```
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,211
COMMITMENTS
   1,490      624      300   33,143   34,200   34,933   35,124      278       87

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,182)
       0     -625      300      832    1,480    1,132    1,155       50       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      1.8      0.9     94.1     97.1     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        3        1       34       42       36       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,619
COMMITMENTS
       0        0        0   22,479   22,369   22,479   22,369      140      250

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        750)
       0        0        0      750      750      750      750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.4     98.9     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       28       29       28       29
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,835
COMMITMENTS
     128      216       91    4,892    5,208    5,111    5,515    1,724    1,320

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         64)
       0        0        0       37       37       37       37       27       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      3.2      1.3     71.6     76.2     74.8     80.7     25.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       19       17       20       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,597
COMMITMENTS
     544      237       74    7,454    7,929    8,072    8,240    1,525    1,357

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         87)
       6      -10       12      134       58      152       60      -65       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      2.5      0.8     77.7     82.6     84.1     85.9     15.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        3       40       42       43       47
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,638
COMMITMENTS
     401      509      276    7,400    7,272    8,077    8,057      561      581

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        354)
      -3      -50      123      290      314      410      387      -56      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      5.9      3.2     85.7     84.2     93.5     93.3      6.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       5        4        4       49       55       56       61
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,372
COMMITMENTS
     270      100       20    2,452    2,622    2,742    2,742      630      630

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         93)
     -45       20        0      223       63      178       83      -85       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      3.0      0.6     72.7     77.8     81.3     81.3     18.7     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       20       22       22       24
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,662
COMMITMENTS
       0      111        0    2,253    2,247    2,253    2,358      409      304

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        113)
       0        0        0      102      132      102      132       11      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      0.0     84.6     84.4     84.6     88.6     15.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       22       21       22       23
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,853
COMMITMENTS
      45      101       20    1,163    1,297    1,228    1,418      625      435

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      5.5      1.1     62.8     70.0     66.3     76.5     33.7     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       14       18       15       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       18,629
COMMITMENTS
       0        0        0   18,594   18,534   18,594   18,534       35       95

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        825)
       0        0        0      825      825      825      825        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.8     99.5     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       21       18       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      316,100
COMMITMENTS
  44,675   17,505   27,740  203,870  239,135  276,285  284,380   39,815   31,720

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -9,794)
   6,562   -3,925      -20  -16,026   -3,916   -9,484   -7,861     -310   -1,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      5.5      8.8     64.5     75.7     87.4     90.0     12.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      31       22       37       79       86      130      128
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,631
COMMITMENTS
     675      618      425   13,466   13,538   14,566   14,581       65       50

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      2,110)
       0        0       73    2,037    2,087    2,110    2,160        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      4.2      2.9     92.0     92.5     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       3        5        3       45       46       50       52
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,584
COMMITMENTS
   1,497      550      400   13,183   14,144   15,080   15,094      504      490

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        225)
      75        0        0      150      225      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      3.5      2.6     84.6     90.8     96.8     96.9      3.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        2       29       29       34       32
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,532
COMMITMENTS
   3,758        0      596    6,826   10,506   11,180   11,102      352      430

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:          0)
     150        0        0     -150        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6      0.0      5.2     59.2     91.1     96.9     96.3      3.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        2        8       17       11       19
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,442
COMMITMENTS
     794      104      135    2,417    2,640    3,346    2,879    1,096    1,563

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        -11)
      -8        0       11      -78     -145      -75     -134       64      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      2.3      3.0     54.4     59.4     75.3     64.8     24.7     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        3       15       18       18       22
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,368
COMMITMENTS
     143      300        0      975      968    1,118    1,268      250      100

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     21.9      0.0     71.3     70.8     81.7     92.7     18.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        4        0        7       10        8       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      825,786
COMMITMENTS
  98,166  259,454  295,476  352,858  234,000  746,500  788,930   79,286   36,856

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -6,777)
