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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,029
COMMITMENTS
   1,490    1,249        0   32,311   32,720   33,801   33,969      228       60

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      1,646)
       0        0        0    1,646    1,646    1,646    1,646        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      3.7      0.0     95.0     96.2     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        4        0       34       41       35       45
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,869
COMMITMENTS
       0        0        0   21,729   21,619   21,729   21,619      140      250

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        612)
       0        0        0      663      612      663      612      -51        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4     98.9     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,771
COMMITMENTS
     128      216       91    4,855    5,171    5,074    5,478    1,697    1,293

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        140)
       0        0        0       95       59       95       59       45       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      3.2      1.3     71.7     76.4     74.9     80.9     25.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       19       17       20       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,510
COMMITMENTS
     538      247       62    7,320    7,871    7,920    8,180    1,590    1,330

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        199)
     129     -104        7      367      173      503       76     -304      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      2.6      0.7     77.0     82.8     83.3     86.0     16.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        2       39       42       42       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,284
COMMITMENTS
     404      559      153    7,110    6,958    7,667    7,670      617      614

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        556)
      12       68       64      399      361      475      493       81       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      6.7      1.8     85.8     84.0     92.6     92.6      7.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        3        4       49       55       56       59
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,279
COMMITMENTS
     315       80       20    2,229    2,559    2,564    2,659      715      620

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        107)
       0       80        0      132      -18      132       62      -25       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      2.4      0.6     68.0     78.0     78.2     81.1     21.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       18       22       20       24
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,549
COMMITMENTS
       0      111        0    2,151    2,115    2,151    2,226      398      323

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        238)
       0       20        0      314      216      314      236      -76        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.0     84.4     83.0     84.4     87.3     15.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       21       20       21       22
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       17,804
COMMITMENTS
       0        0        0   17,769   17,709   17,769   17,709       35       95

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        780)
       0        0        0      780      780      780      780        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8     99.5     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       20       18       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      404,163
COMMITMENTS
  36,199   18,274   63,495  261,031  286,567  360,724  368,336   43,438   35,827

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     20,959)
  -1,123   -2,939     -458   19,154   21,720   17,572   18,323    3,387    2,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      4.5     15.7     64.6     70.9     89.3     91.1     10.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      28       22       38       75       82      124      125
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      121,457
COMMITMENTS
     920    8,214   24,292   89,841   83,657  115,053  116,163    6,405    5,295

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      7,549)
      47      633      802    6,216    5,820    7,065    7,255      484      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      6.8     20.0     74.0     68.9     94.7     95.6      5.3      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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,521
COMMITMENTS
     675      618      352   11,429   11,451   12,456   12,421       65      100

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        503)
      75      -25       25      488      578      588      578      -85      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      4.9      2.8     91.3     91.5     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        4        3       39       42       44       47
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,359
COMMITMENTS
   1,422      550      400   13,033   13,919   14,855   14,869      504      490

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:         75)
     150       75        0     -180        0      -30       75      105        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      3.6      2.6     84.9     90.6     96.7     96.8      3.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        2       27       29       32       32
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,532
COMMITMENTS
   3,608        0      596    6,976   10,506   11,180   11,102      352      430

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        660)
     600        0      -66      126      726      660      660        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3      0.0      5.2     60.5     91.1     96.9     96.3      3.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        2        8       17       11       19
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,453
COMMITMENTS
     802      104      124    2,495    2,785    3,421    3,013    1,032    1,440

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:         30)
       1        0       31      148      118      180      149     -150     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      2.3      2.8     56.0     62.5     76.8     67.7     23.2     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        3       16       19       19       23
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,368
COMMITMENTS
     143      300        0      975      968    1,118    1,268      250      100

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     21.9      0.0     71.3     70.8     81.7     92.7     18.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        4        0        7       10        8       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      979,574
COMMITMENTS
 168,161  245,150  360,858  368,684  329,548  897,703  935,556   81,872   44,018

