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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    37,064:     1,623        886         50     35,133     36,058     36,806     36,994:       258         70
Old  :    37,064:     1,623        886         50     35,133     36,058     36,806     36,994:       258         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       786:         0        -16         -1        787        803        786        786:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        2.4        0.1       94.8       97.3       99.3       99.8:       0.7        0.2
Old  :     100.0:       4.4        2.4        0.1       94.8       97.3       99.3       99.8:       0.7        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         1          5          1         36         38         38         43:
Old  :        52:         1          5          1         36         38         38         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       37.7       63.7       58.3       38.9       23.8       50.8       35.7
Old  :                 42.3       37.7       63.7       58.3       38.9       23.8       50.8       35.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    23,030:         0          0          0     22,779     22,750     22,779     22,750:       251        280
Old  :    23,030:         0          0          0     22,779     22,750     22,779     22,750:       251        280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       749:         0          0          0        749        749        749        749:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       98.9       98.8       98.9       98.8:       1.1        1.2
Old  :     100.0:       0.0        0.0        0.0       98.9       98.8       98.9       98.8:       1.1        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          0          0         26         27         26         27:
Old  :        32:         0          0          0         26         27         26         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       67.3       80.4       85.0       34.7       43.2       47.2       48.1
Old  :                 56.5       67.3       80.4       85.0       34.7       43.2       47.2       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     6,872:       109        216        110      5,134      5,346      5,353      5,672:     1,519      1,200
Old  :     6,872:       109        216        110      5,134      5,346      5,353      5,672:     1,519      1,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :        29:         0          0          0         12         40         12         40:        17        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        3.1        1.6       74.7       77.8       77.9       82.5:      22.1       17.5
Old  :     100.0:       1.6        3.1        1.6       74.7       77.8       77.9       82.5:      22.1       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          1          1         19         18         20         20:
Old  :        23:         1          1          1         19         18         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       50.3       56.3       67.3       34.3       37.9       42.9       47.0
Old  :                 39.0       50.3       56.3       67.3       34.3       37.9       42.9       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    10,290:       382        253         55      8,340      8,701      8,777      9,009:     1,513      1,281
Old  :    10,290:       382        253         55      8,340      8,701      8,777      9,009:     1,513      1,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :        95:       128         -5         25         12        -41        165        -21:       -70        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        2.5        0.5       81.0       84.6       85.3       87.6:      14.7       12.4
Old  :     100.0:       3.7        2.5        0.5       81.0       84.6       85.3       87.6:      14.7       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         3          2          2         43         45         46         49:
Old  :        52:         3          2          2         43         45         46         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       29.2       41.8       41.3       21.4       20.3       29.5       27.5
Old  :                 29.3       29.2       41.8       41.3       21.4       20.3       29.5       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     9,423:       441        533         53      8,095      8,064      8,589      8,650:       834        773
Old  :     9,423:       441        533         53      8,095      8,064      8,589      8,650:       834        773
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       416:       -16         11          2        260        159        246        172:       170        244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        5.7        0.6       85.9       85.6       91.1       91.8:       8.9        8.2
Old  :     100.0:       4.7        5.7        0.6       85.9       85.6       91.1       91.8:       8.9        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:         4          3          5         51         61         58         66:
Old  :        70:         4          3          5         51         61         58         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       19.2       43.5       33.9       22.9       15.1       31.2       26.5
Old  :                 30.9       19.2       43.5       33.9       22.9       15.1       31.2       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     3,729:       395          0         20      2,500      3,160      2,915      3,180:       814        549
Old  :     3,729:       395          0         20      2,500      3,160      2,915      3,180:       814        549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :        18:       -15          0         10        -40        -12        -45         -2:        63         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        0.0        0.5       67.0       84.7       78.2       85.3:      21.8       14.7
Old  :     100.0:      10.6        0.0        0.5       67.0       84.7       78.2       85.3:      21.8       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          0          1         18         23         20         24:
Old  :        27:         2          0          1         18         23         20         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       40.8       63.8       56.7       30.9       32.4       41.6       44.0
Old  :                 41.9       40.8       63.8       56.7       30.9       32.4       41.6       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     2,534:         0         70          0      2,024      2,034      2,024      2,104:       510        430
Old  :     2,534:         0         70          0      2,024      2,034      2,024      2,104:       510        430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       183:         0        -50          0        184        223        184        173:        -1         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.8        0.0       79.9       80.3       79.9       83.0:      20.1       17.0
Old  :     100.0:       0.0        2.8        0.0       79.9       80.3       79.9       83.0:      20.1       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          2          0         22         19         22         21:
Old  :        29:         0          2          0         22         19         22         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       43.8       59.5       62.1       40.3       33.0       49.4       46.9
Old  :                 43.1       43.8       59.5       62.1       40.3       33.0       49.4       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     1,876:        30         65         35      1,227      1,291      1,292      1,391:       584        485
Old  :     1,876:        30         65         35      1,227      1,291      1,292      1,391:       584        485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       216:         5          0         -5        228        226        228        221:       -12         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        3.5        1.9       65.4       68.8       68.9       74.1:      31.1       25.9
Old  :     100.0:       1.6        3.5        1.9       65.4       68.8       68.9       74.1:      31.1       25.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          1          1         18         21         19         23:
Old  :        25:         1          1          1         18         21         19         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       33.7       47.5       50.5       27.3       29.4       34.9       41.6
Old  :                 32.5       33.7       47.5       50.5       27.3       29.4       34.9       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 GALLONS)                                               :
     :          :                                                                            :
All  :    18,549:         0          0          0     18,529     18,444     18,529     18,444:        20        105
Old  :    18,549:         0          0          0     18,529     18,444     18,529     18,444:        20        105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       385:         0          0          0        385        385        385        385:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.9       99.4       99.9       99.4:       0.1        0.6
Old  :     100.0:       0.0        0.0        0.0       99.9       99.4       99.9       99.4:       0.1        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          0          0         16         21         16         21:
Old  :        25:         0          0          0         16         21         16         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.7       61.1       89.9       78.2       72.9       49.8       75.2       62.7
Old  :                 76.7       61.1       89.9       78.2       72.9       49.8       75.2       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   360,845:    37,191     23,539     62,086    222,022    243,523    321,299    329,148:    39,546     31,697
Old  :   360,845:    37,191     23,539     62,086    222,022    243,523    321,299    329,148:    39,546     31,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -4,438:    -1,510     -1,966      2,645     -4,024     -5,744     -2,889     -5,064:    -1,548        627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        6.5       17.2       61.5       67.5       89.0       91.2:      11.0        8.8
Old  :     100.0:      10.3        6.5       17.2       61.5       67.5       89.0       91.2:      11.0        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        28         25         40         73         79        122        129:
Old  :       143:        28         25         40         73         79        122        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       25.9       34.1       37.4       12.4       15.6       21.0       21.5
Old  :                 21.6       25.9       34.1       37.4       12.4       15.6       21.0       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                            Code-022653
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   106,688:     1,006      6,841     22,480     77,321     72,460    100,807    101,781:     5,881      4,907
