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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,957
COMMITMENTS
   1,356    1,331      300   29,991   30,281   31,647   31,912      310       45

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -4,556)
    -134      662        0   -4,479   -5,203   -4,613   -4,541       57      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      4.2      0.9     93.8     94.8     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        3        1       38       42       40       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,753
COMMITMENTS
       0        0        0   19,549   19,378   19,549   19,378      204      375

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -3,212)
       0        0        0   -3,276   -3,337   -3,276   -3,337       64      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.0     98.1     99.0     98.1      1.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       27       28       27       28
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,620
COMMITMENTS
     142      216       79    4,513    4,891    4,734    5,186    1,886    1,434

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -497)
      14        0      -12     -568     -503     -566     -515       69       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      3.3      1.2     68.2     73.9     71.5     78.3     28.5     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       17       17       18       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,892
COMMITMENTS
     581      406      119    6,560    7,111    7,260    7,636    1,632    1,256

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -843)
      56      126        3     -976     -897     -917     -768       74      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      4.6      1.3     73.8     80.0     81.6     85.9     18.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        4        5       35       36       40       43
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,291
COMMITMENTS
     430      482      321    5,987    5,571    6,738    6,374      553      917

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -1,936)
     -48     -208      -43   -1,814   -1,993   -1,905   -2,244      -31      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      6.6      4.4     82.1     76.4     92.4     87.4      7.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        4        5       42       49       49       56
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,759
COMMITMENTS
     210      100       20    2,019    1,881    2,249    2,001      510      758

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -713)
     -75        0        0     -563     -901     -638     -901      -75      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      3.6      0.7     73.2     68.2     81.5     72.5     18.5     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       16       14       18       16
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,019
COMMITMENTS
       0       76        0    1,704    1,647    1,704    1,723      315      296

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -731)
       0      -35        0     -662     -658     -662     -693      -69      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      0.0     84.4     81.6     84.4     85.3     15.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       18       18       18       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,506
COMMITMENTS
      60       51        0      918    1,066      978    1,117      528      389

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -421)
       0      -50      -20     -272     -345     -292     -415     -129       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      3.4      0.0     61.0     70.8     64.9     74.2     35.1     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       18       16       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       19,299
COMMITMENTS
       0        0        0   19,224   19,099   19,224   19,099       75      200

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:         31)
       0        0        0       -9      -74       -9      -74       40      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6     99.0     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       19       18       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      392,254
COMMITMENTS
  34,388   22,374   67,631  251,521  265,630  353,539  355,635   38,715   36,618

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        858)
  -5,554    6,746    2,963    7,298  -13,586    4,708   -3,877   -3,850    4,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      5.7     17.2     64.1     67.7     90.1     90.7      9.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      31       20       34       78       78      123      122
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      117,740
COMMITMENTS
   1,276    5,149   24,029   85,238   83,722  110,542  112,899    7,198    4,841

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -5,508)
    -419   -2,803   -2,580   -4,903   -2,369   -7,902   -7,752    2,395    2,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      4.4     20.4     72.4     71.1     93.9     95.9      6.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        6        8       11       11       19       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,219
COMMITMENTS
     625      316      550   13,044   13,353   14,219   14,219        0        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -3,148)
    -100     -452     -125   -2,743   -2,391   -2,968   -2,968     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      2.2      3.9     91.7     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        5        2       40       44       45       50
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,608
COMMITMENTS
     750      300      375   10,901   11,513   12,026   12,188      582      420

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -3,011)
    -822     -250      -25   -2,347   -2,666   -3,194   -2,941      183      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      2.4      3.0     86.5     91.3     95.4     96.7      4.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        1       26       21       30       22
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,091
COMMITMENTS
     587       96      178    2,183    2,156    2,948    2,430    1,143    1,661

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -418)
    -177       -8       43     -305     -461     -439     -426       21        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      2.3      4.4     53.4     52.7     72.1     59.4     27.9     40.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       13       16       16       19
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      900,958
COMMITMENTS
 155,568  241,076  286,734  380,800  331,665  823,102  859,475   77,856   41,484

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     14,996)
  -1,975   -2,750    3,003   15,456   13,591   16,484   13,844   -1,487    1,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     26.8     31.8     42.3     36.8     91.4     95.4      8.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      87       81      129       85       77      244      225
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       55,280
COMMITMENTS
     743        0    1,986   44,228   44,725   46,957   46,711    8,323    8,569