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     10,322)
  -2,587   -4,726    5,221    5,739   11,153    8,373   11,648    1,949   -1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     25.0     36.8     37.6     33.6     91.6     95.5      8.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      91       95      136       87       76      261      239
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       58,280
COMMITMENTS
     812        0    2,047   47,403   47,317   50,262   49,364    8,018    8,916

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        214)
      25     -189      189        0        0      214        0        0      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      3.5     81.3     81.2     86.2     84.7     13.8     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       22       19       24       21
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       37,776
COMMITMENTS
     442      756    2,783   30,964   26,843   34,189   30,382    3,587    7,394

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        648)
     248        0        0    1,860    2,037    2,108    2,037   -1,460   -1,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.0      7.4     82.0     71.1     90.5     80.4      9.5     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       14       17       17       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       67,522
COMMITMENTS
       0        0        0   58,984   55,064   58,984   55,064    8,538   12,458

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        484)
       0        0        0      360      484      360      484      124        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.4     81.5     87.4     81.5     12.6     18.5

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 06/15/10          |
--------------------------------------------------------------| 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 06/08/10 (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     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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       84,558
COMMITMENTS
     900    2,673    6,374   69,387   66,381   76,661   75,428    7,897    9,130

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      1,630)
     412     -333     -440    1,448    1,655    1,420      882      210      748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      3.2      7.5     82.1     78.5     90.7     89.2      9.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        4       20       24       24       28
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       78,275
COMMITMENTS
     984   10,124    1,420   68,909   50,618   71,313   62,162    6,962   16,113

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        419)
       0    1,651     -694      899   -3,847      205   -2,890      214    3,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     12.9      1.8     88.0     64.7     91.1     79.4      8.9     20.6

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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       78,365
COMMITMENTS
   5,101    1,496    4,163   55,242   65,951   64,506   71,610   13,859    6,755

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        558)
     248     -604      -58     -578    1,220     -388      558      946        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      1.9      5.3     70.5     84.2     82.3     91.4     17.7      8.6

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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,767,217
COMMITMENTS
  74,860  110,020  587,018  1101364  1063901  1763242  1760939    3,974    6,277

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     67,039)
   1,966   11,854    9,767   57,687   48,037   69,420   69,658   -2,381   -2,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      6.2     33.2     62.3     60.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      38       35       62       64       62      131      130
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       43,848
COMMITMENTS
  10,487    4,476   11,994   19,511   25,765   41,992   42,235    1,856    1,613

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      5,648)
   1,090   -2,774   -3,484    7,251   11,740    4,857    5,481      791      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     10.2     27.4     44.5     58.8     95.8     96.3      4.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       11       12       16       18       30       35
 
 
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-023A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       37,205
COMMITMENTS
       0        0        0   31,932   34,696   31,932   34,696    5,273    2,509

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     85.8     93.3     85.8     93.3     14.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       15       15       15
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| 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 06/08/10 (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     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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      168,021
COMMITMENTS
   3,661    5,861    6,448  151,961  150,479  162,071  162,788    5,950    5,233

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -7,671)
    -438   -2,246    2,379   -9,674   -7,864   -7,733   -7,731       62       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      3.5      3.8     90.4     89.6     96.5     96.9      3.5      3.1

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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      125,062
COMMITMENTS
   1,550    1,575    1,932  110,467  114,587  113,949  118,094   11,114    6,968

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:       -308)
       0     -186        0     -186     -350     -186     -536     -122      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.3      1.5     88.3     91.6     91.1     94.4      8.9      5.6

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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      219,316
COMMITMENTS
   9,489      360    9,108  182,669  200,835  201,266  210,303   18,050    9,013

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:       -125)
   3,579        0     -501   -3,172     -740      -94   -1,241      -31    1,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.2      4.2     83.3     91.6     91.8     95.9      8.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        1        3       37       40       40       43
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,802,822
COMMITMENTS
 692,893  153,357  846,260  1235304  1786734  2774457  2786351   28,365   16,471

