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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,667
COMMITMENTS
   2,347       25      450   36,579   39,154   39,376   39,629      291       38

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -304)
       0        0        0     -351      179     -351      179       47     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.1      1.1     92.2     98.7     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        1        1       36       38       41       40
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,064
COMMITMENTS
     550      120       75   23,084   23,584   23,709   23,779      355      285

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        712)
       0        0        0      467      692      467      692      245       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.5      0.3     95.9     98.0     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        1       32       32       34       34
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,162
COMMITMENTS
     677       25      452    4,744    5,728    5,873    6,205    1,289      957

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        272)
      70       25        0      248      262      318      287      -46      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      0.3      6.3     66.2     80.0     82.0     86.6     18.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       17       19       18       21
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,198
COMMITMENTS
     312      356      379    9,367    9,414   10,058   10,149    1,140    1,049

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        311)
      70      -59       75      297      360      442      376     -131      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      3.2      3.4     83.6     84.1     89.8     90.6     10.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        4        4       38       41       42       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,252
COMMITMENTS
      15       15      210    7,434    7,358    7,659    7,583      593      669

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        249)
       0        0       30      121      338      151      368       98     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.2      2.5     90.1     89.2     92.8     91.9      7.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        1        3       44       48       47       51
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,228
COMMITMENTS
      87        0       90    4,513    5,261    4,690    5,351    1,538      877

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        -93)
      43        0      -43      111      108      111       65     -204     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      1.4     72.5     84.5     75.3     85.9     24.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       19       19       20       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,370
COMMITMENTS
     720       45        0    1,729    2,914    2,449    2,959      921      411

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -495)
       0      -30        0     -485       14     -485      -16      -10     -479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      1.3      0.0     51.3     86.5     72.7     87.8     27.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       14       19       15       20
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,373
COMMITMENTS
       0        0        0    1,375    1,776    1,375    1,776      998      597

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -440)
       0        0        0     -509     -326     -509     -326       69     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     57.9     74.8     57.9     74.8     42.1     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       13       15       13
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      315,212
COMMITMENTS
  39,848   13,329   56,731  169,079  214,616  265,658  284,675   49,554   30,537

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     16,693)
   4,959     -622    2,603    8,532   18,631   16,093   20,611      600   -3,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      4.2     18.0     53.6     68.1     84.3     90.3     15.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      33       25       41       63       66      120      117
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       21,953
COMMITMENTS
     637      168      447   20,416   20,836   21,500   21,451      453      502

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,692)
     304       18       22    1,672    2,600    1,998    2,640     -306     -948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.8      2.0     93.0     94.9     97.9     97.7      2.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        3        5       39       52       46       57
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,235
COMMITMENTS
     295        0      150   19,320   20,625   19,765   20,775    2,470    1,460

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        875)
     -75        0       75      484      650      484      725      391      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.7     86.9     92.8     88.9     93.4     11.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       25       25       28       26
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,988
COMMITMENTS
   7,209        0      260   12,519   17,778   19,988   18,038        0    1,950

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        -50)
    -525        0        0      475      325      -50      325        0     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1      0.0      1.3     62.6     88.9    100.0     90.2      0.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        0        2       13       14       18       16
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,177
COMMITMENTS
      50       50      100    1,527    1,837    1,677    1,987      500      190

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        502)
     -50      -50      100      177      312      227      362      275      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      2.3      4.6     70.1     84.4     77.0     91.3     23.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       15       13       17       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      947,185
COMMITMENTS
 154,417  226,389  342,249  352,533  329,120  849,200  897,758   97,985   49,426

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     31,828)
  17,693   19,980   -4,908    2,278    2,370   15,064   17,443   16,765   14,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     23.9     36.1     37.2     34.7     89.7     94.8     10.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      81       81      115       85       75      238      213
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,934
COMMITMENTS
   1,078        0    2,260   77,259   79,668   80,597   81,928    8,337    7,006

