```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,383
COMMITMENTS
   1,490    1,249        0   30,665   31,074   32,155   32,323      228       60

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     -4,681)
    -133      363      -50   -4,468   -4,984   -4,651   -4,671      -30      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      3.9      0.0     94.7     96.0     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        4        0       33       40       34       44
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,257
COMMITMENTS
       0        0        0   21,066   21,007   21,066   21,007      191      250

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     -1,773)
       0        0        0   -1,713   -1,743   -1,713   -1,743      -60      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1     98.8     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       26       27       26       27
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,631
COMMITMENTS
     128      216       91    4,760    5,112    4,979    5,419    1,652    1,212

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:       -241)
      19        0      -19     -374     -234     -374     -253      133       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      3.3      1.4     71.8     77.1     75.1     81.7     24.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       19       16       20       18
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,311
COMMITMENTS
     409      351       55    6,953    7,698    7,417    8,104    1,894    1,207

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:       -979)
      27       98        0   -1,387   -1,003   -1,360     -905      381      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      3.8      0.6     74.7     82.7     79.7     87.0     20.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        3        2       38       42       41       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,728
COMMITMENTS
     392      491       89    6,711    6,597    7,192    7,177      536      551

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     -1,695)
     -49      -42       36   -1,384   -1,467   -1,397   -1,473     -298     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      6.4      1.2     86.8     85.4     93.1     92.9      6.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        3        3       46       52       52       56
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,172
COMMITMENTS
     315        0       20    2,097    2,577    2,432    2,597      740      575

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:       -557)
     -80        0        0     -403     -583     -483     -583      -74       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      0.0      0.6     66.1     81.2     76.7     81.9     23.3     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       17       21       19       22
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,311
COMMITMENTS
       0       91        0    1,837    1,899    1,837    1,990      474      321

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:       -223)
       0       21        0     -187     -135     -187     -114      -36     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      0.0     79.5     82.2     79.5     86.1     20.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       19       18       19       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       17,024
COMMITMENTS
       0        0        0   16,989   16,929   16,989   16,929       35       95

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     -1,525)
       0        0        0   -1,540   -1,515   -1,540   -1,515       15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8     99.4     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       19       16       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      383,204
COMMITMENTS
  37,322   21,213   63,953  241,877  264,847  343,152  350,013   40,051   33,191

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     22,358)
     131   -2,326    1,867   19,855   21,324   21,854   20,865      505    1,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      5.5     16.7     63.1     69.1     89.5     91.3     10.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      30       22       39       75       84      123      130
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      113,908
COMMITMENTS
     872    7,581   23,489   83,625   77,837  107,987  108,908    5,921    5,000

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:      7,220)
    -134      740    1,009    6,305    5,377    7,180    7,126       40       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      6.7     20.6     73.4     68.3     94.8     95.6      5.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        7       13       13       20       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,018
COMMITMENTS
     600      643      327   10,941   10,873   11,868   11,843      150      175

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     -6,746)
    -300     -257      -50   -5,728   -6,362   -6,078   -6,669     -668      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      5.4      2.7     91.0     90.5     98.8     98.5      1.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        5        2       40       42       44       47
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,284
COMMITMENTS
   1,272      475      400   13,213   13,919   14,885   14,794      399      490

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:         75)
      75       75        0        0        0       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      3.1      2.6     86.4     91.1     97.4     96.8      2.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        2       28       29       33       32
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,872
COMMITMENTS
   3,008        0      662    6,850    9,780   10,520   10,442      352      430

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        150)
     300        0     -150        0      300      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7      0.0      6.1     63.0     90.0     96.8     96.0      3.2      4.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,423
COMMITMENTS
     801      104       93    2,347    2,667    3,241    2,864    1,182    1,559

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:       -426)
    -252       -8      -32     -225     -432     -509     -472       83       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      2.4      2.1     53.1     60.3     73.3     64.8     26.7     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       16       17       18       20
 
 
GASOIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE              Code-022A46
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,369
COMMITMENTS
     188        0      280    2,639    2,758    3,107    3,038      263      331

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      8.3     78.3     81.9     92.2     90.2      7.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       18       18       20       20