Old  :   106,688:     1,006      6,841     22,480     77,321     72,460    100,807    101,781:     5,881      4,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -814:      -252       -895       -253       -184        582       -690       -567:      -124       -247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        6.4       21.1       72.5       67.9       94.5       95.4:       5.5        4.6
Old  :     100.0:       0.9        6.4       21.1       72.5       67.9       94.5       95.4:       5.5        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3          5          7         13         13         20         21:
Old  :        21:         3          5          7         13         13         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       64.1       73.8       81.7        9.9       14.5       14.8       16.7
Old  :                 57.5       64.1       73.8       81.7        9.9       14.5       14.8       16.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1000 BARRELS)                                                :
     :          :                                                                            :
All  :    18,764:       900        900        377     16,669     17,235     17,946     18,512:       818        252
Old  :    18,764:       900        900        377     16,669     17,235     17,946     18,512:       818        252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     2,052:       100        -25        177      1,125      1,798      1,402      1,950:       650        102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        4.8        2.0       88.8       91.9       95.6       98.7:       4.4        1.3
Old  :     100.0:       4.8        4.8        2.0       88.8       91.9       95.6       98.7:       4.4        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:         3          4          2         47         53         51         58:
Old  :        68:         3          4          2         47         53         51         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       29.7       48.1       45.5       22.4       21.5       33.4       35.6
Old  :                 28.7       29.7       48.1       45.5       22.4       21.5       33.4       35.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    15,209:     1,197        400        400     13,213     13,919     14,810     14,719:       399        490
Old  :    15,209:     1,197        400        400     13,213     13,919     14,810     14,719:       399        490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -3,231:      -972       -250        -25     -2,177     -2,911     -3,174     -3,186:       -57        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        2.6        2.6       86.9       91.5       97.4       96.8:       2.6        3.2
Old  :     100.0:       7.9        2.6        2.6       86.9       91.5       97.4       96.8:       2.6        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          2          2         28         28         32         31:
Old  :        40:         3          2          2         28         28         32         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       50.6       62.5       73.4       29.7       37.5       43.4       51.7
Old  :                 41.8       50.6       62.5       73.4       29.7       37.5       43.4       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE                                            Code-02265U
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    10,722:     2,708          0        812      6,850      9,480     10,370     10,292:       352        430
Old  :    10,722:     2,708          0        812      6,850      9,480     10,370     10,292:       352        430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -1,668:      -857          0         42       -885     -1,570     -1,700     -1,528:        32       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        0.0        7.6       63.9       88.4       96.7       96.0:       3.3        4.0
Old  :     100.0:      25.3        0.0        7.6       63.9       88.4       96.7       96.0:       3.3        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3          0          2          8         17         11         19:
Old  :        21:         3          0          2          8         17         11         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.8       57.9       93.3       75.4       60.1       55.3       70.5       66.0
Old  :                 75.8       57.9       93.3       75.4       60.1       55.3       70.5       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                                                        Code-02265V
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1000 METRIC TONS)                                            :
     :          :                                                                            :
All  :     4,849:     1,053        112        125      2,572      3,099      3,750      3,336:     1,099      1,513
Old  :     4,849:     1,053        112        125      2,572      3,099      3,750      3,336:     1,099      1,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       116:        52          0        -10         33        108         75         98:        41         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        2.3        2.6       53.0       63.9       77.3       68.8:      22.7       31.2
Old  :     100.0:      21.7        2.3        2.6       53.0       63.9       77.3       68.8:      22.7       31.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          1          3         17         17         20         21:
Old  :        22:         3          1          3         17         17         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       28.6       58.9       46.5       32.7       24.6       47.2       38.5
Old  :                 40.4       28.6       58.9       46.5       32.7       24.6       47.2       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :   973,546:   161,957    254,534    354,218    371,516    307,974    887,690    916,726:    85,856     56,820
Old  :   973,546:   161,957    254,534    354,218    371,516    307,974    887,690    916,726:    85,856     56,820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     3,292:      -721     -6,553      8,072    -13,059     -4,344     -5,707     -2,824:     8,999      6,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       26.1       36.4       38.2       31.6       91.2       94.2:       8.8        5.8
Old  :     100.0:      16.6       26.1       36.4       38.2       31.6       91.2       94.2:       8.8        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        84         92        127         87         74        244        234:
Old  :       279:        84         92        127         87         74        244        234:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       33.4       31.9       46.4       15.5       21.0       20.4       26.7
Old  :                 21.1       33.4       31.9       46.4       15.5       21.0       20.4       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :    57,629:       787        903      1,373     44,484     45,372     46,644     47,648:    10,985      9,981
Old  :    57,629:       787        903      1,373     44,484     45,372     46,644     47,648:    10,985      9,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -3,354:      -327        -14         -8     -3,464     -3,876     -3,799     -3,898:       445        544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        1.6        2.4       77.2       78.7       80.9       82.7:      19.1       17.3
Old  :     100.0:       1.4        1.6        2.4       77.2       78.7       80.9       82.7:      19.1       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          2         21         17         23         19:
Old  :        24:         1          1          2         21         17         23         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       47.2       61.7       67.8       40.1       39.8       49.2       50.4
Old  :                 46.6       47.2       61.7       67.8       40.1       39.8       49.2       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :    36,698:       194        756      2,783     29,042     24,376     32,019     27,915:     4,679      8,783
Old  :    36,698:       194        756      2,783     29,042     24,376     32,019     27,915:     4,679      8,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -2,546:        60       -242       -360     -2,336     -3,276     -2,636     -3,878:        90      1,332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        2.1        7.6       79.1       66.4       87.2       76.1:      12.8       23.9
Old  :     100.0:       0.5        2.1        7.6       79.1       66.4       87.2       76.1:      12.8       23.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          2         12         15         14         17:
Old  :        20:         1          1          2         12         15         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       37.4       74.4       56.4       37.8       31.2       51.3       40.4
Old  :                 50.1       37.4       74.4       56.4       37.8       31.2       51.3       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :    67,038:         0          0          0     58,624     54,580     58,624     54,580:     8,414     12,458
Old  :    67,038:         0          0          0     58,624     54,580     58,624     54,580:     8,414     12,458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     3,444:         0          0          0      4,448      4,270      4,448      4,270:    -1,004       -826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       87.4       81.4       87.4       81.4:      12.6       18.6
Old  :     100.0:       0.0        0.0        0.0       87.4       81.4       87.4       81.4:      12.6       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          0          0         18         21         18         21:
Old  :        25:         0          0          0         18         21         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       47.6       61.1       62.0       35.1       42.6       49.4       52.8
Old  :                 41.0       47.6       61.1       62.0       35.1       42.6       49.4       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :    75,041:         0          0          0     62,446     70,896     62,446     70,896:    12,595      4,145
Old  :    75,041:         0          0          0     62,446     70,896     62,446     70,896:    12,595      4,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       120:         0          0          0        180          0        180          0:       -60        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       83.2       94.5       83.2       94.5:      16.8        5.5
Old  :     100.0:       0.0        0.0        0.0       83.2       94.5       83.2       94.5:      16.8        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         18         19         18         19:
Old  :        23:         0          0          0         18         19         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       53.7       63.8       74.3       40.4       49.3       53.9       64.6