 -14,125   -3,112     -154    5,070   -1,750   -9,209   -5,016    2,432   -1,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     31.4     35.8     42.7     28.3     90.4     95.5      9.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      85       85      119       83       70      243      210
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       58,518
COMMITMENTS
   1,111        0    1,986   47,403   47,317   50,500   49,303    8,018    9,215

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        238)
     299        0      -61        0        0      238      -61        0      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      3.4     81.0     80.9     86.3     84.3     13.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       22       19       24       21
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       37,787
COMMITMENTS
     442      884    2,575   31,148   27,027   34,165   30,486    3,622    7,301

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         11)
       0      128     -208      184      184      -24      104       35      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.3      6.8     82.4     71.5     90.4     80.7      9.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       14       17       17       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       67,338
COMMITMENTS
       0        0        0   58,984   54,460   58,984   54,460    8,354   12,878

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:       -184)
       0        0        0        0     -604        0     -604     -184      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.6     80.9     87.6     80.9     12.4     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       21       18       21
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       74,014
COMMITMENTS
       0        0        0   62,293   70,075   62,293   70,075   11,721    3,939

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:       -124)
       0        0        0     -124        0     -124        0        0     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     84.2     94.7     84.2     94.7     15.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       18       17       18
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       83,789
COMMITMENTS
   1,943    1,194    6,505   67,067   66,374   75,515   74,073    8,274    9,716

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:       -769)
   1,043   -1,479      131   -2,320       -7   -1,146   -1,355      377      586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.4      7.8     80.0     79.2     90.1     88.4      9.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        4       20       25       24       29
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       78,112
COMMITMENTS
   1,325    9,395    1,621   68,084   50,860   71,030   61,876    7,082   16,236

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:       -163)
     341     -729      201     -825      242     -283     -286      120      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     12.0      2.1     87.2     65.1     90.9     79.2      9.1     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       11       18       15       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       78,798
COMMITMENTS
   4,282    1,496    4,500   56,117   65,985   64,899   71,981   13,899    6,817

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        433)
    -819        0      337      875       34      393      371       40       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      1.9      5.7     71.2     83.7     82.4     91.3     17.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        3       17       21       21       24
 
 
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-023A85
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       37,205
COMMITMENTS
       0        0        0   31,932   34,696   31,932   34,696    5,273    2,509

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     85.8     93.3     85.8     93.3     14.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       16       15       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       70,666
COMMITMENTS
       0        0        0   68,986   67,852   68,986   67,852    1,680    2,814

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.6     96.0     97.6     96.0      2.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       17       16       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      162,953
COMMITMENTS
   5,581    6,259    4,960  146,586  146,253  157,127  157,472    5,826    5,481

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         70)
   1,920      398   -1,488     -238      912      194     -178     -124      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      3.8      3.0     90.0     89.8     96.4     96.6      3.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        1        4       36       37       41       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      123,732
COMMITMENTS
   1,550    1,192    2,292  109,295  113,954  113,137  117,438   10,595    6,294

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        482)
       0     -143      360      161      939      521    1,156      -39     -674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      1.0      1.9     88.3     92.1     91.4     94.9      8.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       25       23       27       24
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      216,389
COMMITMENTS
   9,866        0    9,255  182,711  200,380  201,832  209,635   14,557    6,754

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,665)
     377     -360      147    1,034      745    1,558      532      107    1,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      4.3     84.4     92.6     93.3     96.9      6.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        0        4       36       39       40       43
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       48,543
COMMITMENTS
       0    2,801    1,312   43,672   39,116   44,984   43,229    3,559    5,314

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      2.7     90.0     80.6     92.7     89.1      7.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       16       12       17       13
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,806,810
COMMITMENTS
 695,729  151,647  842,606  1241436  1798326  2779771  2792579   27,039   14,231

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      3,988)
   2,836   -1,710   -3,654    6,132   11,592    5,314    6,228   -1,326   -2,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      5.4     30.0     44.2     64.1     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      41       26       57      113      103      180      161
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,032,092
COMMITMENTS
 162,931  198,458  164,208  701,572  665,299  1028711  1027965    3,381    4,127

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     50,594)
  30,518  -15,039   14,935    5,585   50,849   51,038   50,745     -444     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     19.2     15.9     68.0     64.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      26       24       41       47       42       93       87
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        4,784
COMMITMENTS