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        -71)
    -376        0     -608      -67      415   -1,051     -193      980      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      2.5     86.9     89.6     90.6     92.1      9.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       23       27       25       29
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,961
COMMITMENTS
   1,296   13,158    1,237   44,784   25,039   47,317   39,434    9,644   17,527

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        390)
       0       88        0      580      182      580      270     -190      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     23.1      2.2     78.6     44.0     83.1     69.2     16.9     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       15       15       18       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,528
COMMITMENTS
   3,623        0    3,648   67,624   67,750   74,895   71,398    7,633   11,130

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,157)
       0        0        0      909    1,401      909    1,401      248     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.0      4.4     81.9     82.1     90.8     86.5      9.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        3       25       26       29       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,802
COMMITMENTS
       0        0        0   82,531   83,696   82,531   83,696   12,271   11,106

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        279)
       0        0        0      401      279      401      279     -122        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.1     88.3     87.1     88.3     12.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       22       23       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,820
COMMITMENTS
     195    4,124    5,330   75,966   73,497   81,491   82,951    6,329    4,869

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,317)
       0   -2,746      730      616    3,395    1,346    1,379      -29      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      4.7      6.1     86.5     83.7     92.8     94.5      7.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        3       25       27       28       32
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,114
COMMITMENTS
       0    5,108    7,227  105,532  100,480  112,759  112,815    6,355    6,299

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -713)
       0   -1,899      699     -551    1,098      148     -102     -861     -611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      6.1     88.6     84.4     94.7     94.7      5.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       22       30       25       33
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,811
COMMITMENTS
   2,200    8,742   14,332   53,594   44,565   70,126   67,639    4,685    7,172

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -347)
     152     -254     -533      576    1,287      195      500     -542     -847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     11.7     19.2     71.6     59.6     93.7     90.4      6.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       14       17       17       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,429
COMMITMENTS
   1,192        0      310   41,669   47,730   43,171   48,040   12,258    7,389

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        -19)
       0        0        0      -19      -19      -19      -19        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.0      0.6     75.2     86.1     77.9     86.7     22.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       22       20       23       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,366
COMMITMENTS
   1,727    2,266    7,839   83,421   82,649   92,987   92,754    7,379    7,612

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        675)
    -412     -992      697      616    1,330      901    1,035     -226     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      2.3      7.8     83.1     82.3     92.6     92.4      7.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        5       27       30       32       35
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,988,389
COMMITMENTS
  25,354  135,293  699,669  1249372  1136293  1974394  1971255   13,995   17,135

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     43,350)
   3,315     -791   21,156    9,339   10,247   33,810   30,612    9,540   12,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      6.8     35.2     62.8     57.1     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      36       37       62       58       56      125      124
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,213
COMMITMENTS
       0    5,440    3,968   52,121   43,198   56,089   52,606    5,124    8,607

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:         63)
    -502      289      257       33     -483     -212       63      275        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.9      6.5     85.1     70.6     91.6     85.9      8.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       12       15       14       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,126
COMMITMENTS
       0    6,952        0  126,968  117,518  126,968  124,470    1,158    3,656

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      3,316)
       0        0        0    3,316    1,856    3,316    1,856        0    1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      0.0     99.1     91.7     99.1     97.1      0.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       16       17       16       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      221,623
COMMITMENTS
  12,290   10,621    4,250  198,104  200,215  214,644  215,086    6,979    6,537

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      3,728)
     527      628      159    3,663    2,427    4,349    3,214     -621      514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      4.8      1.9     89.4     90.3     96.9     97.1      3.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        1        6       41       36       49       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      154,965
COMMITMENTS
   1,875    3,395    2,284  139,765  145,288  143,924  150,967   11,041    3,998

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -165)
       0     -579      396     -528       18     -132     -165      -33        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.2      1.5     90.2     93.8     92.9     97.4      7.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       31       28       33       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      270,595
COMMITMENTS
  17,544        0   12,786  222,341  241,223  252,671  254,009   17,924   16,586