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      969,252
COMMITMENTS
 170,747  249,876  355,638  362,945  318,395  889,330  923,908   79,923   45,345

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     -4,294)
   8,791   -4,659    1,420   -8,571   10,421    1,639    7,182   -5,933  -11,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     25.8     36.7     37.4     32.8     91.8     95.3      8.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      81       97      127       88       79      252      230
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       58,066
COMMITMENTS
     787      189    1,858   47,403   47,317   50,048   49,364    8,018    8,702

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        437)
       0     -714      485    2,919    1,945    3,404    1,716   -2,967   -1,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.3      3.2     81.6     81.5     86.2     85.0     13.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       22       19       24       21
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       37,128
COMMITMENTS
     194      756    2,783   29,104   24,806   32,081   28,345    5,047    8,783

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        430)
       0        0        0       62      430       62      430      368        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.0      7.5     78.4     66.8     86.4     76.3     13.6     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       12       15       14       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       67,038
COMMITMENTS
       0        0        0   58,624   54,580   58,624   54,580    8,414   12,458

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.4     81.4     87.4     81.4     12.6     18.6

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 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       74,138
COMMITMENTS
       0        0        0   62,417   70,075   62,417   70,075   11,721    4,063

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:       -903)
       0        0        0      -29     -821      -29     -821     -874      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.2     94.5     84.2     94.5     15.8      5.5

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,928
COMMITMENTS
     488    3,006    6,814   67,939   64,726   75,241   74,546    7,687    8,382

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     -7,073)
  -1,270     -855      768   -7,025  -10,465   -7,527  -10,552      454    3,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      3.6      8.2     81.9     78.1     90.7     89.9      9.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        4       19       23       23       28
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       77,856
COMMITMENTS
     984    8,473    2,114   68,010   54,465   71,108   65,052    6,748   12,804

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     -5,113)
    -240     -268     -821   -4,152   -4,436   -5,213   -5,525      100      412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     10.9      2.7     87.4     70.0     91.3     83.6      8.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       12       19       15       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       77,807
COMMITMENTS
   4,853    2,100    4,221   55,820   64,731   64,894   71,052   12,913    6,755

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     -4,295)
  -1,529      234     -149     -720   -5,292   -2,398   -5,207   -1,897      912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      2.7      5.4     71.7     83.2     83.4     91.3     16.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        3       17       21       21       24
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,700,177
COMMITMENTS
  72,894   98,167  577,252  1043676  1015864  1693822  1691282    6,355    8,895

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     74,189)
  -1,124    3,810   39,111   35,870   31,190   73,857   74,111      331       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      5.8     34.0     61.4     59.8     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      40       32       61       63       60      129      127
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       38,200
COMMITMENTS
   9,397    7,250   15,479   12,260   14,025   37,135   36,754    1,065    1,446

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:      3,158)
    -974   -1,262    1,715    2,147    2,379    2,888    2,833      269      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6     19.0     40.5     32.1     36.7     97.2     96.2      2.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       12       13       13       16       27       33
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| 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 06/01/10 (CHANGE IN OPEN INTEREST:        -31)
       0        0        0      -31      -31      -31      -31        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      175,691
COMMITMENTS
   4,099    8,107    4,069  161,635  158,342  169,803  170,518    5,888    5,173

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:       -252)
     458        0      177     -823     -365     -188     -188      -64      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      4.6      2.3     92.0     90.1     96.6     97.1      3.4      2.9

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 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      125,370
COMMITMENTS
   1,550    1,761    1,932  110,652  114,937  114,134  118,630   11,236    6,740

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:       -375)
       0     -181      -60     -726     -442     -786     -683      411      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.4      1.5     88.3     91.7     91.0     94.6      9.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       25       23       27       24
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      219,440
COMMITMENTS
   5,910      360    9,609  185,841  201,575  201,360  211,544   18,080    7,897

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:      2,796)
     210        0     -629    3,074    3,421    2,655    2,792      141        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.2      4.4     84.7     91.9     91.8     96.4      8.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        1        3       36       40       39       43
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,819,384
COMMITMENTS
 676,044  146,802  860,777  1256162  1796405  2792983  2803984   26,401   15,400

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     22,399)
   5,962   -8,192      355   23,493   35,842   29,810   28,005   -7,411   -5,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      5.2     30.5     44.6     63.7     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      37       28       58      109       99      174      158
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      945,664
COMMITMENTS
 132,651  212,636  139,802  669,979  589,137  942,432  941,575    3,232    4,089