      30    1,465        0    4,542    3,213    4,572    4,678      212      106

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        403)
       0      180        0      435      300      435      480      -32      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     30.6      0.0     94.9     67.2     95.6     97.8      4.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       15       19       16       20
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,224
COMMITMENTS
      88        0        0    2,096    2,204    2,184    2,204       40       20

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      0.0     94.2     99.1     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       12       17       13       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       41,658
COMMITMENTS
   2,738    1,180      830   35,161   39,422   38,729   41,432    2,929      226

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         93)
     160        0     -208     -171      301     -219       93      312        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      2.8      2.0     84.4     94.6     93.0     99.5      7.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        3       34       26       38       30
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,314
COMMITMENTS
       0      870      220   16,067   15,065   16,287   16,155    1,027    1,159

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        256)
       0        8        0      256      200      256      208        0       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      1.3     92.8     87.0     94.1     93.3      5.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       22       21       23       24
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,077
COMMITMENTS
       0        0        0   11,304   11,877   11,304   11,877    1,773    1,200

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         26)
       0        0        0        4       22        4       22       22        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.4     90.8     86.4     90.8     13.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       14       16       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,318
COMMITMENTS
       0    2,410      200   27,102   26,732   27,302   29,342    3,016      976

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        419)
       0        0        0      107      337      107      337      312       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.9      0.7     89.4     88.2     90.1     96.8      9.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       24       22       26       24
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,683
COMMITMENTS
     560        0      260   10,195   11,130   11,015   11,390    1,668    1,293

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        154)
      30        0        0      102       92      132       92       22       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      2.0     80.4     87.8     86.8     89.8     13.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       17       15       19       16
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,337
COMMITMENTS
       0    3,555        0   37,082   33,739   37,082   37,294      255       43

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      5,100)
       0        0        0    5,100    5,100    5,100    5,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.5      0.0     99.3     90.4     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,405
COMMITMENTS
     760        0        0   15,812   16,711   16,572   16,711      833      694

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        144)
       0        0        0       90       92       90       92       54       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.0     90.8     96.0     95.2     96.0      4.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       25       22       26       22
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:       10,684
COMMITMENTS
       0        0        0    9,302    9,694    9,302    9,694    1,382      990

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        242)
       0        0        0       54      198       54      198      188       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.1     90.7     87.1     90.7     12.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       17       20       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,531
COMMITMENTS
       0        0        0   56,274   56,445   56,274   56,445      257       86

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        765)
       0        0        0      765      765      765      765        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5     99.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       10       11       10
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      831,422
COMMITMENTS
       0        0        0  831,422  831,422  831,422  831,422        0        0

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     14,112)
       0        0        0   14,112   14,112   14,112   14,112        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12        9       12        9
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       40,095
COMMITMENTS
       0        0        0   39,754   39,944   39,754   39,944      341      151

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1     99.6     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       11       14       11
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      587,003
COMMITMENTS
       0        0        0  587,003  587,003  587,003  587,003        0        0

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       12       12       12
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       81,494
COMMITMENTS
       0        0        0   81,343   81,494   81,343   81,494      151        0

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:       -766)
       0        0        0     -766     -766     -766     -766        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       15       14       15       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,384,573
COMMITMENTS
       0        0        0  1384573  1384573  1384573  1384573        0        0

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       12       16       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      175,004
COMMITMENTS
   2,585      220        0  172,419  174,784  175,004  175,004        0        0

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:       -799)
     645        0        0   -1,444     -799     -799     -799        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.1      0.0     98.5     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        0       26       29       27       30
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,890,015
COMMITMENTS
       0        0        0  2890015  2890015  2890015  2890015        0        0

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      6,607)
       0        0        0    6,607    6,607    6,607    6,607        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       24       22       24       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,975
COMMITMENTS