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -3,282)
    -352        0        0   -3,299   -2,654   -3,651   -2,654      369     -628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      3.6     80.0     80.9     84.9     84.5     15.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       21       18       23       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       35,375
COMMITMENTS
       8    1,174    2,099   29,407   24,494   31,514   27,767    3,861    7,608

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -4,103)
    -434     -508      -19   -4,044   -2,843   -4,497   -3,370      394     -733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.3      5.9     83.1     69.2     89.1     78.5     10.9     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       14       16       16       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       62,864
COMMITMENTS
       0        0        0   55,298   50,544   55,298   50,544    7,566   12,320

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -5,234)
       0        0        0   -4,446   -4,676   -4,446   -4,676     -788     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.0     80.4     88.0     80.4     12.0     19.6

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       69,960
COMMITMENTS
       0        0        0   60,934   66,480   60,934   66,480    9,026    3,480

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -4,000)
       0        0        0   -1,285   -3,603   -1,285   -3,603   -2,715     -397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.1     95.0     87.1     95.0     12.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       18       18       18
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       76,826
COMMITMENTS
   2,241      301    5,411   61,543   62,136   69,195   67,848    7,631    8,978

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -6,929)
     905     -155   -1,491   -5,519   -4,473   -6,105   -6,119     -824     -810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.4      7.0     80.1     80.9     90.1     88.3      9.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        4       20       24       24       28
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       74,353
COMMITMENTS
     736    9,475    1,592   65,583   47,757   67,911   58,824    6,442   15,529

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -4,392)
    -589      207     -461   -2,630   -3,059   -3,680   -3,313     -712   -1,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     12.7      2.1     88.2     64.2     91.3     79.1      8.7     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       11       18       14       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       74,953
COMMITMENTS
   6,396    1,458    3,125   54,123   64,771   63,644   69,354   11,309    5,599

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -3,974)
   2,119      -38   -1,356   -2,286   -1,260   -1,523   -2,654   -2,451   -1,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      1.9      4.2     72.2     86.4     84.9     92.5     15.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        3       18       22       22       25
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,698,957
COMMITMENTS
  67,822   98,250  547,232  1078255  1045453  1693309  1690935    5,648    8,022

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     15,905)
    -623    2,143    6,343   10,617    7,771   16,337   16,257     -431     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      5.8     32.2     63.5     61.5     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      41       31       62       62       62      130      128
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       48,466
COMMITMENTS
   8,858    4,837   13,466   22,133   23,833   44,457   42,135    4,009    6,331

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -3,667)
     -65    2,089    4,088     -223      804    3,800    6,981   -7,466  -10,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     10.0     27.8     45.7     49.2     91.7     86.9      8.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        9       14       18       18       32       35
 
 
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-023A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       33,171
COMMITMENTS
       0        0        0   28,181   30,794   28,181   30,794    4,990    2,377

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -3,751)
       0        0        0   -3,379   -3,468   -3,379   -3,468     -372     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     85.0     92.8     85.0     92.8     15.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       16       14       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       65,287
COMMITMENTS
       0        0        0   63,995   62,907   63,995   62,907    1,292    2,380

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -10,075)
       0        0        0  -10,055   -9,641  -10,055   -9,641      -20     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     96.4     98.0     96.4      2.0      3.6

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      155,304
COMMITMENTS
   5,025    6,519    4,427  140,583  139,731  150,035  150,677    5,269    4,627

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -11,432)
    -713      260     -308   -9,362  -10,614  -10,383  -10,662   -1,049     -770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      4.2      2.9     90.5     90.0     96.6     97.0      3.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        4       37       38       42       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      121,364
COMMITMENTS
   1,147    2,264    1,594  108,445  111,822  111,186  115,680   10,178    5,684

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -6,257)
    -403       97     -361   -4,596   -5,383   -5,360   -5,647     -897     -610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      1.9      1.3     89.4     92.1     91.6     95.3      8.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       26       23       28       24
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      209,443
COMMITMENTS
  11,428    1,488    8,172  175,956  193,194  195,555  202,853   13,888    6,590

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -12,834)
      57      124   -1,650  -11,127  -11,671  -12,720  -13,197     -114      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.7      3.9     84.0     92.2     93.4     96.9      6.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        1        3       38       41       41       44
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       46,820
COMMITMENTS
       0    2,267    1,281   42,312   38,623   43,593   42,171    3,227    4,649

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -3,925)
       0     -534      -31   -3,562   -2,633   -3,593   -3,198     -332     -727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8      2.7     90.4     82.5     93.1     90.1      6.9      9.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,634,367
COMMITMENTS
 694,027  145,470  715,361  1195393  1758251  2604781  2619082   29,586   15,285