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      3,085)
  -5,109        0    3,802    3,891   -1,004    2,584    2,798      501      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      4.7     82.2     89.1     93.4     93.9      6.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        0        4       41       41       45       45
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,444
COMMITMENTS
       0    3,238    1,248   83,862   80,786   85,110   85,272    8,334    8,172

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     -1,439)
       0        0        0   -2,380   -1,656   -2,380   -1,656      941      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      1.3     89.7     86.5     91.1     91.3      8.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        3       18       17       21       22
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,815
COMMITMENTS
       0        0        0   50,901   48,692   50,901   48,692    4,914    7,123

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        640)
       0        0        0      640      578      640      578        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.2     87.2     91.2     87.2      8.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       17       18       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,037,386
COMMITMENTS
 621,799  115,566  1006164  1375271  1900101  3003234  3021831   34,152   15,555

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     27,702)
 -11,886  -17,774   36,676    1,522    4,440   26,312   23,342    1,390    4,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      3.8     33.1     45.3     62.6     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      35       23       50      103       98      159      150
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,188,123
COMMITMENTS
 217,813   71,778  256,120  698,820  855,681  1172753  1183579   15,370    4,544

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     30,479)
   4,768   12,494    4,567   10,305   11,020   19,640   28,081   10,839    2,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      6.0     21.6     58.8     72.0     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      28       21       38       41       39       85       82
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      122,260
COMMITMENTS
   1,679    2,262    9,346  110,837  110,545  121,862  122,153      398      106

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      6,411)
      25      290    1,140    5,418    4,985    6,583    6,414     -172       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      1.9      7.6     90.7     90.4     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        7        8       38       33       46       41
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,395
COMMITMENTS
       0        0        0    6,967    7,244    6,967    7,244      428      151

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:         46)
       0        0        0       46       46       46       46        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.2     98.0     94.2     98.0      5.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       16       13       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       31,409
COMMITMENTS
   2,898       48      463   26,506   29,765   29,866   30,275    1,543    1,134

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:         99)
     -13       -5       35       48       69       69       99       30       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.2      1.5     84.4     94.8     95.1     96.4      4.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       21       19       23       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,702
COMMITMENTS
     160      620      570   27,531   28,814   28,261   30,004    2,441      698

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        175)
       0        0        0       11      175       11      175      164        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.0      1.9     89.7     93.9     92.0     97.7      8.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       26       22       29       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,519
COMMITMENTS
       0        0        0   26,045   25,663   26,045   25,663      474      856

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        464)
       0        0        0      464      464      464      464        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.2     96.8     98.2     96.8      1.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       13       15       13
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,702
COMMITMENTS
     860        0        0   10,080   11,796   10,940   11,796    1,762      906

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      178      210      178      210       32        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      0.0     79.4     92.9     86.1     92.9     13.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       16       16       16
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,544
COMMITMENTS
       5        0        0   23,362   23,525   23,367   23,525    1,177    1,020

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -168)
      -1        0        0     -180     -134     -181     -134       13      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.2     95.8     95.2     95.8      4.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       20       18       21       18
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       11,952
COMMITMENTS
       0        0        0   11,530   10,906   11,530   10,906      422    1,046

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -168)
       0        0        0     -184     -208     -184     -208       16       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.5     91.2     96.5     91.2      3.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       22       16       22       16
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      102,318
COMMITMENTS
   6,197    8,045        0   96,121   94,273  102,318  102,318        0        0

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      2,910)
       0        0        0    2,910    2,910    2,910    2,910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      7.9      0.0     93.9     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       13       10       14       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,685,856
COMMITMENTS
  71,728   93,120        0  1614128  1592736  1685856  1685856        0        0

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     23,240)
  -7,760        0        0   31,000   23,240   23,240   23,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      5.5      0.0     95.7     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       12        7       13        9
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      155,320
COMMITMENTS
  13,761    7,067        0  141,559  146,973  155,320  154,040        0    1,280