       0    2,565        0   59,975   57,410   59,975   59,975        0        0

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       24       18       24       19
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,015,187
COMMITMENTS
       0   70,200        0  1015187  944,987  1015187  1015187        0        0

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      2,338)
       0        0        0    2,338    2,338    2,338    2,338        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.9      0.0    100.0     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       22       19       22       20
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,544
COMMITMENTS
   4,437      110        0   57,107   61,434   61,544   61,544        0        0

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      5,379)
      21        0        0    5,358    5,379    5,379    5,379        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.2      0.0     92.8     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        0       21       27       23       28
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       11,546
COMMITMENTS
     258        0        0   11,050   10,990   11,308   10,990      238      556

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        193)
       0        0        0      172      172      172      172       21       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.0     95.7     95.2     97.9     95.2      2.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       13       18       13
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      672,838
COMMITMENTS
       0   64,345        0  672,838  608,493  672,838  672,838        0        0

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     93,840)
       0        0        0   93,840   93,840   93,840   93,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.6      0.0    100.0     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14        9       14       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,232,626
COMMITMENTS
  69,417   28,552        0  1163209  1204074  1232626  1232626        0        0

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    121,178)
       0        0        0  121,178  121,178  121,178  121,178        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      2.3      0.0     94.4     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        0       25       24       27       26
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,147
COMMITMENTS
      35       28      124   21,156   21,774   21,315   21,926      832      221

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,151)
       0        0        8    1,119    1,047    1,127    1,055       24       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.1      0.6     95.5     98.3     96.2     99.0      3.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        2       40       34       42       36
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,385
COMMITMENTS
     185        0        0   15,537   16,305   15,722   16,305      663       80

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        156)
     -90        0        0      256      156      166      156      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.0     94.8     99.5     96.0     99.5      4.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       16       20       17       20
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,370
COMMITMENTS
       0        7       23   10,035   10,280   10,058   10,310      312       60

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         52)
       0        0        0       52       22       52       22        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.2     96.8     99.1     97.0     99.4      3.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       16       21       17       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,370
COMMITMENTS
       0        0        0   10,010    9,752   10,010    9,752      360      618

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         35)
       0        0        0       35       35       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.5     94.0     96.5     94.0      3.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       26       21       26       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,260,132
COMMITMENTS
 238,384  198,749  308,137  643,482  684,721  1190003  1191607   70,129   68,525

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -76,401)
 -10,499  -17,204  -27,385  -33,298  -19,997  -71,182  -64,586   -5,219  -11,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     15.8     24.5     51.1     54.3     94.4     94.6      5.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      85      101      135       87       94      256      259
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      251,353
COMMITMENTS
  40,491   22,317   14,374  172,616  164,451  227,481  201,142   23,872   50,211

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      2,656)
     848   -2,210      725    1,170    3,353    2,743    1,868      -87      788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      8.9      5.7     68.7     65.4     90.5     80.0      9.5     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        4        6       31       27       39       35
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,746
COMMITMENTS
     500      156      599   50,373   50,717   51,472   51,472      274      274

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -3,194)
      -7        1       41    1,047    1,039    1,081    1,081   -4,275   -4,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.3      1.2     97.3     98.0     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        3        3       47       44       52       49
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      117,711
COMMITMENTS
  12,537   31,517    5,791   94,100   74,312  112,428  111,620    5,283    6,091

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -4,852)
    -578        1   -2,529   -1,690   -3,484   -4,797   -6,012      -55    1,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     26.8      4.9     79.9     63.1     95.5     94.8      4.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7       12       11       25       24       40       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,002
COMMITMENTS
       0    3,874   10,673   25,673   21,947   36,346   36,494    1,656    1,508

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        300)
       0      300      481        8     -108      489      673     -189     -373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.2     28.1     67.6     57.8     95.6     96.0      4.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        5        6       15       16       21       25
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       80,334
COMMITMENTS
     732        0    1,140   47,373   46,774   49,245   47,914   31,089   32,420

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        -45)
  -1,162        0        0     -180     -295   -1,342     -295    1,297      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      1.4     59.0     58.2     61.3     59.6     38.7     40.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       19       18       20       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,490