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      3,271)
  -6,195   -1,630      830    7,376    2,766    2,011    1,966    1,260    1,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      5.5     27.2     45.4     66.7     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      38       26       59      109      101      176      161
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      971,152
COMMITMENTS
 123,155  171,189  143,626  701,967  652,439  968,748  967,254    2,404    3,898

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     23,192)
   2,689      132    6,267   15,386   17,392   24,342   23,791   -1,150     -599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     17.6     14.8     72.3     67.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      27       22       40       46       40       89       86
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        3,588
COMMITMENTS
       0    1,413        0    3,379    2,008    3,379    3,421      209      167

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -1,303)
     -30      -52        0   -1,270   -1,246   -1,300   -1,298       -3       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     39.4      0.0     94.2     56.0     94.2     95.3      5.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       18       14       18       15
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      184,651
COMMITMENTS
     774    1,701   12,026  168,523  170,235  181,323  183,962    3,328      689

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        477)
      17     -737    1,247      599      206    1,863      717   -1,386     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.9      6.5     91.3     92.2     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        4        6       36       30       42       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,529
COMMITMENTS
       0      602      180   17,159   16,642   17,339   17,424    1,190    1,105

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -993)
       0     -268      -40   -1,078     -617   -1,118     -925      125      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      1.0     92.6     89.8     93.6     94.0      6.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       21       22       22       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,134
COMMITMENTS
       0        0        0   11,366   12,008   11,366   12,008    1,768    1,126

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -699)
       0        0        0     -637     -635     -637     -635      -62      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.5     91.4     86.5     91.4     13.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       15       16       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,438
COMMITMENTS
       0    2,260      200   26,300   26,020   26,500   28,480    2,938      958

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -984)
       0     -150        0     -906     -816     -906     -966      -78      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.7      0.7     89.3     88.4     90.0     96.7     10.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       25       22       27       24
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,329
COMMITMENTS
     676        0       80    9,973   10,863   10,729   10,943    1,600    1,386

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -490)
    -116        0        0     -744     -483     -860     -483      370       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.0      0.6     80.9     88.1     87.0     88.8     13.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       17       16       19       18
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,269
COMMITMENTS
       0    3,225        0   35,014   32,001   35,014   35,226      255       43

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -2,068)
       0     -330        0   -2,068   -1,738   -2,068   -2,068        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.1      0.0     99.3     90.7     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,034
COMMITMENTS
      29       16      730   46,270   46,598   47,029   47,344    1,006      691

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -1,257)
     -97        4        5     -906   -1,402     -998   -1,393     -258      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      1.5     96.3     97.0     97.9     98.6      2.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        2       27       25       29       27
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| 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:       10,208
COMMITMENTS
       0        0        0    9,033    9,292    9,033    9,292    1,175      916

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -594)
       0        0        0     -435     -568     -435     -568     -159      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.5     91.0     88.5     91.0     11.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       16       21       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,957
COMMITMENTS
       0        0        0   53,722   53,871   53,722   53,871      235       86

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -2,574)
       0        0        0   -2,552   -2,574   -2,552   -2,574      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6     99.8     99.6     99.8      0.4      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      791,142
COMMITMENTS
       0        0        0  791,142  791,142  791,142  791,142        0        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -42,320)
       0        0        0  -42,320  -42,320  -42,320  -42,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       10       12       10
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,326
COMMITMENTS
       0        0        0   38,497   39,326   38,497   39,326      829        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -2,024)
       0        0        0   -2,002   -2,002   -2,002   -2,002      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.9    100.0     97.9    100.0      2.1      0.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      567,867
COMMITMENTS
       0        0        0  567,867  567,867  567,867  567,867        0        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -19,136)
       0        0        0  -19,136  -19,136  -19,136  -19,136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       12       12       12
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       76,833
COMMITMENTS
       0        0        0   76,704   76,833   76,704   76,833      129        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -4,661)
       0        0        0   -4,639   -4,661   -4,639   -4,661      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,317,406
COMMITMENTS
       0        0        0  1317406  1317406  1317406  1317406        0        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -67,167)
       0        0        0  -67,167  -67,167  -67,167  -67,167        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       12       16       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      165,925
COMMITMENTS
   3,445        0        0  162,225  165,925  165,670  165,925      255        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -9,823)
       0        0     -220   -9,603   -9,603   -9,823   -9,823        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      0.0     97.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        0       27       27       29       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,777,137
COMMITMENTS
       0        0        0  2777137  2777137  2777137  2777137        0        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:   -121,544)
       0        0        0 -121,544 -121,544 -121,544 -121,544        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       25       21       25       21
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       57,754
COMMITMENTS
       0    2,455        0   57,754   55,299   57,754   57,754        0        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -2,667)
       0     -110        0   -2,667   -2,557   -2,667   -2,667        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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       19       24       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      979,947
COMMITMENTS
       0   68,360        0  979,947  911,587  979,947  979,947        0        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -40,480)
       0   -1,840        0  -40,480  -38,640  -40,480  -40,480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.0      0.0    100.0     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       23       19       23       20
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,307
COMMITMENTS
   4,039        0        0   59,268   63,307   63,307   63,307        0        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        233)
    -398     -110        0      631      343      233      233        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      0.0     93.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       22       27       24       27
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       10,467
COMMITMENTS
     258        0        0   10,038   10,127   10,296   10,127      171      340