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -16,562)
  16,849    6,555  -14,517  -20,858   -9,671  -18,526  -17,633    1,964    1,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      5.5     30.2     44.1     63.7     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      39       27       56      110      101      175      159
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      981,498
COMMITMENTS
 132,413  213,497  149,273  695,987  614,450  977,673  977,220    3,825    4,278

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     35,834)
    -238      861    9,471   26,008   25,313   35,241   35,645      593      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     21.8     15.2     70.9     62.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      24       24       39       48       42       92       85
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        4,381
COMMITMENTS
      30    1,285        0    4,107    2,913    4,137    4,198      244      183

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:          5)
       0     -225        0       82      192       82      -33      -77       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     29.3      0.0     93.7     66.5     94.4     95.8      5.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       14       16       15       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      186,607
COMMITMENTS
     450    3,179   10,901  171,935  171,546  183,286  185,626    3,321      981

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      3,346)
    -116      351     -183    3,422    2,957    3,123    3,124      224      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.7      5.8     92.1     91.9     98.2     99.5      1.8      0.5

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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,926
COMMITMENTS
       0      862      220   18,679   17,733   18,899   18,815    1,027    1,111

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        197)
       0        0        0      285      197      285      197      -88       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      1.1     93.7     89.0     94.8     94.4      5.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       23       25       24       28
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,831
COMMITMENTS
       0        0        0   12,080   12,635   12,080   12,635    1,751    1,196

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.3     91.4     87.3     91.4     12.7      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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,899
COMMITMENTS
       0    2,410      200   26,995   26,395   27,195   29,005    2,704      894

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        106)
       0        0        0       76      106       76      106       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.1      0.7     90.3     88.3     91.0     97.0      9.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       24       21       26       23
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,529
COMMITMENTS
     530        0      260   10,093   11,038   10,883   11,298    1,646    1,231

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:         72)
       0        0        0       72       72       72       72        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      2.1     80.6     88.1     86.9     90.2     13.1      9.8

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 06/15/10          |
--------------------------------------------------------------| 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 06/08/10 (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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,306
COMMITMENTS
     172        0      762   46,568   46,891   47,502   47,653      803      653

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        108)
      -5       -2       16      258      320      269      333     -161     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      1.6     96.4     97.1     98.3     98.6      1.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       26       24       28       26
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| 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:       10,442
COMMITMENTS
       0        0        0    9,248    9,496    9,248    9,496    1,194      946

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:         92)
       0        0        0       92       92       92       92        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.6     90.9     88.6     90.9     11.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       17       20       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,766
COMMITMENTS
       0        0        0   55,509   55,680   55,509   55,680      257       86

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      105      105      105      105        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 06/15/10          |
--------------------------------------------------------------| 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 06/08/10 (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 06/15/10          |
--------------------------------------------------------------| 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 06/08/10 (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     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 06/15/10          |
--------------------------------------------------------------| 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 06/08/10 (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 06/15/10          |
--------------------------------------------------------------| 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 06/08/10 (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     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 06/15/10          |
--------------------------------------------------------------| 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 06/08/10 (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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      175,803
COMMITMENTS
   1,940      220        0  173,863  175,583  175,803  175,803        0        0

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      8,702)
       0        0        0    8,702    8,702    8,702    8,702        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.1      0.0     98.9     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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,883,408
COMMITMENTS
       0        0        0  2883408  2883408  2883408  2883408        0        0

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    140,560)
       0        0        0  140,560  140,560  140,560  140,560        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 06/15/10          |
--------------------------------------------------------------| 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 06/08/10 (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      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 06/15/10          |
--------------------------------------------------------------| 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 06/08/10 (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 06/15/10          |
--------------------------------------------------------------| 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 06/08/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       11,353
COMMITMENTS
     258        0        0   10,878   10,818   11,136   10,818      217      535