COMMITMENTS
   4,744      450      300   18,140   22,695   23,184   23,445      306       45

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,045)
       0        0        0    1,045    1,000    1,045    1,000        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      1.9      1.3     77.2     96.6     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        1       27       30       30       31
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,790
COMMITMENTS
  16,218    2,372      211    3,102   18,471   19,531   21,054    2,259      736

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        281)
     130      144       30     -117       65       43      239      238       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.4     10.9      1.0     14.2     84.8     89.6     96.6     10.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      64       18        8       25       33       95       54
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       30,667
COMMITMENTS
  18,139    1,985      347    7,510   26,842   25,996   29,174    4,671    1,493

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:          8)
     250     -105       77     -340      159      -13      131       21     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.1      6.5      1.1     24.5     87.5     84.8     95.1     15.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      53       15        6       21       32       76       52
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      249,522
COMMITMENTS
  58,800   15,923   24,331  147,043  195,469  230,174  235,723   19,348   13,799

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      3,042)
   4,369   -6,457       36   -2,726    8,875    1,679    2,454    1,363      588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      6.4      9.8     58.9     78.3     92.2     94.5      7.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      46       32       44       82       91      158      144
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       30,070
COMMITMENTS
   6,517      130    1,479   17,214   24,284   25,210   25,893    4,860    4,177

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,523)
     502        0      -67    1,385    1,715    1,820    1,648     -297     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      0.4      4.9     57.2     80.8     83.8     86.1     16.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        1        7       18       22       25       29
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,169
COMMITMENTS
     250    1,550      300   17,549   16,894   18,099   18,744    1,070      425

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        562)
       0        0        0      342      471      342      471      220       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      8.1      1.6     91.5     88.1     94.4     97.8      5.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       18       10       20       11
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,122
COMMITMENTS
     500      290      300    7,222    7,432    8,022    8,022      100      100

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:       -200)
       0       50      -50      150      100      100      100     -300     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      3.6      3.7     88.9     91.5     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        4       29       33       34       38
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       99,597
COMMITMENTS
   3,010      316    1,796   93,548   97,301   98,354   99,413    1,243      184

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,027)
     325      -25     -125      865    1,227    1,065    1,077      -38      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.3      1.8     93.9     97.7     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        1        2       39       36       44       38
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,238
COMMITMENTS
   1,400        0        0   22,825   23,873   24,225   23,873       13      365

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        585)
       0        0        0      585      585      585      585        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      0.0     94.2     98.5     99.9     98.5      0.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       20       19       21       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,882
COMMITMENTS
     200      550        0   11,682   11,332   11,882   11,882        0        0

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      4.6      0.0     98.3     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        3        0       27       28       28       31
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,444
COMMITMENTS
     234        0       85    1,948    2,250    2,267    2,335    1,177    1,109

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        114)
       0        0        0      105       61      105       61        9       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.0      2.5     56.6     65.3     65.8     67.8     34.2     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       14       16       16       17
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,095
COMMITMENTS
     616       50        0   18,103   19,325   18,719   19,375    1,376      720

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         49)
       0        0        0       49       49       49       49        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.2      0.0     90.1     96.2     93.2     96.4      6.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        0       26       21       28       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,933
COMMITMENTS
   1,142    2,349       37   19,398   18,302   20,577   20,688      356      245

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        291)
       0      156        0      291      135      291      291        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     11.2      0.2     92.7     87.4     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        3        2       36       38       40       42
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,265
COMMITMENTS
   1,454        0      297   11,496   12,932   13,247   13,229       18       36

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,719)
     153        0      135    1,431    1,584    1,719    1,719        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      0.0      2.2     86.7     97.5     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        1       28       26       31       27
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 06/22/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,464
COMMITMENTS
   2,517      800    1,705   28,868   32,700   33,090   35,205    4,374    2,259

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        458)
      61      -91       82      376      507      519      498      -61      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      2.1      4.6     77.1     87.3     88.3     94.0     11.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        3        5       30       37       36       43
```

----

Updated June 25, 2010