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     21,167)
  24,435   19,315   -8,696    6,492   11,712   22,231   22,331   -1,064   -1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     22.5     14.8     70.8     62.3     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      26       22       41       47       42       92       86
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        4,376
COMMITMENTS
      30    1,510        0    4,025    2,721    4,055    4,231      321      145

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        169)
       0       77        0      206      142      206      219      -37      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     34.5      0.0     92.0     62.2     92.7     96.7      7.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       14       16       15       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      183,261
COMMITMENTS
     566    2,828   11,084  168,513  168,590  180,163  182,501    3,098      760

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:      3,476)
    -257      688     -266    3,960    3,027    3,436    3,448       40       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.5      6.0     92.0     92.0     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        4        6       37       31       44       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,729
COMMITMENTS
       0      862      220   18,394   17,536   18,614   18,618    1,115    1,111

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        194)
       0     -240        0      194      314      194       74       -0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      1.1     93.2     88.9     94.3     94.4      5.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       22       24       23       27
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,793
COMMITMENTS
       0    2,410      200   26,919   26,289   27,119   28,899    2,674      894

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:       -114)
       0        0        0     -114     -114     -114     -114        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.1      0.7     90.4     88.2     91.0     97.0      9.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       25       21       27       23
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,457
COMMITMENTS
     530        0      260   10,021   10,966   10,811   11,226    1,646    1,231

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        208)
       8        0       80      120      128      208      208        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      2.1     80.4     88.0     86.8     90.1     13.2      9.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,237
COMMITMENTS
       0    3,555        0   31,982   28,639   31,982   32,194      255       43

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.0      0.0     99.2     88.8     99.2     99.9      0.8      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 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,197
COMMITMENTS
     177        2      746   46,311   46,571   47,233   47,319      964      878

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        147)
      -7        1       -7      232      225      218      219      -71      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      1.5     96.1     96.6     98.0     98.2      2.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       24       22       26       24
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| 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:       10,350
COMMITMENTS
       0        0        0    9,156    9,404    9,156    9,404    1,194      946

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:         82)
       0        0        0       82       82       82       82        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.5     90.9     88.5     90.9     11.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       17       21       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,661
COMMITMENTS
       0        0        0   55,404   55,575   55,404   55,575      257       86

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:         84)
       0        0        0       84       84       84       84        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      817,310
COMMITMENTS
       0        0        0  817,310  817,310  817,310  817,310        0        0

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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:       20)
       0        0        0       12        9       12        9
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| 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 06/01/10 (CHANGE IN OPEN INTEREST:        172)
       0        0        0      172      172      172      172        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| 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 06/01/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       82,260
COMMITMENTS
       0        0        0   82,109   82,260   82,109   82,260      151        0

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        430)
       0        0        0      430      430      430      430        0        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 06/08/10          |
--------------------------------------------------------------| 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 06/01/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      167,101
COMMITMENTS
   1,940      220        0  165,161  166,881  167,101  167,101        0        0

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:       -777)
   1,720        0        0   -2,497     -777     -777     -777        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.1      0.0     98.8     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        0       25       29       26       30
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,742,848
COMMITMENTS
       0        0        0  2742848  2742848  2742848  2742848        0        0

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:    -46,880)
       0        0        0  -46,880  -46,880  -46,880  -46,880        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       23       22       23       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| 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 06/01/10 (CHANGE IN OPEN INTEREST:        530)
       0        0        0      530      530      530      530        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       18       24       19
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,012,849
COMMITMENTS
       0   70,200        0  1012849  942,649  1012849  1012849        0        0

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       28)
       0        1        0       21       19       21       20
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,165
COMMITMENTS
   4,416      110        0   51,749   56,055   56,165   56,165        0        0

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        278)
