,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :      -248:         0          0          0       -260       -292       -260       -292:        12         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.7       91.7       96.7       91.7:       3.3        8.3
Old  :     100.0:       0.0        0.0        0.0       96.7       91.7       96.7       91.7:       3.3        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          0          0         21         16         21         16:
Old  :        22:         0          0          0         21         16         21         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       54.6       64.2       76.3       29.7       39.2       45.5       49.7
Old  :                 37.4       54.6       64.2       76.3       29.7       39.2       45.5       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                  Code-064A54
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (80 MEGAWATT HOURS)                                                        :
     :          :                                                                            :
All  :    99,408:     6,197      8,045          0     93,211     91,363     99,408     99,408:         0          0
Old  :    99,408:     6,197      8,045          0     93,211     91,363     99,408     99,408:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -1,720:      -500       -600          0     -1,220     -1,120     -1,720     -1,720:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        8.1        0.0       93.8       91.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       6.2        8.1        0.0       93.8       91.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          2          0         12          9         13         11:
Old  :        21:         1          2          0         12          9         13         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.1       75.2       90.6       96.8       75.1       75.2       90.1       96.7
Old  :                 75.1       75.2       90.6       96.8       75.1       75.2       90.1       96.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                              Code-064A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 MEGAWATT HOURS)                                                         :
     :          :                                                                            :
All  : 1,662,616:    79,488     93,120          0  1,583,128  1,569,496  1,662,616  1,662,616:         0          0
Old  : 1,662,616:    79,488     93,120          0  1,583,128  1,569,496  1,662,616  1,662,616:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -8,544:         0          0          0     -8,544     -8,544     -8,544     -8,544:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        5.6        0.0       95.2       94.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.8        5.6        0.0       95.2       94.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          2          0         11          7         12          9:
Old  :        20:         1          2          0         11          7         12          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.5       80.4       91.1       99.0       75.5       80.4       90.9       99.0
Old  :                 75.5       80.4       91.1       99.0       75.5       80.4       90.9       99.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                               Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (80 MEGAWATT HOURS)                                                        :
     :          :                                                                            :
All  :   148,124:    13,321      7,067          0    134,803    139,777    148,124    146,844:         0      1,280
Old  :   148,124:    13,321      7,067          0    134,803    139,777    148,124    146,844:         0      1,280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -2,184:      -180       -300          0     -2,004     -1,884     -2,184     -2,184:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        4.8        0.0       91.0       94.4      100.0       99.1:       0.0        0.9
Old  :     100.0:       9.0        4.8        0.0       91.0       94.4      100.0       99.1:       0.0        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4          1          0         15         23         19         24:
Old  :        33:         4          1          0         15         23         19         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       59.3       78.3       76.8       54.3       58.5       75.0       72.7
Old  :                 55.4       59.3       78.3       76.8       54.3       58.5       75.0       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                           Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (50 MEGAWATT HOURS)                                                        :
     :          :                                                                            :
All  : 2,282,081:   109,064     55,968     31,360  2,141,657  2,194,753  2,282,081  2,282,081:         0          0
Old  : 2,282,081:   109,064     55,968     31,360  2,141,657  2,194,753  2,282,081  2,282,081:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :  -100,558:    27,256     -2,120     -3,816   -123,998    -94,622   -100,558   -100,558:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        2.5        1.4       93.8       96.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.8        2.5        1.4       93.8       96.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          1          1         15         19         18         21:
Old  :        31:         3          1          1         15         19         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.2       63.7       91.0       81.3       63.5       63.7       90.0       79.7
Old  :                 64.2       63.7       91.0       81.3       63.5       63.7       90.0       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                           Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 MEGAWATT HOURS)                                                         :
     :          :                                                                            :
All  :   478,746:         0     70,000          0    478,746    408,746    478,746    478,746:         0          0
Old  :   478,746:         0     70,000          0    478,746    408,746    478,746    478,746:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :   -23,502:         0          0          0    -23,502    -23,502    -23,502    -23,502:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       14.6        0.0      100.0       85.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0       14.6        0.0      100.0       85.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          1          0         11         13         11         14:
Old  :        21:         0          1          0         11         13         11         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.8       62.4       94.2       82.7       63.5       55.8       83.8       75.3
Old  :                 72.8       62.4       94.2       82.7       63.5       55.8       83.8       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE                                                  Code-066653
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    19,149:         0          0          0     18,113     18,984     18,113     18,984:     1,036        165
Old  :    19,149:         0          0          0     18,113     18,984     18,113     18,984:     1,036        165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :       210:         0          0          0         66        151         66        151:       144         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       94.6       99.1       94.6       99.1:       5.4        0.9
Old  :     100.0:       0.0        0.0        0.0       94.6       99.1       94.6       99.1:       5.4        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          0          0         26         26         26         26:
Old  :        32:         0          0          0         26         26         26         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       51.0       77.6       77.1       45.9       28.9       49.8       46.1
Old  :                 54.8       51.0       77.6       77.1       45.9       28.9       49.8       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-066654
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     6,144:         0          0          0      5,452      6,084      5,452      6,084:       692         60
Old  :     6,144:         0          0          0      5,452      6,084      5,452      6,084:       692         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :      -478:         0          0          0       -381       -360       -381       -360:       -97       -118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       88.7       99.0       88.7       99.0:      11.3        1.0
Old  :     100.0:       0.0        0.0        0.0       88.7       99.0       88.7       99.0:      11.3        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          0          0         20         18         20         18:
Old  :        22:         0          0          0         20         18         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       57.1       57.7       82.2       27.8       35.1       41.6       51.0
Old  :                 35.6       57.1       57.7       82.2       27.8       35.1       41.6       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-066657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     9,679:         0          0          0      8,904      8,984      8,904      8,984:       775        695
Old  :     9,679:         0          0          0      8,904      8,984      8,904      8,984:       775        695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :       136:         0          0          0        -70        -94        -70        -94:       206        230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       92.0       92.8       92.0       92.8:       8.0        7.2
Old  :     100.0:       0.0        0.0        0.0       92.0       92.8       92.0       92.8:       8.0        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          0          0         21         20         21         20:
Old  :        24:         0          0          0         21         20         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.1       45.4       77.0       69.5       54.1       36.3       59.0       52.0
Old  :                 65.1       45.4       77.0       69.5       54.1       36.3       59.0       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                   Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 2,532,499:   199,076     89,917    884,473  1,315,636  1,442,078  2,399,185  2,416,469:   133,314    116,030
Old  : 2,532,499:   199,076     89,917    884,473  1,315,636  1,442,078  2,399,185  2,416,469:   133,314    116,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :   164,798:    11,938      4,376     70,070     47,831     56,885    129,839    131,331:    34,959     33,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        3.6       34.9       52.0       56.9       94.7       95.4:       5.3        4.6
Old  :     100.0:       7.9        3.6       34.9       52.0       56.9       94.7       95.4:       5.3        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:       141         83        178         78         94        303        283:
Old  :       331:       141         83        178         78         94        303        283:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       23.4       39.9       38.7        5.6        4.2        8.4        7.1
Old  :                 25.7       23.4       39.9       38.7        5.6        4.2        8.4        7.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                             Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    99,262:     4,243     18,654     24,123     66,288     47,629     94,654     90,405:     4,608      8,857
Old  :    99,262:     4,243     18,654     24,123     66,288     47,629     94,654     90,405:     4,608      8,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     8,257:     2,286        138        691      4,036      2,953      7,012      3,781:     1,245      4,476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       18.8       24.3       66.8       48.0       95.4       91.1:       4.6        8.9
Old  :     100.0:       4.3       18.8       24.3       66.8       48.0       95.4       91.1:       4.6        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5          5         10         13         13         23         23:
Old  :        27:         5          5         10         13         13         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.3       55.5       77.7       70.7       43.7       35.7       51.9       46.3
Old  :                 62.3       55.5       77.7       70.7       43.7       35.7       51.9       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   208,769:    27,954     34,647      8,107    142,097    118,188    178,158    160,942:    30,611     47,827
Old  :   208,769:    27,954     34,647      8,107    142,097    118,188    178,158    160,942:    30,611     47,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -5,814:     1,467      2,406     -2,440     -2,934      2,802     -3,907      2,768:    -1,907     -8,582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       16.6        3.9       68.1       56.6       85.3       77.1:      14.7       22.9
Old  :     100.0:      13.4       16.6        3.9       68.1       56.6       85.3       77.1:      14.7       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          5          6         25         26         33         32:
Old  :        36:         3          5          6         25         26         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       30.6       55.6       47.2       33.1       24.2       47.8       36.9
Old  :                 36.2       30.6       55.6       47.2       33.1       24.2       47.8       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   169,358:    28,152     13,196     43,629     94,132    109,083    165,913    165,908:     3,445      3,450
Old  :   169,358:    28,152     13,196     43,629     94,132    109,083    165,913    165,908:     3,445      3,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     6,586:     3,997     -1,785      1,554      1,250      6,954      6,801      6,722:      -215       -137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        7.8       25.8       55.6       64.4       98.0       98.0:       2.0        2.0
Old  :     100.0:      16.6        7.8       25.8       55.6       64.4       98.0       98.0:       2.0        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        28         16         38         25         24         66         65:
Old  :        70:        28         16         38         25         24         66         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       39.4       49.3       60.7        9.0       13.5       14.9       17.5
Old  :                 31.3       39.4       49.3       60.7        9.0       13.5       14.9       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   557,420:    26,577     16,037     77,675    412,620    426,186    516,872    519,898:    40,548     37,521
Old  :   557,420:    26,577     16,037     77,675    412,620    426,186    516,872    519,898:    40,548     37,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     9,429:     2,657     -1,088       -609      4,636      7,685      6,685      5,988:     2,744      3,441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        2.9       13.9       74.0       76.5       92.7       93.3:       7.3        6.7
Old  :     100.0:       4.8        2.9       13.9       74.0       76.5       92.7       93.3:       7.3        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         5          3          8         30         30         38         38:
Old  :        38:         5          3          8         30         30         38         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       30.4       52.9       49.6       11.8       10.2       16.2       15.2
Old  :                 31.7       30.4       52.9       49.6       11.8       10.2       16.2       15.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    64,375:     5,436        525      2,370     56,141     59,042     63,947     61,937:       428      2,438
Old  :    64,375:     5,436        525      2,370     56,141     59,042     63,947     61,937:       428      2,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :   -11,455:      -174         75       -100     -9,521    -11,554     -9,795    -11,579:    -1,660        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        0.8        3.7       87.2       91.7       99.3       96.2:       0.7        3.8
Old  :     100.0:       8.4        0.8        3.7       87.2       91.7       99.3       96.2:       0.7        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         7          2          4         38         43         47         47:
Old  :        57:         7          2          4         38         43         47         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       32.1       65.8       50.5       35.5       25.0       43.7       36.7
Old  :                 46.0       32.1       65.8       50.5       35.5       25.0       43.7       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   179,986:    26,986     46,293     21,654    122,135    103,997    170,775    171,944:     9,211      8,042
Old  :   179,986:    26,986     46,293     21,654    122,135    103,997    170,775    171,944:     9,211      8,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -1,048:     4,483       -420     -3,766     -1,041      3,714       -324       -472:      -724       -576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       25.7       12.0       67.9       57.8       94.9       95.5:       5.1        4.5
Old  :     100.0:      15.0       25.7       12.0       67.9       57.8       94.9       95.5:       5.1        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        13         19         26         20         20         47         51:
Old  :        53:        13         19         26         20         20         47         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       36.1       58.9       53.2       20.9       18.5       31.3       26.5
Old  :                 42.6       36.1       58.9       53.2       20.9       18.5       31.3       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                          Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    37,790:     5,799      2,948      3,046     23,726     27,589     32,571     33,583:     5,219      4,207
Old  :    37,790:     5,799      2,948      3,046     23,726     27,589     32,571     33,583:     5,219      4,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :        41:     3,678         73     -1,503     -1,331      1,230        844       -200:      -803        241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        7.8        8.1       62.8       73.0       86.2       88.9:      13.8       11.1
Old  :     100.0:      15.3        7.8        8.1       62.8       73.0       86.2       88.9:      13.8       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          4          5         11         12         20         17:
Old  :        21:         4          4          5         11         12         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       43.6       66.5       65.7       26.0       21.1       29.2       28.8
Old  :                 43.8       43.6       66.5       65.7       26.0       21.1       29.2       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    38,441:     2,850      2,733        510     34,476     34,571     37,836     37,814:       605        627
Old  :    38,441:     2,850      2,733        510     34,476     34,571     37,836     37,814:       605        627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -3,974:       340       -975       -340     -3,659     -2,359     -3,659     -3,674:      -315       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        7.1        1.3       89.7       89.9       98.4       98.4:       1.6        1.6
Old  :     100.0:       7.4        7.1        1.3       89.7       89.9       98.4       98.4:       1.6        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         2          6          1         28         33         30         40:
Old  :        47:         2          6          1         28         33         30         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       32.4       77.1       50.6       57.0       30.4       69.2       47.9
Old  :                 61.8       32.4       77.1       50.6       57.0       30.4       69.2       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    16,129:    10,477      2,427        185      2,972     12,981     13,634     15,593:     2,495        536
Old  :    16,129:    10,477      2,427        185      2,972     12,981     13,634     15,593:     2,495        536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :       -66:       219     -1,053         -9       -228      1,228        -18        166:       -48       -232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.0       15.0        1.1       18.4       80.5       84.5       96.7:      15.5        3.3
Old  :     100.0:      65.0       15.0        1.1       18.4       80.5       84.5       96.7:      15.5        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        63         14          3         18         24         84         39:
Old  :       117:        63         14          3         18         24         84         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       43.4       44.3       61.2       33.4       42.7       44.3       59.8
Old  :                 33.4       43.4       44.3       61.2       33.4       42.7       44.3       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :    23,162:    11,155      3,631        304      6,830     17,678     18,289     21,613:     4,873      1,549
Old  :    23,162:    11,155      3,631        304      6,830     17,678     18,289     21,613:     4,873      1,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     1,322:       -20        236        261        -10        688        231      1,185:     1,091        137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.2       15.7        1.3       29.5       76.3       79.0       93.3:      21.0        6.7
Old  :     100.0:      48.2       15.7        1.3       29.5       76.3       79.0       93.3:      21.0        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        43         13          3         12         22         57         36:
Old  :        89:        43         13          3         12         22         57         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       33.4       39.8       54.3       25.7       33.4       39.8       54.3
Old  :                 25.7       33.4       39.8       54.3       25.7       33.4       39.8       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                               Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   259,390:    71,092      9,714     41,201    123,998    189,178    236,290    240,093:    23,099     19,297
Old  :   259,390:    71,092      9,714     41,201    123,998    189,178    236,290    240,093:    23,099     19,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :   -10,985:       386      1,032      3,535    -12,886    -14,445     -8,965     -9,878:    -2,020     -1,106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        3.7       15.9       47.8       72.9       91.1       92.6:       8.9        7.4
Old  :     100.0:      27.4        3.7       15.9       47.8       72.9       91.1       92.6:       8.9        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        66         27         45         78         87        169        140:
Old  :       195:        66         27         45         78         87        169        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       23.1       28.1       33.3       12.2       17.2       20.3       23.3
Old  :                 17.3       23.1       28.1       33.3       12.2       17.2       20.3       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     9,484:     1,250        900        100      7,834      7,534      9,184      8,534:       300        950
Old  :     9,484:     1,250        900        100      7,834      7,534      9,184      8,534:       300        950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :      -628:         0          0        100       -728       -778       -628       -678:         0         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        9.5        1.1       82.6       79.4       96.8       90.0:       3.2       10.0
Old  :     100.0:      13.2        9.5        1.1       82.6       79.4       96.8       90.0:       3.2       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         4          1          1         26         30         30         32:
Old  :        41:         4          1          1         26         30         30         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       36.0       66.6       53.5       30.1       22.1       39.4       31.7
Old  :                 42.3       36.0       66.6       53.5       30.1       22.1       39.4       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    34,729:     1,272          0        101     32,091     34,475     33,464     34,576:     1,265        153
Old  :    34,729:     1,272          0        101     32,091     34,475     33,464     34,576:     1,265        153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -1,473:       -89        -75          0     -1,360     -1,147     -1,449     -1,222:       -24       -251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        0.0        0.3       92.4       99.3       96.4       99.6:       3.6        0.4
Old  :     100.0:       3.7        0.0        0.3       92.4       99.3       96.4       99.6:       3.6        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         4          0          1         34         25         38         26:
Old  :        41:         4          0          1         34         25         38         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       65.3       62.1       87.1       29.1       46.5       42.1       59.3
Old  :                 43.9       65.3       62.1       87.1       29.1       46.5       42.1       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    22,417:       962          0        163     20,869     21,135     21,994     21,298:       423      1,119
Old  :    22,417:       962          0        163     20,869     21,135     21,994     21,298:       423      1,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -3,315:        -5          0        -10     -3,220     -3,310     -3,235     -3,320:       -80          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        0.0        0.7       93.1       94.3       98.1       95.0:       1.9        5.0
Old  :     100.0:       4.3        0.0        0.7       93.1       94.3       98.1       95.0:       1.9        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          0          2         20         14         22         16:
Old  :        27:         2          0          2         20         14         22         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       82.6       81.3       90.5       63.0       76.8       78.6       81.3