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      7,196)
     440        0        0    6,756    7,196    7,196    7,196        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      4.5      0.0     91.1     94.6    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        0       17       23       21       24
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,254,459
COMMITMENTS
 109,064   48,208   31,360  2114035  2174891  2254459  2254459        0        0

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:    -27,622)
       0   -7,760        0  -27,622  -19,862  -27,622  -27,622        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      2.1      1.4     93.8     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        1       15       19       18       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      683,081
COMMITMENTS
       0   70,000        0  683,081  613,081  683,081  683,081        0        0

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:    204,335)
       0        0        0  204,335  204,335  204,335  204,335        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.2      0.0    100.0     89.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       13       12       14
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,541
COMMITMENTS
       0       50       90   17,404   18,316   17,494   18,456    1,046       85

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -608)
       0       50       90     -709     -668     -619     -528       11      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      0.5     93.9     98.8     94.4     99.5      5.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       29       26       30       27
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,203
COMMITMENTS
       0        0        0    6,339    7,097    6,339    7,097      864      106

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,059)
       0        0        0      887    1,013      887    1,013      172       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.0     98.5     88.0     98.5     12.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       20       18       20       18
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,687
COMMITMENTS
       0        0        0   10,014   10,062   10,014   10,062      672      625

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,008)
       0        0        0    1,110    1,078    1,110    1,078     -103      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.7     94.2     93.7     94.2      6.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       19       20       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,607,630
COMMITMENTS
 206,326   88,332  930,045  1325292  1461664  2461663  2480041  145,967  127,589

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     75,132)
   7,250   -1,585   45,572    9,656   19,586   62,478   63,572   12,654   11,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      3.4     35.7     50.8     56.1     94.4     95.1      5.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     136       87      177       77       90      301      277
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      101,838
COMMITMENTS
   3,850   19,640   24,646   68,925   50,759   97,421   95,044    4,417    6,794

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      2,576)
    -393      986      523    2,637    3,130    2,767    4,639     -191   -2,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     19.3     24.2     67.7     49.8     95.7     93.3      4.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        5       10       13       13       23       23
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      215,636
COMMITMENTS
  33,980   36,273    8,036  155,117  127,309  197,133  171,618   18,503   44,018

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      6,867)
   6,026    1,626      -71   13,020    9,121   18,975   10,676  -12,108   -3,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     16.8      3.7     71.9     59.0     91.4     79.6      8.6     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        5        7       26       26       35       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      181,912
COMMITMENTS
  31,543   12,406   46,673   98,669  117,383  176,885  176,461    5,027    5,451

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     12,554)
   3,391     -790    3,044    4,537    8,300   10,972   10,553    1,583    2,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      6.8     25.7     54.2     64.5     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      24       20       38       23       23       64       64
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      588,449
COMMITMENTS
  28,477   17,005   82,867  455,142  463,443  566,486  563,314   21,963   25,134

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     31,029)
   1,900      968    5,192   42,522   37,257   49,614   43,416  -18,585  -12,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      2.9     14.1     77.3     78.8     96.3     95.7      3.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        3        9       31       32       40       41
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       65,955
COMMITMENTS
   5,087      550    2,470   58,143   62,685   65,700   65,705      255      250

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,580)
    -349       25      100    2,002    3,643    1,753    3,768     -173   -2,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.8      3.7     88.2     95.0     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        2        4       39       43       47       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      183,438
COMMITMENTS
  27,894   46,454   23,231  121,821  104,353  172,946  174,038   10,492    9,400

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      3,452)
     908      161    1,577     -314      356    2,171    2,094    1,281    1,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     25.3     12.7     66.4     56.9     94.3     94.9      5.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14       20       28       18       18       48       50
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,633
COMMITMENTS
   4,866    2,725    3,259   28,729   31,644   36,854   37,628    3,779    3,005

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      2,843)
    -933     -223      213    5,003    4,055    4,283    4,045   -1,440   -1,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      6.7      8.0     70.7     77.9     90.7     92.6      9.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        5       12       14       20       19
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      110,046
COMMITMENTS
   7,146    2,373    7,709   50,623   71,321   65,478   81,403   44,568   28,643