     407        0        0     -129      278      278      278        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.2      0.0     92.1     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       11,267
COMMITMENTS
     258        0        0   10,792   10,732   11,050   10,732      217      535

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      0.0     95.8     95.3     98.1     95.3      1.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       13       17       13
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      578,998
COMMITMENTS
       0   64,345        0  578,998  514,653  578,998  578,998        0        0

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.1      0.0    100.0     88.9    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 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,111,448
COMMITMENTS
  69,417   28,552        0  1042031  1082896  1111448  1111448        0        0

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        768)
     768        0        0        0      768      768      768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      2.6      0.0     93.8     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        0       25       23       27       25
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,747
COMMITMENTS
      95       28      197   18,652   19,447   18,944   19,672      803       75

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     -1,824)
      25      -28      -25   -1,978   -1,556   -1,978   -1,609      154     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.1      1.0     94.5     98.5     95.9     99.6      4.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        2       36       35       39       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,574
COMMITMENTS
     275        0        0   15,651   16,494   15,926   16,494      648       80

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:         15)
       0        0        0       55       55       55       55      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      0.0     94.4     99.5     96.1     99.5      3.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       15       20       16       20
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,232
COMMITMENTS
       0        7       23    9,897   10,172    9,920   10,202      312       30

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        160)
      -8        7      -30      188      183      150      160       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      0.2     96.7     99.4     97.0     99.7      3.0      0.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,330
COMMITMENTS
       0        0        0    9,985    9,707    9,985    9,707      345      623

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        448)
       0        0        0      418      450      418      450       30       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.7     94.0     96.7     94.0      3.3      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,781,085
COMMITMENTS
 260,237  157,235  980,899  1452556  1563748  2693692  2701882   87,393   79,203

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     -4,661)
  -4,350   -5,625   32,401  -15,077  -12,773   12,975   14,003  -17,636  -18,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      5.7     35.3     52.2     56.2     96.9     97.2      3.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     140      109      193       97      101      333      318
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      116,006
COMMITMENTS
   1,885   39,485   33,523   79,309   41,035  114,718  114,042    1,289    1,964

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:      1,254)
      18      692      873      114     -423    1,004    1,142      250      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     34.0     28.9     68.4     35.4     98.9     98.3      1.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1       15       10       19       20       29       36
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      241,329
COMMITMENTS
  39,688   25,584   11,000  166,350  156,088  217,038  192,672   24,291   48,657

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:      7,246)
     867    1,272    1,793    2,155    2,526    4,815    5,591    2,431    1,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     10.6      4.6     68.9     64.7     89.9     79.8     10.1     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        5        5       30       27       38       34
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      148,703
COMMITMENTS
  21,752    6,629   28,528   95,033  110,107  145,313  145,263    3,390    3,439

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:      1,063)
    -967     -979      361    1,695    1,658    1,088    1,039      -26       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      4.5     19.2     63.9     74.0     97.7     97.7      2.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      24       10       26       26       27       59       55
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      637,355
COMMITMENTS
  41,021    1,614  112,977  461,498  502,666  615,496  617,257   21,859   20,098

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     17,975)
   1,008      499    7,472    9,276    9,735   17,757   17,706      218      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.3     17.7     72.4     78.9     96.6     96.8      3.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      10        2       12       40       41       52       53
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,912
COMMITMENTS
     515      155      525   47,218   47,578   48,258   48,258    2,654    2,654

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:      4,047)
     -65        0        0    1,732    1,667    1,667    1,667    2,380    2,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.3      1.0     92.7     93.5     94.8     94.8      5.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        2        2       45       42       50       46
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      124,166
COMMITMENTS
  13,819   31,005    9,664   95,475   78,359  118,958  119,028    5,208    5,138

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        694)
  -1,200      386      147    1,749      150      696      683       -2       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     25.0      7.8     76.9     63.1     95.8     95.9      4.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9       13       15       25       24       43       43
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,846
COMMITMENTS
     628    3,574    9,592   25,519   22,537   35,739   35,703    2,107    2,143

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        376)
     628     -600      -45      -66      571      517      -74     -141      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      9.4     25.3     67.4     59.5     94.4     94.3      5.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        4       15       16       20       23
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       80,298
COMMITMENTS
   1,924        0    1,110   46,707   45,960   49,741   47,070   30,557   33,228