Old  :                 46.0       53.7       63.8       74.3       40.4       49.3       53.9       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :    90,001:     1,758      3,861      6,046     74,964     75,191     82,768     85,098:     7,233      4,903
Old  :    90,001:     1,758      3,861      6,046     74,964     75,191     82,768     85,098:     7,233      4,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       -93:       -93          0          0        184        -93         91        -93:      -184          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        4.3        6.7       83.3       83.5       92.0       94.6:       8.0        5.4
Old  :     100.0:       2.0        4.3        6.7       83.3       83.5       92.0       94.6:       8.0        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         2          4          4         21         26         25         32:
Old  :        36:         2          4          4         21         26         25         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       41.0       65.5       59.7       41.9       38.8       58.4       54.6
Old  :                 44.9       41.0       65.5       59.7       41.9       38.8       58.4       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :    82,969:     1,224      8,741      2,935     72,162     58,901     76,321     70,577:     6,648     12,392
Old  :    82,969:     1,224      8,741      2,935     72,162     58,901     76,321     70,577:     6,648     12,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       799:         0      1,001        -31        830       -171        799        799:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       10.5        3.5       87.0       71.0       92.0       85.1:       8.0       14.9
Old  :     100.0:       1.5       10.5        3.5       87.0       71.0       92.0       85.1:       8.0       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          2          2         12         20         15         22:
Old  :        26:         1          2          2         12         20         15         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       40.8       80.0       60.4       57.2       39.0       71.5       55.5
Old  :                 60.1       40.8       80.0       60.4       57.2       39.0       71.5       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                          Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :    82,102:     6,382      1,866      4,370     56,540     70,023     67,292     76,259:    14,810      5,843
Old  :    82,102:     6,382      1,866      4,370     56,540     70,023     67,292     76,259:    14,810      5,843
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       155:        91          0         64        614      1,487        769      1,551:      -614     -1,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        2.3        5.3       68.9       85.3       82.0       92.9:      18.0        7.1
Old  :     100.0:       7.8        2.3        5.3       68.9       85.3       82.0       92.9:      18.0        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         4          1          3         20         23         25         26:
Old  :        31:         4          1          3         20         23         25         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       46.5       59.5       65.3       29.5       46.2       47.5       62.8
Old  :                 34.2       46.5       59.5       65.3       29.5       46.2       47.5       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                            Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  : 1,625,989:    74,018     94,357    538,140  1,007,806    984,674  1,619,964  1,617,171:     6,024      8,818
Old  : 1,625,989:    74,018     94,357    538,140  1,007,806    984,674  1,619,964  1,617,171:     6,024      8,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    25,419:    -7,129      2,176     14,250     18,601      8,852     25,722     25,278:      -302        141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        5.8       33.1       62.0       60.6       99.6       99.5:       0.4        0.5
Old  :     100.0:       4.6        5.8       33.1       62.0       60.6       99.6       99.5:       0.4        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        44         27         61         65         61        131        127:
Old  :       137:        44         27         61         65         61        131        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       33.5       55.5       51.5        8.8        7.6       10.3        9.5
Old  :                 33.7       33.5       55.5       51.5        8.8        7.6       10.3        9.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                           Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :    35,042:    10,371      8,512     13,763     10,113     11,646     34,247     33,921:       796      1,121
Old  :    35,042:    10,371      8,512     13,763     10,113     11,646     34,247     33,921:       796      1,121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     2,090:       229        724        296      1,240        635      1,765      1,654:       326        436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       24.3       39.3       28.9       33.2       97.7       96.8:       2.3        3.2
Old  :     100.0:      29.6       24.3       39.3       28.9       33.2       97.7       96.8:       2.3        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         7         11         14         11         13         26         30:
Old  :        33:         7         11         14         11         13         26         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.4       57.4       86.7       80.2       32.9       28.3       37.9       34.2
Old  :                 62.4       57.4       86.7       80.2       32.9       28.3       37.9       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :    70,697:         0          0          0     69,017     67,883     69,017     67,883:     1,680      2,814
Old  :    70,697:         0          0          0     69,017     67,883     69,017     67,883:     1,680      2,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -8,086:      -720          0          0     -6,990     -7,666     -7,710     -7,666:      -376       -420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       97.6       96.0       97.6       96.0:       2.4        4.0
Old  :     100.0:       0.0        0.0        0.0       97.6       96.0       97.6       96.0:       2.4        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         16         16         16         16:
Old  :        23:         0          0          0         16         16         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.3       54.5       85.5       78.5       58.2       50.9       69.4       65.3
Old  :                 69.3       54.5       85.5       78.5       58.2       50.9       69.4       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   175,943:     3,641      8,107      3,892    162,458    158,707    169,991    170,706:     5,952      5,237
Old  :   175,943:     3,641      8,107      3,892    162,458    158,707    169,991    170,706:     5,952      5,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -13,569:      -899       -833       -591    -11,909    -12,047    -13,399    -13,471:      -171        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        4.6        2.2       92.3       90.2       96.6       97.0:       3.4        3.0
Old  :     100.0:       2.1        4.6        2.2       92.3       90.2       96.6       97.0:       3.4        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         3          1          3         37         38         41         41:
Old  :        46:         3          1          3         37         38         41         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       40.1       51.2       59.9       27.9       36.2       41.8       47.8
Old  :                 32.1       40.1       51.2       59.9       27.9       36.2       41.8       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   125,745:     1,550      1,942      1,992    111,379    115,379    114,921    119,313:    10,825      6,432
Old  :   125,745:     1,550      1,942      1,992    111,379    115,379    114,921    119,313:    10,825      6,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -5,996:      -300        -17       -222     -4,594     -5,363     -5,116     -5,602:      -881       -394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        1.5        1.6       88.6       91.8       91.4       94.9:       8.6        5.1
Old  :     100.0:       1.2        1.5        1.6       88.6       91.8       91.4       94.9:       8.6        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          1          1         24         23         26         24:
Old  :        31:         1          1          1         24         23         26         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       49.2       65.1       73.9       42.3       48.2       52.3       68.3
Old  :                 51.3       49.2       65.1       73.9       42.3       48.2       52.3       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   216,644:     5,700        360     10,238    182,767    198,154    198,705    208,752:    17,939      7,892
Old  :   216,644:     5,700        360     10,238    182,767    198,154    198,705    208,752:    17,939      7,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -11,888:      -162       -120       -895     -9,393    -10,603    -10,450    -11,618:    -1,438       -271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        0.2        4.7       84.4       91.5       91.7       96.4:       8.3        3.6
Old  :     100.0:       2.6        0.2        4.7       84.4       91.5       91.7       96.4:       8.3        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         2          1          3         35         38         38         41:
Old  :        45:         2          1          3         35         38         38         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       29.4       51.7       50.3       24.0       24.5       35.7       40.3
Old  :                 32.8       29.4       51.7       50.3       24.0       24.5       35.7       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :    54,157:     1,446      1,319        848     46,036     46,304     48,329     48,471:     5,828      5,686
Old  :    54,157:     1,446      1,319        848     46,036     46,304     48,329     48,471:     5,828      5,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -2,729:      -400          0          0     -2,187     -2,751     -2,586     -2,750:      -143         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        2.4        1.6       85.0       85.5       89.2       89.5:      10.8       10.5
Old  :     100.0:       2.7        2.4        1.6       85.0       85.5       89.2       89.5:      10.8       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          2          2         12         11         15         15:
Old  :        20:         3          2          2         12         11         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       59.7       81.5       79.1       56.1       49.3       61.0       59.9
Old  :                 67.9       59.7       81.5       79.1       56.1       49.3       61.0       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 2,796,985:   670,082    154,994    860,422  1,232,669  1,760,563  2,763,173  2,775,979:    33,812     21,006