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -1,144)
       0        0        0   -1,012   -1,144   -1,012   -1,144     -132        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.0     95.9     96.8     98.4     96.8      1.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       13       16       13
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      638,982
COMMITMENTS
       0   58,825        0  638,982  580,157  638,982  638,982        0        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -33,856)
       0   -5,520        0  -33,856  -28,336  -33,856  -33,856        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.2      0.0    100.0     90.8    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,211,786
COMMITMENTS
  62,793   28,552        0  1148993  1183234  1211786  1211786        0        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -44,240)
  -6,624        0        0  -37,608  -44,240  -44,232  -44,240       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      2.4      0.0     94.8     97.6    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,551
COMMITMENTS
      64        0      130   19,490   20,335   19,684   20,465      867       86

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -1,734)
      29      -28        5   -1,743   -1,576   -1,709   -1,599      -25     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.6     94.8     98.9     95.8     99.6      4.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        2       34       26       36       28
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,243
COMMITMENTS
       0       17       13    8,941    8,998    8,954    9,028      289      215

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -1,122)
       0        0        0   -1,114   -1,262   -1,114   -1,262       -8      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.1     96.7     97.3     96.9     97.7      3.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       15       17       16       18
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,698
COMMITMENTS
       0        0        0    9,243    8,858    9,243    8,858      455      840

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -824)
       0        0        0     -814     -976     -814     -976      -10      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.3     91.3     95.3     91.3      4.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       18       19       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,644,593
COMMITMENTS
 242,539  152,562  898,136  1407373  1509210  2548048  2559908   96,545   84,686

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     54,247)
  -7,622    3,200   45,886   10,775    6,249   49,039   55,335    5,208   -1,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      5.8     34.0     53.2     57.1     96.3     96.8      3.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     147      103      180       89      101      315      313
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       95,474
COMMITMENTS
   1,786   30,907   28,731   64,077   32,037   94,594   91,675      880    3,799

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        700)
     135      522     -204      596     -330      527      -12      173      712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     32.4     30.1     67.1     33.6     99.1     96.0      0.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3       13       11       22       22       34       37
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      229,871
COMMITMENTS
  28,112   21,489   13,300  165,687  149,501  207,099  184,290   22,772   45,581

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -22,350)
 -12,410   -2,895   -1,090   -9,521  -17,136  -23,021  -21,121      671   -1,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      9.3      5.8     72.1     65.0     90.1     80.2      9.9     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        4        5       32       26       40       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      139,496
COMMITMENTS
  16,527    7,064   31,987   89,013   98,103  137,526  137,154    1,970    2,342

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      2,390)
  -2,656    1,016    3,386    1,880   -2,101    2,610    2,301     -220       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      5.1     22.9     63.8     70.3     98.6     98.3      1.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      21       12       27       25       26       59       53
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      628,965
COMMITMENTS
  37,303    2,645  103,275  466,589  502,955  607,166  608,874   21,799   20,091

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -30,799)
    -906   -1,297   -6,701  -22,845  -23,311  -30,453  -31,309     -346      510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.4     16.4     74.2     80.0     96.5     96.8      3.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        3       10       37       39       47       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,565
COMMITMENTS
     250       25      414   41,899   42,124   42,563   42,563        2        2

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    -11,908)
    -300     -131     -187  -11,193  -11,362  -11,680  -11,680     -228     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.1      1.0     98.4     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        1        2       48       44       52       46
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      117,314
COMMITMENTS
  12,154   29,078    5,875   93,990   76,275  112,019  111,228    5,295    6,086