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:         86)
       0        0        0       86       86       86       86        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:       23)
       1        0        0       17       13       18       13
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| 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 06/08/10 (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 06/15/10          |
--------------------------------------------------------------| 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 06/08/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,996
COMMITMENTS
      35       28      116   20,037   20,727   20,188   20,871      808      125

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      1,249)
     -60        0      -81    1,385    1,280    1,244    1,199        5       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.1      0.6     95.4     98.7     96.2     99.4      3.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        2       37       34       39       36
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,229
COMMITMENTS
     275        0        0   15,281   16,149   15,556   16,149      673       80

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:       -345)
       0        0        0     -370     -345     -370     -345       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      0.0     94.2     99.5     95.9     99.5      4.1      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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,318
COMMITMENTS
       0        7       23    9,983   10,258   10,006   10,288      312       30

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:         86)
       0        0        0       86       86       86       86        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      0.2     96.8     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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,335
COMMITMENTS
       0        0        0    9,975    9,717    9,975    9,717      360      618

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:          5)
       0        0        0      -10       10      -10       10       15       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.5     94.0     96.5     94.0      3.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       26       21       26       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,743,670
COMMITMENTS
 264,418  149,738  939,284  1449924  1559880  2653626  2648903   90,044   94,768

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:    -37,415)
   4,181   -7,497  -41,615   -2,632   -3,868  -40,066  -52,979    2,652   15,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      5.5     34.2     52.8     56.9     96.7     96.5      3.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     132      117      190       96       99      327      314
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      109,796
COMMITMENTS
   1,860   37,920   31,884   75,169   38,227  108,914  108,032      882    1,764

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -6,211)
     -25   -1,565   -1,638   -4,140   -2,807   -5,804   -6,010     -407     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     34.5     29.0     68.5     34.8     99.2     98.4      0.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2       16       10       23       22       34       39
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      248,697
COMMITMENTS
  39,643   24,527   13,649  171,446  161,098  224,738  199,274   23,959   49,423

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      7,368)
     -45   -1,057    2,649    5,096    5,010    7,700    6,602     -332      766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      9.9      5.5     68.9     64.8     90.4     80.1      9.6     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        5        6       30       27       38       35
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      142,096
COMMITMENTS
  22,498    5,769   27,607   89,658  106,157  139,762  139,532    2,333    2,563

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -6,607)
     746     -860     -921   -5,375   -3,950   -5,551   -5,731   -1,056     -876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      4.1     19.4     63.1     74.7     98.4     98.2      1.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      26        9       28       27       28       62       58
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      640,419
COMMITMENTS
  41,110    3,092  109,963  467,473  508,426  618,545  621,481   21,873   18,938

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      3,064)
      89    1,478   -3,014    5,975    5,761    3,049    4,224       14   -1,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.5     17.2     73.0     79.4     96.6     97.0      3.4      3.0

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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,940
COMMITMENTS
     507      155      558   49,326   49,678   50,391   50,391    4,549    4,549

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      4,028)
      -8        0       33    2,108    2,100    2,133    2,133    1,895    1,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.3      1.0     89.8     90.4     91.7     91.7      8.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        2        3       45       43       50       48
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      122,563
COMMITMENTS
  13,115   31,516    8,320   95,790   77,796  117,225  117,632    5,338    4,931

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -1,603)
    -704      511   -1,344      315     -563   -1,733   -1,396      130     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     25.7      6.8     78.2     63.5     95.6     96.0      4.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8       13       15       25       24       44       42
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,702
COMMITMENTS
       0    3,574   10,192   25,665   22,055   35,857   35,821    1,845    1,881

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:       -144)
    -628        0      600      146     -482      118      118     -262     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.5     27.0     68.1     58.5     95.1     95.0      4.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        4        5       15       16       20       24
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       80,379
COMMITMENTS
   1,894        0    1,140   47,553   47,069   50,587   48,209   29,792   32,170