Old  :                 64.8       82.6       81.3       90.5       63.0       76.8       78.6       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    17,776:       250         50          0     16,927     17,676     17,177     17,726:       599         50
Old  :    17,776:       250         50          0     16,927     17,676     17,177     17,726:       599         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -2,910:        50          0          0     -2,960     -2,860     -2,910     -2,860:         0        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        0.3        0.0       95.2       99.4       96.6       99.7:       3.4        0.3
Old  :     100.0:       1.4        0.3        0.0       95.2       99.4       96.6       99.7:       3.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         2          1          0         22         29         24         30:
Old  :        40:         2          1          0         22         29         24         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       50.9       79.2       71.6       44.2       38.1       54.5       49.4
Old  :                 61.2       50.9       79.2       71.6       44.2       38.1       54.5       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                                                   Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     4,149:         0        455          0      3,183      2,957      3,183      3,412:       966        737
Old  :     4,149:         0        455          0      3,183      2,957      3,183      3,412:       966        737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :      -387:         0        -76          0       -319       -234       -319       -310:       -68        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.0        0.0       76.7       71.3       76.7       82.2:      23.3       17.8
Old  :     100.0:       0.0       11.0        0.0       76.7       71.3       76.7       82.2:      23.3       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          2          0         17         18         17         20:
Old  :        24:         0          2          0         17         18         17         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       39.5       69.6       61.6       53.7       38.0       64.5       59.3
Old  :                 57.0       39.5       69.6       61.6       53.7       38.0       64.5       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    16,363:       150          0          0     15,460     16,278     15,610     16,278:       753         85
Old  :    16,363:       150          0          0     15,460     16,278     15,610     16,278:       753         85
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -2,353:         0          0          0     -2,221     -2,248     -2,221     -2,248:      -132       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        0.0        0.0       94.5       99.5       95.4       99.5:       4.6        0.5
Old  :     100.0:       0.9        0.0        0.0       94.5       99.5       95.4       99.5:       4.6        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          0          0         21         10         22         10:
Old  :        24:         1          0          0         21         10         22         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       96.0       78.3       99.3       61.1       89.8       75.3       91.3
Old  :                 61.1       96.0       78.3       99.3       61.1       89.8       75.3       91.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    25,496:     1,883        768        114     20,965     23,352     22,962     24,234:     2,534      1,262
Old  :    25,496:     1,883        768        114     20,965     23,352     22,962     24,234:     2,534      1,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -1,858:       -45          0          0     -1,608     -1,843     -1,653     -1,843:      -205        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        3.0        0.4       82.2       91.6       90.1       95.1:       9.9        4.9
Old  :     100.0:       7.4        3.0        0.4       82.2       91.6       90.1       95.1:       9.9        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         5          1          2         27         27         32         30:
Old  :        41:         5          1          2         27         27         32         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       50.9       57.4       68.8       31.9       44.7       47.2       58.6
Old  :                 37.1       50.9       57.4       68.8       31.9       44.7       47.2       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     9,223:     1,169        217          0      7,579      8,675      8,748      8,892:       475        331
Old  :     9,223:     1,169        217          0      7,579      8,675      8,748      8,892:       475        331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -1,643:        42         -5        -50     -1,379     -1,553     -1,387     -1,608:      -256        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        2.4        0.0       82.2       94.1       94.8       96.4:       5.2        3.6
Old  :     100.0:      12.7        2.4        0.0       82.2       94.1       94.8       96.4:       5.2        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          2          0         23         22         24         24:
Old  :        32:         1          2          0         23         22         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       47.5       66.5       69.3       45.3       40.2       56.7       53.5
Old  :                 47.7       47.5       66.5       69.3       45.3       40.2       56.7       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    58,739:     7,576        549      1,419     45,292     54,679     54,287     56,647:     4,452      2,092
Old  :    58,739:     7,576        549      1,419     45,292     54,679     54,287     56,647:     4,452      2,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :      -852:     1,609       -982        510     -2,794        917       -675        445:      -177     -1,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        0.9        2.4       77.1       93.1       92.4       96.4:       7.6        3.6
Old  :     100.0:      12.9        0.9        2.4       77.1       93.1       92.4       96.4:       7.6        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         7          2          6         28         36         36         43:
Old  :        46:         7          2          6         28         36         36         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       27.8       47.3       46.9       20.7       18.7       31.2       29.9
Old  :                 27.3       27.8       47.3       46.9       20.7       18.7       31.2       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 5, 2009