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:     -2,412)
     183     -788     -156    2,189    7,613    2,216    6,669   -4,628   -9,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      2.2      7.0     46.0     64.8     59.5     74.0     40.5     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       17       18       20       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,591
COMMITMENTS
   2,850    2,583      510   36,076   36,096   39,436   39,189      155      402

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,150)
       0     -150        0    1,600    1,525    1,600    1,375     -450     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      6.5      1.3     91.1     91.2     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        6        1       28       32       30       39
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,182
COMMITMENTS
  10,839    2,486      154    2,705   13,021   13,698   15,661    2,484      521

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:         53)
     362       59      -31     -267       40       64       68      -11      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.0     15.4      1.0     16.7     80.5     84.6     96.8     15.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      73       15        3       17       26       93       43
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       24,233
COMMITMENTS
  12,535    3,604      303    6,297   18,908   19,135   22,815    5,098    1,418

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,071)
   1,380      -27       -1     -533    1,230      846    1,202      225     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.7     14.9      1.3     26.0     78.0     79.0     94.1     21.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      47       13        3       11       24       60       38
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      267,245
COMMITMENTS
  73,543   10,543   44,294  125,013  193,017  242,849  247,854   24,396   19,391

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      7,855)
   2,451      829    3,093    1,014    3,839    6,559    7,761    1,296       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5      3.9     16.6     46.8     72.2     90.9     92.7      9.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      68       25       44       78       86      166      138
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,223
COMMITMENTS
   1,250      900      100    8,623    8,973    9,973    9,973      250      250

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        739)
       0        0        0      789    1,439      789    1,439      -50     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      8.8      1.0     84.3     87.8     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        1        1       29       32       33       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,044
COMMITMENTS
   1,472        0      101   32,686   35,840   34,259   35,941    1,785      103

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,315)
     200        0        0      595    1,365      795    1,365      520      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.0      0.3     90.7     99.4     95.0     99.7      5.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        0        1       34       26       37       27
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,127
COMMITMENTS
   1,137        0      113   21,494   21,845   22,744   21,958      383    1,169

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        710)
     175        0      -50      625      710      750      660      -40       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      0.5     92.9     94.5     98.3     94.9      1.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       20       15       22       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,071
COMMITMENTS
     300       50        0   17,871   19,021   18,171   19,071      900        0

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,295)
      50        0        0      944    1,345      994    1,345      301      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.3      0.0     93.7     99.7     95.3    100.0      4.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        0       24       32       27       33
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,309
COMMITMENTS
       0      455        0    3,238    3,087    3,238    3,542    1,071      767

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        160)
       0        0        0       55      130       55      130      105       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.6      0.0     75.1     71.6     75.1     82.2     24.9     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       18       17       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,386
COMMITMENTS
     270        0        0   15,433   16,251   15,703   16,251      683      135

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:         23)
     120        0        0      -27      -27       93      -27      -70       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     94.2     99.2     95.8     99.2      4.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       21       11       22       11
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,481
COMMITMENTS
   2,519      768      114   22,143   24,429   24,776   25,311      705      170

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        -15)
     636        0        0    1,178    1,077    1,814    1,077   -1,829   -1,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      3.0      0.4     86.9     95.9     97.2     99.3      2.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        1        2       28       27       33       30
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,817
COMMITMENTS
   1,174      217        0    8,377    9,334    9,551    9,551      266      266

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:        594)
       5        0        0      798      659      803      659     -209      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      2.2      0.0     85.3     95.1     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        0       25       23       26       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,496
COMMITMENTS
   6,494      681      669   46,932   55,906   54,095   57,256    4,401    1,240

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:       -243)
  -1,082      132     -750    1,640    1,227     -192      609      -51     -852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      1.2      1.1     80.2     95.6     92.5     97.9      7.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        2        5       27       36       34       43
```

----

Updated June 12, 2009