Old  : 2,796,985:   670,082    154,994    860,422  1,232,669  1,760,563  2,763,173  2,775,979:    33,812     21,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -71,803:   -23,295     17,953    -24,197    -33,695    -68,298    -81,187    -74,542:     9,384      2,739
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        5.5       30.8       44.1       62.9       98.8       99.2:       1.2        0.8
Old  :     100.0:      24.0        5.5       30.8       44.1       62.9       98.8       99.2:       1.2        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        36         27         58        108         98        173        156:
Old  :       177:        36         27         58        108         98        173        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       32.7       45.3       45.0       19.5       22.2       25.5       29.9
Old  :                 34.9       32.7       45.3       45.0       19.5       22.2       25.5       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   924,497:   108,216    193,321    148,498    663,487    577,425    920,201    919,244:     4,296      5,253
Old  :   924,497:   108,216    193,321    148,498    663,487    577,425    920,201    919,244:     4,296      5,253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :  -104,203:   -24,023    -24,818    -33,023    -49,311    -48,011   -106,357   -105,852:     2,154      1,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       20.9       16.1       71.8       62.5       99.5       99.4:       0.5        0.6
Old  :     100.0:      11.7       20.9       16.1       71.8       62.5       99.5       99.4:       0.5        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        22         23         38         46         42         88         83:
Old  :        93:        22         23         38         46         42         88         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       41.6       49.6       59.6       25.6       35.7       36.4       43.1
Old  :                 34.2       41.6       49.6       59.6       25.6       35.7       36.4       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     4,207:        30      1,433          0      3,819      2,579      3,849      4,012:       358        195
Old  :     4,207:        30      1,433          0      3,819      2,579      3,849      4,012:       358        195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -934:       -30        -28          0     -1,015       -809     -1,045       -837:       111        -97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7       34.1        0.0       90.8       61.3       91.5       95.4:       8.5        4.6
Old  :     100.0:       0.7       34.1        0.0       90.8       61.3       91.5       95.4:       8.5        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          0         13         15         14         17:
Old  :        22:         1          2          0         13         15         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       58.2       85.7       81.7       62.1       57.4       72.2       74.5
Old  :                 63.3       58.2       85.7       81.7       62.1       57.4       72.2       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     2,026:        65          0          8      1,182      1,388      1,255      1,396:       771        630
Old  :     2,026:        65          0          8      1,182      1,388      1,255      1,396:       771        630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       103:       -11          0          0        -13        128        -24        128:       127        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        0.0        0.4       58.3       68.5       61.9       68.9:      38.1       31.1
Old  :     100.0:       3.2        0.0        0.4       58.3       68.5       61.9       68.9:      38.1       31.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          0          1         20         21         22         22:
Old  :        25:         2          0          1         20         21         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       24.1       44.1       40.1       29.3       19.0       36.9       30.8
Old  :                 33.5       24.1       44.1       40.1       29.3       19.0       36.9       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                  Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :   179,785:       824      2,140     11,351    164,553    165,563    176,727    179,053:     3,057        732
Old  :   179,785:       824      2,140     11,351    164,553    165,563    176,727    179,053:     3,057        732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -7,402:      -441        285       -104     -7,236     -7,534     -7,782     -7,354:       379        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        1.2        6.3       91.5       92.1       98.3       99.6:       1.7        0.4
Old  :     100.0:       0.5        1.2        6.3       91.5       92.1       98.3       99.6:       1.7        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         4          3          6         37         31         44         37:
Old  :        46:         4          3          6         37         31         44         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       51.0       78.3       80.2        3.1        4.5        4.9        6.8
Old  :                 49.7       51.0       78.3       80.2        3.1        4.5        4.9        6.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    19,535:         0      1,102        220     18,200     17,222     18,420     18,544:     1,115        991
Old  :    19,535:         0      1,102        220     18,200     17,222     18,420     18,544:     1,115        991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -893:         0         12        -52       -806       -686       -858       -726:       -35       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.6        1.1       93.2       88.2       94.3       94.9:       5.7        5.1
Old  :     100.0:       0.0        5.6        1.1       93.2       88.2       94.3       94.9:       5.7        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          3          1         22         25         23         28:
Old  :        29:         0          3          1         22         25         23         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       42.8       66.2       65.5       30.3       24.6       42.8       38.5
Old  :                 44.2       42.8       66.2       65.5       30.3       24.6       42.8       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    29,907:         0      2,410        200     27,033     26,403     27,233     29,013:     2,674        894
Old  :    29,907:         0      2,410        200     27,033     26,403     27,233     29,013:     2,674        894
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -663:         0         10          0     -1,105       -645     -1,105       -635:       442        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.1        0.7       90.4       88.3       91.1       97.0:       8.9        3.0
Old  :     100.0:       0.0        8.1        0.7       90.4       88.3       91.1       97.0:       8.9        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          2          2         25         21         27         23:
Old  :        28:         0          2          2         25         21         27         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       43.8       58.3       70.2       24.1       30.0       35.5       41.3
Old  :                 40.2       43.8       58.3       70.2       24.1       30.0       35.5       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    12,249:       522          0        180      9,901     10,838     10,603     11,018:     1,646      1,231
Old  :    12,249:       522          0        180      9,901     10,838     10,603     11,018:     1,646      1,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -466:       -40          0        -20       -614       -659       -674       -679:       208        213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        0.0        1.5       80.8       88.5       86.6       90.0:      13.4       10.0
Old  :     100.0:       4.3        0.0        1.5       80.8       88.5       86.6       90.0:      13.4       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          0          2         17         15         19         17:
Old  :        21:         2          0          2         17         15         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       43.8       60.1       72.3       37.2       39.5       50.7       55.3
Old  :                 39.8       43.8       60.1       72.3       37.2       39.5       50.7       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-06465T
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    32,237:         0      3,555          0     31,982     28,639     31,982     32,194:       255         43
Old  :    32,237:         0      3,555          0     31,982     28,639     31,982     32,194:       255         43
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.0        0.0       99.2       88.8       99.2       99.9:       0.8        0.1
Old  :     100.0:       0.0       11.0        0.0       99.2       88.8       99.2       99.9:       0.8        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          0         13          8         13          9:
Old  :        20:         0          1          0         13          8         13          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       64.4       84.2       95.9       45.2       52.4       69.1       76.9
Old  :                 51.7       64.4       84.2       95.9       45.2       52.4       69.1       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    48,050:       184          1        753     46,078     46,346     47,016     47,100:     1,035        950
Old  :    48,050:       184          1        753     46,078     46,346     47,016     47,100:     1,035        950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -2,574:         0          1         10     -2,507     -2,513     -2,497     -2,502:       -77        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.0        1.6       95.9       96.5       97.8       98.0:       2.2        2.0
Old  :     100.0:       0.4        0.0        1.6       95.9       96.5       97.8       98.0:       2.2        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          1          2         24         22         26         24:
Old  :        28:         1          1          2         24         22         26         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       62.6       81.4       84.9       23.0       34.7       31.6       37.1
Old  :                 61.6       62.6       81.4       84.9       23.0       34.7       31.6       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MW X OFF PEAK HOURS PER MONTH)                                        :
     :          :                                                                            :
All  :    10,268:         0          0          0      9,074      9,322      9,074      9,322:     1,194        946
Old  :    10,268:         0          0          0      9,074      9,322      9,074      9,322:     1,194        946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -688:         0          0          0       -640       -670       -640       -670:       -48        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       88.4       90.8       88.4       90.8:      11.6        9.2