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      1.4     58.2     57.2     61.9     58.6     38.1     41.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       18       17       20       18
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,170
COMMITMENTS
   3,544      450      300   17,020   20,420   20,864   21,170      306        0

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        280)
     300        0      300      -20      280      580      580     -300     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      2.1      1.4     80.4     96.5     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        1       26       30       29       31
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,145
COMMITMENTS
  15,823    2,626      130    3,199   17,649   19,152   20,405    1,993      740

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:       -126)
      91      166      -33     -195     -145     -137      -12       11     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.8     12.4      0.6     15.1     83.5     90.6     96.5      9.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      58       22        6       26       32       88       56
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       29,915
COMMITMENTS
  17,752    2,240      362    7,424   25,753   25,539   28,356    4,376    1,559

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:       -593)
    -347     -662      -39      211      644     -175      -57     -418     -536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.3      7.5      1.2     24.8     86.1     85.4     94.8     14.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      51       14        4       17       30       70       48
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      282,363
COMMITMENTS
  52,928   25,139   39,095  172,940  202,103  264,963  266,337   17,400   16,026

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:      4,553)
      47   -1,265     -440    5,391    6,917    4,999    5,213     -446     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      8.9     13.8     61.2     71.6     93.8     94.3      6.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      47       37       51       77       81      153      145
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       27,905
COMMITMENTS
   5,978      130    1,555   14,902   21,690   22,435   23,375    5,470    4,530

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:      2,507)
     401        0     -108    1,966    2,889    2,259    2,781      248     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      0.5      5.6     53.4     77.7     80.4     83.8     19.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        1        6       12       18       18       24
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,897
COMMITMENTS
     600      240      300    6,597    6,957    7,497    7,497      400      400

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     -2,030)
     -50      150     -200   -1,780   -1,980   -2,030   -2,030        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      3.0      3.8     83.5     88.1     94.9     94.9      5.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        3       30       34       35       38
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       89,008
COMMITMENTS
   2,960      341    1,646   83,202   86,832   87,808   88,819    1,200      189

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:       -492)
    -750     -753        0      281      547     -469     -206      -23     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.4      1.8     93.5     97.6     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        1        1       35       36       39       37
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,613
COMMITMENTS
   1,400        0        0   21,200   22,248   22,600   22,248       13      365

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:       -523)
    -200        0        0     -310     -473     -510     -473      -13      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.0      0.0     93.8     98.4     99.9     98.4      0.1      1.6

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,632
COMMITMENTS
     200      550        0   11,432   11,082   11,632   11,632        0        0

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     -1,830)
    -500     -350        0   -1,330   -1,480   -1,830   -1,830        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      4.7      0.0     98.3     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        0       26       28       27       31
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,294
COMMITMENTS
     234        0       85    1,824    2,109    2,143    2,194    1,151    1,100

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:         76)
       0        0       10       44       66       54       76       22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.0      2.6     55.4     64.0     65.1     66.6     34.9     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       13       15       15       16
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,619
COMMITMENTS
     616       50        0   17,788   18,849   18,404   18,899    1,215      720

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:     -3,646)
     442        0      -51   -3,862   -3,595   -3,471   -3,646     -175        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.3      0.0     90.7     96.1     93.8     96.3      6.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       27       22       29       23
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,639
COMMITMENTS
   1,238    2,193       37   19,104   18,164   20,379   20,394      260      245

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        876)
      48      876        0      834     -127      882      749       -6      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     10.6      0.2     92.6     88.0     98.7     98.8      1.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        2       36       38       40       42
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,065
COMMITMENTS
   1,256        0      162    9,624   10,687   11,042   10,849       23      216

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:      1,210)
     314        0      138      812    1,108    1,264    1,246      -54      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      0.0      1.5     87.0     96.6     99.8     98.0      0.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        1       24       22       27       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,019
COMMITMENTS
   2,345      941    1,240   29,002   32,767   32,587   34,948    4,432    2,071

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:        -18)
     -36     -111      111      -78      204       -3      204      -15     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      2.5      3.3     78.3     88.5     88.0     94.4     12.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        4       31       37       36       43
```

----

Updated June 11, 2010