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:         81)
     -30        0       30      846    1,109      846    1,139     -765   -1,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      1.4     59.2     58.6     62.9     60.0     37.1     40.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       19       18       21       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,445
COMMITMENTS
   4,744      450      300   17,095   21,695   22,139   22,445      306        0

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      1,275)
   1,200        0        0       75    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      2.0      1.3     76.2     96.7     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        1       26       31       29       32
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,509
COMMITMENTS
  16,088    2,228      181    3,219   18,406   19,488   20,815    2,021      694

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        364)
     265     -398       51       20      757      336      410       28      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.8     10.4      0.8     15.0     85.6     90.6     96.8      9.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      62       19        7       25       33       91       55
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       30,879
COMMITMENTS
  17,931    2,090      359    7,939   26,814   26,229   29,263    4,650    1,616

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        964)
     179     -150       -3      515    1,060      690      907      274       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.1      6.8      1.2     25.7     86.8     84.9     94.8     15.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      50       14        4       21       29       73       46
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      282,224
COMMITMENTS
  54,286   19,870   40,024  168,822  208,244  263,132  268,138   19,092   14,086

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:       -139)
   1,357   -5,269      929   -4,118    6,141   -1,831    1,801    1,692   -1,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      7.0     14.2     59.8     73.8     93.2     95.0      6.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      45       42       55       78       91      161      157
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       28,547
COMMITMENTS
   6,015      130    1,546   15,829   22,569   23,390   24,245    5,157    4,302

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        642)
      37        0       -9      927      879      955      870     -313     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      0.5      5.4     55.4     79.1     81.9     84.9     18.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        6       16       21       22       27
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,607
COMMITMENTS
     250    1,550      300   17,207   16,423   17,757   18,273      850      334

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:     -1,740)
       0     -200        0   -1,655   -1,360   -1,655   -1,560      -85     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      8.3      1.6     92.5     88.3     95.4     98.2      4.6      1.8

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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,322
COMMITMENTS
     500      240      350    7,072    7,332    7,922    7,922      400      400

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        425)
    -100        0       50      475      375      425      425        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      2.9      4.2     85.0     88.1     95.2     95.2      4.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        4       30       33       35       38
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       98,570
COMMITMENTS
   2,685      341    1,921   92,683   96,074   97,289   98,336    1,281      234

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      9,562)
    -275        0      275    9,481    9,242    9,481    9,517       81       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.3      1.9     94.0     97.5     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        1        3       38       36       43       39
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,653
COMMITMENTS
   1,400        0        0   22,240   23,288   23,640   23,288       13      365

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      1,040)
       0        0        0    1,040    1,040    1,040    1,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0      0.0     94.0     98.5     99.9     98.5      0.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       20       19       21       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| 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 06/08/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,330
COMMITMENTS
     234        0       85    1,843    2,189    2,162    2,274    1,168    1,056

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:         36)
       0        0        0       19       80       19       80       17      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      2.6     55.3     65.7     64.9     68.3     35.1     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       14       16       16       17
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,046
COMMITMENTS
     616       50        0   18,054   19,276   18,670   19,326    1,376      720

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        427)
       0        0        0      266      427      266      427      161        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.2      0.0     90.1     96.2     93.1     96.4      6.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        0       26       21       28       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,642
COMMITMENTS
   1,142    2,193       37   19,107   18,167   20,286   20,397      356      245

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:          3)
     -96        0        0        3        3      -93        3       96        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     10.6      0.2     92.6     88.0     98.3     98.8      1.7      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 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,546
COMMITMENTS
   1,301        0      162   10,065   11,348   11,528   11,510       18       36

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        481)
      45        0        0      441      661      486      661       -5     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      0.0      1.4     87.2     98.3     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        1       27       27       30       28
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,006
COMMITMENTS
   2,456      891    1,623   28,492   32,193   32,571   34,707    4,435    2,299

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:        -13)
     111      -50      383     -510     -574      -16     -241        3      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      2.4      4.4     77.0     87.0     88.0     93.8     12.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        4       30       37       35       43
```

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Updated June 18, 2010