Old  :     100.0:       0.0        0.0        0.0       88.4       90.8       88.4       90.8:      11.6        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          0          0         21         17         21         17:
Old  :        22:         0          0          0         21         17         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       62.5       60.1       77.8       31.9       54.7       49.4       61.4
Old  :                 37.2       62.5       60.1       77.8       31.9       54.7       49.4       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                 Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    55,577:         0          0          0     55,320     55,491     55,320     55,491:       257         86
Old  :    55,577:         0          0          0     55,320     55,491     55,320     55,491:       257         86
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -2,880:         0          0          0     -2,880     -2,880     -2,880     -2,880:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.5       99.8       99.5       99.8:       0.5        0.2
Old  :     100.0:       0.0        0.0        0.0       99.5       99.8       99.5       99.8:       0.5        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         11         10         11         10:
Old  :        20:         0          0          0         11         10         11         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.1       84.2       96.4       99.0       85.1       84.2       96.4       98.1
Old  :                 85.1       84.2       96.4       99.0       85.1       84.2       96.4       98.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                             Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   817,310:         0          0          0    817,310    817,310    817,310    817,310:         0          0
Old  :   817,310:         0          0          0    817,310    817,310    817,310    817,310:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -61,480:         0          0          0    -61,480    -61,480    -61,480    -61,480:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         12          9         12          9:
Old  :        20:         0          0          0         12          9         12          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.5       87.3       95.4       99.4       82.5       87.3       95.4       99.4
Old  :                 82.5       87.3       95.4       99.4       82.5       87.3       95.4       99.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                   Code-064A52
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    39,923:         0          0          0     39,582     39,772     39,582     39,772:       341        151
Old  :    39,923:         0          0          0     39,582     39,772     39,582     39,772:       341        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -1,380:         0          0          0     -1,320     -1,360     -1,320     -1,360:       -60        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.1       99.6       99.1       99.6:       0.9        0.4
Old  :     100.0:       0.0        0.0        0.0       99.1       99.6       99.1       99.6:       0.9        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         14         11         14         11:
Old  :        23:         0          0          0         14         11         14         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.6       74.4       91.5       94.5       59.7       70.8       77.7       84.7
Old  :                 73.6       74.4       91.5       94.5       59.7       70.8       77.7       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                               Code-064A53
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   587,003:         0          0          0    587,003    587,003    587,003    587,003:         0          0
Old  :   587,003:         0          0          0    587,003    587,003    587,003    587,003:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -17,384:         0          0          0    -17,384    -17,384    -17,384    -17,384:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          0          0         12         12         12         12:
Old  :        21:         0          0          0         12         12         12         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.3       72.0       95.9       95.0       58.5       66.6       75.6       79.2
Old  :                 77.3       72.0       95.9       95.0       58.5       66.6       75.6       79.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                  Code-064A54
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    81,830:         0          0          0     81,679     81,830     81,679     81,830:       151          0
Old  :    81,830:         0          0          0     81,679     81,830     81,679     81,830:       151          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -4,240:         0       -300          0     -4,240     -3,940     -4,240     -4,240:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.8      100.0       99.8      100.0:       0.2        0.0
Old  :     100.0:       0.0        0.0        0.0       99.8      100.0       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          0          0         15         14         15         14:
Old  :        26:         0          0          0         15         14         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       71.3       87.7       94.5       68.0       71.3       86.8       94.5
Old  :                 68.0       71.3       87.7       94.5       68.0       71.3       86.8       94.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                              Code-064A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  : 1,384,573:         0          0          0  1,384,573  1,384,573  1,384,573  1,384,573:         0          0
Old  : 1,384,573:         0          0          0  1,384,573  1,384,573  1,384,573  1,384,573:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -80,984:         0     -4,240          0    -80,984    -76,744    -80,984    -80,984:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          0          0         16         12         16         12:
Old  :        25:         0          0          0         16         12         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.8       64.8       86.3       92.2       69.8       64.0       86.3       89.7
Old  :                 69.8       64.8       86.3       92.2       69.8       64.0       86.3       89.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                               Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :   167,878:       220        220          0    167,658    167,658    167,878    167,878:         0          0
Old  :   167,878:       220        220          0    167,658    167,658    167,878    167,878:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -7,138:      -420          0          0     -6,718     -7,038     -7,138     -7,038:         0       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.1        0.0       99.9       99.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.1        0.1        0.0       99.9       99.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         1          1          0         25         27         26         28:
Old  :        42:         1          1          0         25         27         26         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       55.4       84.0       77.0       58.6       53.5       83.6       74.3
Old  :                 58.6       55.4       84.0       77.0       58.6       53.5       83.6       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                           Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 50 MEGAWATT HOURS)                                           :
     :          :                                                                            :
All  : 2,789,728:         0          0          0  2,789,728  2,789,728  2,789,728  2,789,728:         0          0
Old  : 2,789,728:         0          0          0  2,789,728  2,789,728  2,789,728  2,789,728:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :  -137,880:    -4,664     -8,480          0   -133,216   -129,400   -137,880   -137,880:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         0          0          0         23         22         23         22:
Old  :        36:         0          0          0         23         22         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       61.6       85.3       80.9       61.2       60.7       85.3       79.4
Old  :                 61.2       61.6       85.3       80.9       61.2       60.7       85.3       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                               Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    59,445:         0      2,565          0     59,445     56,880     59,445     59,445:         0          0
Old  :    59,445:         0      2,565          0     59,445     56,880     59,445     59,445:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -2,420:         0       -100          0     -2,420     -2,320     -2,420     -2,420:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.3        0.0      100.0       95.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        4.3        0.0      100.0       95.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          1          0         24         17         24         18:
Old  :        30:         0          1          0         24         17         24         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       59.6       67.4       81.2       40.7       56.6       56.6       64.8
Old  :                 44.0       59.6       67.4       81.2       40.7       56.6       56.6       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                           Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  : 1,012,849:         0     70,200          0  1,012,849    942,649  1,012,849  1,012,849:         0          0
Old  : 1,012,849:         0     70,200          0  1,012,849    942,649  1,012,849  1,012,849:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -46,456:         0     -2,120          0    -46,456    -44,336    -46,456    -46,456:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.9        0.0      100.0       93.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        6.9        0.0      100.0       93.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          1          0         21         19         21         20:
Old  :        28:         0          1          0         21         19         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       56.7       73.8       75.6       44.5       54.5       63.0       68.3
Old  :                 50.6       56.7       73.8       75.6       44.5       54.5       63.0       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    55,887:     4,009        110          0     51,878     55,777     55,887     55,887:         0          0