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -311)
    -383     -284       84      -43      -25     -342     -225       31      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     24.8      5.0     80.1     65.0     95.5     94.8      4.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       11       11       25       24       39       38
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,332
COMMITMENTS
       0    3,574   10,283   26,165   22,421   36,448   36,278    1,884    2,054

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:         43)
       0     -300     -290      233      210      -57     -380      100      423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.3     26.8     68.3     58.5     95.1     94.6      4.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        4        5       15       16       20       24
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,665
COMMITMENTS
   4,644      450      300   17,370   21,915   22,314   22,665      351        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -870)
    -100        0        0     -770     -870     -870     -870        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      2.0      1.3     76.6     96.7     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       23       26       26       27
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,506
COMMITMENTS
  13,975    2,023      170    3,283   16,554   17,428   18,747    2,078      759

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -961)
    -977     -462       53       29     -547     -895     -956      -66       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.6     10.4      0.9     16.8     84.9     89.3     96.1     10.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      57       16        6       22       31       82       51
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       28,224
COMMITMENTS
  15,980    2,095      353    8,144   24,039   24,477   26,487    3,747    1,737

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -1,441)
  -1,599     -234      -99      442   -1,680   -1,256   -2,013     -185      572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.6      7.4      1.3     28.9     85.2     86.7     93.8     13.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      42       17        5       18       29       63       49
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      270,421
COMMITMENTS
  52,542   15,188   36,763  163,045  203,521  252,350  255,472   18,071   14,949

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      7,243)
  -4,274    2,902    2,826    7,029   -1,988    5,581    3,740    1,663    3,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      5.6     13.6     60.3     75.3     93.3     94.5      6.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      44       32       48       77       91      150      148
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       26,854
COMMITMENTS
   5,845      157    1,284   15,550   21,224   22,679   22,665    4,175    4,189

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -4,023)
  -1,344       27      -97   -1,926   -4,035   -3,367   -4,105     -656       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      0.6      4.8     57.9     79.0     84.5     84.4     15.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        1        7       16       18       23       25
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,538
COMMITMENTS
     250      680      770   15,548   15,856   16,568   17,306      970      232

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -1,873)
       0     -870      470   -2,228   -1,280   -1,758   -1,680     -115     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      3.9      4.4     88.7     90.4     94.5     98.7      5.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       18       11       20       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,166
COMMITMENTS
     200      190      250    5,516    5,526    5,966    5,966      200      200

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -2,319)
    -300     -200      -50   -2,019   -2,119   -2,369   -2,369       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      3.1      4.1     89.5     89.6     96.8     96.8      3.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        4       28       30       33       34
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       97,626
COMMITMENTS
   3,227        0    1,449   91,752   95,813   96,428   97,262    1,198      364

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -5,295)
     317     -316     -347   -5,220   -4,812   -5,250   -5,475      -45      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      1.5     94.0     98.1     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        0        2       40       34       44       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,761
COMMITMENTS
   1,271        0        0   22,355   23,367   23,626   23,367      135      394

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -884)
    -184        0        0     -825     -913   -1,009     -913      125       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.0      0.0     94.1     98.3     99.4     98.3      0.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       19       17       21       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,047
COMMITMENTS
     150      150        0    9,847    9,897    9,997   10,047       50        0

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -1,910)
     -50     -400        0   -1,910   -1,510   -1,960   -1,910       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.5      0.0     98.0     98.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       25       25       26       26
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,507
COMMITMENTS
   1,276        0        0   15,920   17,787   17,196   17,787    1,311      720

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -2,406)
     660      -50        0   -2,971   -2,356   -2,311   -2,406      -95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.0      0.0     86.0     96.1     92.9     96.1      7.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       26       20       28       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,931
COMMITMENTS
   1,206    3,006       12   18,493   16,628   19,711   19,646      220      285

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -1,043)
     -80      561      -25     -898   -1,598   -1,003   -1,062      -40       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     15.1      0.1     92.8     83.4     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        5        1       31       36       34       42
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,724
COMMITMENTS
     985       79      347   10,356   11,126   11,688   11,552       36      172

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -2,618)
    -642       79       50   -2,024   -2,863   -2,616   -2,734       -2      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.7      3.0     88.3     94.9     99.7     98.5      0.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       25       21       28       24
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,503
COMMITMENTS
   2,134      534    1,879   26,249   30,152   30,262   32,565    4,241    1,938

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -2,980)
    -308     -229       80   -2,469   -2,510   -2,697   -2,659     -283     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      1.5      5.4     76.1     87.4     87.7     94.4     12.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       29       34       34       39
```

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Updated July 9, 2010