Old  :    55,887:     4,009        110          0     51,878     55,777     55,887     55,887:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -2,195:       154          0          0     -2,349     -2,195     -2,195     -2,195:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        0.2        0.0       92.8       99.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.2        0.2        0.0       92.8       99.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         2          1          0         22         27         24         28:
Old  :        35:         2          1          0         22         27         24         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       43.9       68.0       65.1       36.6       28.2       49.8       42.0
Old  :                 44.9       43.9       68.0       65.1       36.6       28.2       49.8       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-064A66
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    11,267:       258          0          0     10,792     10,732     11,050     10,732:       217        535
Old  :    11,267:       258          0          0     10,792     10,732     11,050     10,732:       217        535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -720:       -84          0          0       -616       -700       -700       -700:       -20        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        0.0        0.0       95.8       95.3       98.1       95.3:       1.9        4.7
Old  :     100.0:       2.3        0.0        0.0       95.8       95.3       98.1       95.3:       1.9        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          0          0         16         13         17         13:
Old  :        22:         1          0          0         16         13         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       59.6       75.9       84.5       47.0       57.1       59.5       64.4
Old  :                 48.6       59.6       75.9       84.5       47.0       57.1       59.5       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-064A71
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   578,998:         0     64,345          0    578,998    514,653    578,998    578,998:         0          0
Old  :   578,998:         0     64,345          0    578,998    514,653    578,998    578,998:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -31,008:         0     -6,360          0    -31,008    -24,648    -31,008    -31,008:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.1        0.0      100.0       88.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0       11.1        0.0      100.0       88.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          1          0         14          9         14         10:
Old  :        21:         0          1          0         14          9         14         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       65.5       84.8       94.0       45.1       49.8       69.3       74.6
Old  :                 51.9       65.5       84.8       94.0       45.1       49.8       69.3       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-064A78
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  : 1,110,680:    68,649     28,552          0  1,042,031  1,082,128  1,110,680  1,110,680:         0          0
Old  : 1,110,680:    68,649     28,552          0  1,042,031  1,082,128  1,110,680  1,110,680:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -41,304:    -2,056          0          0    -39,248    -41,304    -41,304    -41,304:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        2.6        0.0       93.8       97.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       6.2        2.6        0.0       93.8       97.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         2          2          0         25         23         27         25:
Old  :        36:         2          2          0         25         23         27         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       47.5       65.9       67.9       28.4       27.7       41.7       38.3
Old  :                 43.2       47.5       65.9       67.9       28.4       27.7       41.7       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    21,571:        70         56        222     20,630     21,003     20,922     21,281:       649        290
Old  :    21,571:        70         56        222     20,630     21,003     20,922     21,281:       649        290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       364:         0        -10        -27        301        356        274        319:        90         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        0.3        1.0       95.6       97.4       97.0       98.7:       3.0        1.3
Old  :     100.0:       0.3        0.3        1.0       95.6       97.4       97.0       98.7:       3.0        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         2          1          2         35         34         38         36:
Old  :        43:         2          1          2         35         34         38         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       40.4       59.7       64.2       33.4       39.0       48.3       50.3
Old  :                 40.5       40.4       59.7       64.2       33.4       39.0       48.3       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    16,559:       275          0          0     15,596     16,439     15,871     16,439:       688        120
Old  :    16,559:       275          0          0     15,596     16,439     15,871     16,439:       688        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -1,225:       275          0          0     -1,315     -1,245     -1,040     -1,245:      -185         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        0.0        0.0       94.2       99.3       95.8       99.3:       4.2        0.7
Old  :     100.0:       1.7        0.0        0.0       94.2       99.3       95.8       99.3:       4.2        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          0          0         15         20         16         20:
Old  :        24:         1          0          0         15         20         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.5       59.9       89.7       80.9       48.0       54.7       65.3       66.4
Old  :                 64.5       59.9       89.7       80.9       48.0       54.7       65.3       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    10,072:         8          0         53      9,709      9,989      9,770     10,042:       302         30
Old  :    10,072:         8          0         53      9,709      9,989      9,770     10,042:       302         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -1,264:         8         -3        -17     -1,237     -1,219     -1,246     -1,239:       -18        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.0        0.5       96.4       99.2       97.0       99.7:       3.0        0.3
Old  :     100.0:       0.1        0.0        0.5       96.4       99.2       97.0       99.7:       3.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          0          1         16         21         17         22:
Old  :        27:         1          0          1         16         21         17         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.5       47.3       87.7       72.2       70.1       43.2       72.4       60.3
Old  :                 75.5       47.3       87.7       72.2       70.1       43.2       72.4       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     9,882:         0          0          0      9,567      9,257      9,567      9,257:       315        625
Old  :     9,882:         0          0          0      9,567      9,257      9,567      9,257:       315        625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -724:         0          0          0       -692     -1,069       -692     -1,069:       -32        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.8       93.7       96.8       93.7:       3.2        6.3
Old  :     100.0:       0.0        0.0        0.0       96.8       93.7       96.8       93.7:       3.2        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          0          0         26         21         26         21:
Old  :        30:         0          0          0         26         21         26         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       48.2       67.6       70.9       37.0       39.1       50.9       49.3
Old  :                 47.9       48.2       67.6       70.9       37.0       39.1       50.9       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                   Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 2,785,745:   264,587    162,860    948,497  1,467,633  1,576,521  2,680,717  2,687,879:   105,028     97,867
Old  : 2,785,745:   264,587    162,860    948,497  1,467,633  1,576,521  2,680,717  2,687,879:   105,028     97,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    20,792:     5,725     13,531      7,360        648    -16,442     13,734      4,449:     7,058     16,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        5.8       34.0       52.7       56.6       96.2       96.5:       3.8        3.5
Old  :     100.0:       9.5        5.8       34.0       52.7       56.6       96.2       96.5:       3.8        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       140        109        194         98        105        332        328:
Old  :       373:       140        109        194         98        105        332        328:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       16.1       31.6       27.8        8.5        5.2       11.3        7.9
Old  :                 20.6       16.1       31.6       27.8        8.5        5.2       11.3        7.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                             Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   114,752:     1,867     38,793     32,650     79,196     41,457    113,713    112,901:     1,039      1,852
Old  :   114,752:     1,867     38,793     32,650     79,196     41,457    113,713    112,901:     1,039      1,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     3,896:    -2,324      4,359      1,440      4,957     -1,892      4,073      3,907:      -176        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       33.8       28.5       69.0       36.1       99.1       98.4:       0.9        1.6
Old  :     100.0:       1.6       33.8       28.5       69.0       36.1       99.1       98.4:       0.9        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         1         15         10         19         21         29         37:
Old  :        39:         1         15         10         19         21         29         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       50.4       77.5       68.0       38.1       29.9       45.6       38.6
Old  :                 58.4       50.4       77.5       68.0       38.1       29.9       45.6       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   234,083:    38,821     24,312      9,207    164,195    153,562    212,223    187,081:    21,860     47,002
Old  :   234,083:    38,821     24,312      9,207    164,195    153,562    212,223    187,081:    21,860     47,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -6,308:    -1,375     -7,317      2,448     -6,788        124     -5,715     -4,745:      -593     -1,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       10.4        3.9       70.1       65.6       90.7       79.9:       9.3       20.1
Old  :     100.0:      16.6       10.4        3.9       70.1       65.6       90.7       79.9:       9.3       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         5          5          5         32         28         40         35:
Old  :        44:         5          5          5         32         28         40         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       29.0       47.7       45.0       28.8       23.0       45.3       34.5
Old  :                 29.0       29.0       47.7       45.0       28.8       23.0       45.3       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   147,640:    22,719      7,608     28,167     93,338    108,449    144,225    144,224:     3,415      3,416
Old  :   147,640:    22,719      7,608     28,167     93,338    108,449    144,225    144,224:     3,415      3,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -2,867:    -5,391     -2,006       -782      2,818       -340     -3,355     -3,128:       488        261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        5.2       19.1       63.2       73.5       97.7       97.7:       2.3        2.3
Old  :     100.0:      15.4        5.2       19.1       63.2       73.5       97.7       97.7:       2.3        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        24         14         28         26         27         61         58:
Old  :        65:        24         14         28         26         27         61         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       43.8       54.1       67.4       12.4       20.2       17.5       23.0
Old  :                 34.5       43.8       54.1       67.4       12.4       20.2       17.5       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   619,380:    40,013      1,115    105,504    452,222    492,931    597,739    599,550:    21,641     19,830
Old  :   619,380:    40,013      1,115    105,504    452,222    492,931    597,739    599,550:    21,641     19,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :   -23,359:    -4,788        906     -3,700    -13,001    -18,441    -21,489    -21,235:    -1,870     -2,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        0.2       17.0       73.0       79.6       96.5       96.8:       3.5        3.2
Old  :     100.0:       6.5        0.2       17.0       73.0       79.6       96.5       96.8:       3.5        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        10          2         12         40         41         52         53:
Old  :        53:        10          2         12         40         41         52         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       22.9       49.1       40.5        8.2        7.3       13.0       11.8
Old  :                 30.1       22.9       49.1       40.5        8.2        7.3       13.0       11.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    46,865:       580        155        525     45,486     45,911     46,591     46,591:       274        274
Old  :    46,865:       580        155        525     45,486     45,911     46,591     46,591:       274        274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -9,839:       377       -130       -112    -10,110     -9,603     -9,845     -9,845:         6          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        0.3        1.1       97.1       98.0       99.4       99.4:       0.6        0.6
Old  :     100.0:       1.2        0.3        1.1       97.1       98.0       99.4       99.4:       0.6        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         4          2          2         42         39         48         43:
Old  :        58:         4          2          2         42         39         48         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       29.7       66.5       51.5       27.0       18.2       35.8       28.1
Old  :                 48.6       29.7       66.5       51.5       27.0       18.2       35.8       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   123,472:    15,019     30,619      9,517     93,726     78,209    118,262    118,345:     5,210      5,127
Old  :   123,472:    15,019     30,619      9,517     93,726     78,209    118,262    118,345:     5,210      5,127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     3,725:     2,204     -2,563        586        808      5,571      3,598      3,594:       127        131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       24.8        7.7       75.9       63.3       95.8       95.8:       4.2        4.2
Old  :     100.0:      12.2       24.8        7.7       75.9       63.3       95.8       95.8:       4.2        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         9         11         13         25         24         42         40:
Old  :        45:         9         11         13         25         24         42         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       35.7       57.1       53.0       29.5       26.2       37.9       34.9
Old  :                 42.4       35.7       57.1       53.0       29.5       26.2       37.9       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                          Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    37,470:         0      4,174      9,637     25,585     21,966     35,222     35,777:     2,248      1,693
Old  :    37,470:         0      4,174      9,637     25,585     21,966     35,222     35,777:     2,248      1,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -364:      -483          0        433       -577       -806       -627       -373:       263          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.1       25.7       68.3       58.6       94.0       95.5:       6.0        4.5
Old  :     100.0:       0.0       11.1       25.7       68.3       58.6       94.0       95.5:       6.0        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          5          5         15         16         20         24:
Old  :        25:         0          5          5         15         16         20         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       44.9       66.5       63.9       17.0       15.3       24.3       22.0
Old  :                 41.7       44.9       66.5       63.9       17.0       15.3       24.3       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    20,890:     3,244        450          0     17,040     20,140     20,284     20,590:       606        300
Old  :    20,890:     3,244        450          0     17,040     20,140     20,284     20,590:       606        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -3,685:      -100        -50          0     -3,885     -3,935     -3,985     -3,985:       300        300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        2.2        0.0       81.6       96.4       97.1       98.6:       2.9        1.4
Old  :     100.0:      15.5        2.2        0.0       81.6       96.4       97.1       98.6:       2.9        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          1          0         26         30         29         31:
Old  :        40:         3          1          0         26         30         29         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       41.0       71.1       59.8       39.8       38.1       54.5       52.9
Old  :                 46.3       41.0       71.1       59.8       39.8       38.1       54.5       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    21,271:    15,732      2,460        163      3,394     17,794     19,289     20,417:     1,982        854
Old  :    21,271:    15,732      2,460        163      3,394     17,794     19,289     20,417:     1,982        854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :        96:       805       -159       -324          8        443        489        -40:      -393        136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.0       11.6        0.8       16.0       83.7       90.7       96.0:       9.3        4.0
Old  :     100.0:      74.0       11.6        0.8       16.0       83.7       90.7       96.0:       9.3        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        61         21         10         25         34         91         60:
Old  :       130:        61         21         10         25         34         91         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       38.1       49.6       54.5       35.6       38.1       49.6       53.6
Old  :                 35.6       38.1       49.6       54.5       35.6       38.1       49.6       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :    30,507:    18,099      2,902        401      7,213     25,109     25,713     28,412:     4,794      2,095
Old  :    30,507:    18,099      2,902        401      7,213     25,109     25,713     28,412:     4,794      2,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :        48:       531        354         15       -577       -788        -31       -419:        79        467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.3        9.5        1.3       23.6       82.3       84.3       93.1:      15.7        6.9
Old  :     100.0:      59.3        9.5        1.3       23.6       82.3       84.3       93.1:      15.7        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        50         19          3         19         26         71         47:
Old  :       110:        50         19          3         19         26         71         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       33.2       38.6       53.8       23.8       33.0       38.6       53.4
Old  :                 23.8       33.2       38.6       53.8       23.8       33.0       38.6       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                               Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   277,810:    52,881     26,404     39,535    167,549    195,186    259,965    261,124:    17,845     16,686
Old  :   277,810:    52,881     26,404     39,535    167,549    195,186    259,965    261,124:    17,845     16,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -5,784:       871      4,211     -3,073     -2,500     -6,905     -4,702     -5,767:    -1,081        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        9.5       14.2       60.3       70.3       93.6       94.0:       6.4        6.0
Old  :     100.0:      19.0        9.5       14.2       60.3       70.3       93.6       94.0:       6.4        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        48         42         55         74         84        158        152:
Old  :       192:        48         42         55         74         84        158        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       20.3       34.3       32.9       12.1       12.0       19.7       17.3
Old  :                 22.6       20.3       34.3       32.9       12.1       12.0       19.7       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    25,398:     5,577        130      1,663     12,936     18,801     20,176     20,594:     5,222      4,804
Old  :    25,398:     5,577        130      1,663     12,936     18,801     20,176     20,594:     5,222      4,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -3,590:    -1,819         27        -91     -2,123     -2,791     -4,033     -2,855:       443       -735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        0.5        6.5       50.9       74.0       79.4       81.1:      20.6       18.9
Old  :     100.0:      22.0        0.5        6.5       50.9       74.0       79.4       81.1:      20.6       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          1          6         11         17         17         23:
Old  :        24:         5          1          6         11         17         17         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       44.9       67.7       60.4       42.7       41.9       58.8       55.6
Old  :                 47.7       44.9       67.7       60.4       42.7       41.9       58.8       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    20,347:       250      1,750        300     18,862     17,783     19,412     19,833:       935        514
Old  :    20,347:       250      1,750        300     18,862     17,783     19,412     19,833:       935        514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       140:         0          0          0        -85         78        -85         78:       225         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        8.6        1.5       92.7       87.4       95.4       97.5:       4.6        2.5
Old  :     100.0:       1.2        8.6        1.5       92.7       87.4       95.4       97.5:       4.6        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          1         17         12         19         13:
Old  :        21:         1          1          1         17         12         19         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       71.9       71.2       95.4       44.3       56.7       61.4       72.5
Old  :                 49.7       71.9       71.2       95.4       44.3       56.7       61.4       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     9,927:       650         90        500      8,377      8,937      9,527      9,527:       400        400
Old  :     9,927:       650         90        500      8,377      8,937      9,527      9,527:       400        400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       831:        50          0        200        531        581        781        781:        50         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        0.9        5.0       84.4       90.0       96.0       96.0:       4.0        4.0
Old  :     100.0:       6.5        0.9        5.0       84.4       90.0       96.0       96.0:       4.0        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         3          1          4         33         38         39         42:
Old  :        46:         3          1          4         33         38         39         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       35.9       48.0       48.4       24.8       29.2       33.6       37.8
Old  :                 32.8       35.9       48.0       48.4       24.8       29.2       33.6       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    89,500:     3,710      1,094      1,646     82,921     86,285     88,277     89,025:     1,223        475
Old  :    89,500:     3,710      1,094      1,646     82,921     86,285     88,277     89,025:     1,223        475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     4,725:         0          0          0      4,800      4,800      4,800      4,800:       -75        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        1.2        1.8       92.6       96.4       98.6       99.5:       1.4        0.5
Old  :     100.0:       4.1        1.2        1.8       92.6       96.4       98.6       99.5:       1.4        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         4          2          1         34         37         39         39:
Old  :        51:         4          2          1         34         37         39         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       55.2       74.8       73.5       25.2       19.1       31.9       28.9
Old  :                 61.0       55.2       74.8       73.5       25.2       19.1       31.9       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    23,136:     1,600          0          0     21,510     22,721     23,110     22,721:        26        415
Old  :    23,136:     1,600          0          0     21,510     22,721     23,110     22,721:        26        415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       175:         0          0          0        175        175        175        175:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        0.0        0.0       93.0       98.2       99.9       98.2:       0.1        1.8
Old  :     100.0:       6.9        0.0        0.0       93.0       98.2       99.9       98.2:       0.1        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         1          0          0         20         19         21         19:
Old  :        30:         1          0          0         20         19         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.0       79.8       84.8       89.3       61.9       74.8       77.2       81.3
Old  :                 65.0       79.8       84.8       89.3       61.9       74.8       77.2       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    13,462:       700        900          0     12,762     12,562     13,462     13,462:         0          0
Old  :    13,462:       700        900          0     12,762     12,562     13,462     13,462:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :         0:      -150         50          0        150        -50          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        6.7        0.0       94.8       93.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       5.2        6.7        0.0       94.8       93.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         2          3          0         29         30         31         33:
Old  :        45:         2          3          0         29         30         31         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.5       45.8       65.8       65.1       34.8       33.5       48.6       49.7
Old  :                 47.5       45.8       65.8       65.1       34.8       33.5       48.6       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                                                   Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     3,218:       234          0         75      1,780      2,043      2,089      2,118:     1,129      1,100
Old  :     3,218:       234          0         75      1,780      2,043      2,089      2,118:     1,129      1,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -229:       -35          0         10       -153       -167       -178       -157:       -51        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        0.0        2.3       55.3       63.5       64.9       65.8:      35.1       34.2
Old  :     100.0:       7.3        0.0        2.3       55.3       63.5       64.9       65.8:      35.1       34.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          0          1         12         15         14         16:
Old  :        20:         2          0          1         12         15         14         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       32.2       52.9       51.1       34.7       30.9       49.6       46.8
Old  :                 35.0       32.2       52.9       51.1       34.7       30.9       49.6       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    23,265:       174         50         51     21,650     22,444     21,875     22,545:     1,390        720
Old  :    23,265:       174         50         51     21,650     22,444     21,875     22,545:     1,390        720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       992:         0          0          0        932        872        932        872:        60        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.2        0.2       93.1       96.5       94.0       96.9:       6.0        3.1
Old  :     100.0:       0.7        0.2        0.2       93.1       96.5       94.0       96.9:       6.0        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          1          1         26         21         28         23:
Old  :        32:         2          1          1         26         21         28         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       62.3       62.8       79.7       35.4       52.1       47.4       60.5
Old  :                 45.1       62.3       62.8       79.7       35.4       52.1       47.4       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    19,763:     1,190      1,317         37     18,270     18,291     19,497     19,645:       266        118
Old  :    19,763:     1,190      1,317         37     18,270     18,291     19,497     19,645:       266        118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :      -757:      -139        546       -258       -343     -1,029       -740       -741:       -17        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        6.7        0.2       92.4       92.6       98.7       99.4:       1.3        0.6
Old  :     100.0:       6.0        6.7        0.2       92.4       92.6       98.7       99.4:       1.3        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         3          3          2         36         39         40         43:
Old  :        52:         3          3          2         36         39         40         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       41.4       54.3       59.3       26.2       37.0       45.0       50.2
Old  :                 31.8       41.4       54.3       59.3       26.2       37.0       45.0       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     9,855:       942          0         24      8,812      9,579      9,778      9,603:        77        252
Old  :     9,855:       942          0         24      8,812      9,579      9,778      9,603:        77        252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -2,008:      -799          0          0     -1,277     -2,134     -2,076     -2,134:        68        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        0.0        0.2       89.4       97.2       99.2       97.4:       0.8        2.6
Old  :     100.0:       9.6        0.0        0.2       89.4       97.2       99.2       97.4:       0.8        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         3          0          1         23         22         26         23:
Old  :        33:         3          0          1         23         22         26         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       43.9       67.8       75.9       40.4       36.0       54.8       55.2
Old  :                 48.3       43.9       67.8       75.9       40.4       36.0       54.8       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    37,037:     2,381      1,052      1,129     29,080     32,563     32,590     34,744:     4,447      2,293
Old  :    37,037:     2,381      1,052      1,129     29,080     32,563     32,590     34,744:     4,447      2,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -3,347:      -306        138       -188     -2,595     -2,952     -3,089     -3,002:      -258       -345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        2.8        3.0       78.5       87.9       88.0       93.8:      12.0        6.2
Old  :     100.0:       6.4        2.8        3.0       78.5       87.9       88.0       93.8:      12.0        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         3          3          4         31         37         36         43:
Old  :        51:         3          3          4         31         37         36         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       32.9       50.0       52.5       25.2       31.6       37.7       46.1
Old  :                 30.1       32.9       50.0       52.5       25.2       31.6       37.7       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 4, 2010