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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,283
COMMITMENTS
   1,356    1,395      300   30,554   30,588   32,210   32,283       73        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        326)
       0       64        0      563      307      563      371     -237      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      4.3      0.9     94.6     94.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        3        1       36       43       38       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,335
COMMITMENTS
       0        0        0   20,131   19,960   20,131   19,960      204      375

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        582)
       0        0        0      582      582      582      582        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.0     98.2     99.0     98.2      1.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       27       30       27       30
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,638
COMMITMENTS
     142      216       79    4,565    4,971    4,786    5,266    1,852    1,372

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:         18)
       0        0        0       52       80       52       80      -34      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      3.3      1.2     68.8     74.9     72.1     79.3     27.9     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       18       18       19       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,076
COMMITMENTS
     592      301      112    6,868    7,455    7,572    7,868    1,504    1,208

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        184)
      11     -105       -7      308      344      312      232     -128      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      3.3      1.2     75.7     82.1     83.4     86.7     16.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        4       38       40       42       47
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,075
COMMITMENTS
     358      494      401    6,675    6,172    7,434    7,067      641    1,008

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        784)
     -72       12       80      688      601      696      693       88       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      6.1      5.0     82.7     76.4     92.1     87.5      7.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        4        5       42       46       49       53
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,837
COMMITMENTS
     275      100       10    2,022    1,969    2,307    2,079      530      758

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:         78)
      65        0      -10        3       88       58       78       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      3.5      0.4     71.3     69.4     81.3     73.3     18.7     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       17       14       19       16
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,092
COMMITMENTS
       0       76        0    1,678    1,667    1,678    1,743      414      349

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:         73)
       0        0        0      -26       20      -26       20       99       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.0     80.2     79.7     80.2     83.3     19.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       17       18       17       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,532
COMMITMENTS
      60       61        0      951    1,065    1,011    1,126      521      406

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:         26)
       0       10        0       33       -1       33        9       -7       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      4.0      0.0     62.1     69.5     66.0     73.5     34.0     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       17       16       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       20,544
COMMITMENTS
       0        0        0   20,469   20,344   20,469   20,344       75      200

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      1,245)
       0        0        0    1,245    1,245    1,245    1,245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6     99.0     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       19       19       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      402,248
COMMITMENTS
  32,870   18,227   72,381  258,362  275,606  363,613  366,214   38,636   36,034

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      9,994)
  -1,518   -4,147    4,751    6,841    9,975   10,073   10,579      -79     -584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      4.5     18.0     64.2     68.5     90.4     91.0      9.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      32       23       42       80       79      133      129
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      119,330
COMMITMENTS
   1,345    6,266   24,243   86,749   84,086  112,337  114,595    6,993    4,735

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      1,590)
      69    1,118      214    1,511      364    1,794    1,696     -204     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      5.3     20.3     72.7     70.5     94.1     96.0      5.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        6        8       11       11       19       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,081
COMMITMENTS
     500      566      400   13,981   14,115   14,881   15,081      200        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        862)
    -125      250     -150      937      762      662      862      200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      3.8      2.7     92.7     93.6     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        5        3       43       46       48       53
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,103
COMMITMENTS
     850      180      570   11,341   11,933   12,761   12,683      342      420

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        495)
     100     -120      195      440      420      735      495     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      1.4      4.4     86.6     91.1     97.4     96.8      2.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        2       27       21       31       23
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,248
COMMITMENTS
     595       96      223    2,294    2,322    3,112    2,641    1,136    1,607

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        157)
       8        0       45      111      166      164      211       -7      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      2.3      5.2     54.0     54.7     73.3     62.2     26.7     37.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        2       15       18       18       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      918,454
COMMITMENTS
 164,872  256,977  287,277  386,946  329,898  839,094  874,152   79,360   44,302

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     17,496)
   9,304   15,901      543    6,146   -1,766   15,993   14,677    1,504    2,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     28.0     31.3     42.1     35.9     91.4     95.2      8.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      89       93      136       86       73      252      235
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       55,640
COMMITMENTS
     739        0    1,986   44,588   45,085   47,313   47,071    8,327    8,569

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        360)
      -4        0        0      360      360      356      360        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      3.6     80.1     81.0     85.0     84.6     15.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       21       18       23       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       36,128
COMMITMENTS
       8      163    2,624   29,635   25,733   32,267   28,520    3,861    7,608

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        753)
       0   -1,011      525      228    1,239      753      753        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      7.3     82.0     71.2     89.3     78.9     10.7     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       14       16       16       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       65,308
COMMITMENTS
       0        0        0   56,778   52,397   56,778   52,397    8,530   12,911

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      2,444)
       0        0        0    1,480    1,853    1,480    1,853      964      591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.9     80.2     86.9     80.2     13.1     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       22       18       22
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       69,960
COMMITMENTS
       0        0        0   60,934   66,480   60,934   66,480    9,026    3,480

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.1     95.0     87.1     95.0     12.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       18       18       18
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       76,002
COMMITMENTS
   1,579      301    5,526   61,228   61,219   68,333   67,046    7,669    8,956

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:       -824)
    -662        0      115     -315     -917     -862     -802       38      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.4      7.3     80.6     80.5     89.9     88.2     10.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        4       20       24       24       28
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       74,556
COMMITMENTS
     736   11,384    1,396   65,982   46,247   68,114   59,027    6,442   15,529

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        203)
       0    1,909     -196      399   -1,510      203      203        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     15.3      1.9     88.5     62.0     91.4     79.2      8.6     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       11       18       14       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       75,724
COMMITMENTS
   6,830    1,458    3,131   54,454   65,540   64,415   70,129   11,309    5,595

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        771)
     434        0        6      331      769      771      775        0       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      1.9      4.1     71.9     86.6     85.1     92.6     14.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        4       19       22       24       26
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,705,620
COMMITMENTS
  75,438  100,989  543,020  1082514  1054675  1700973  1698685    4,648    6,935

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      6,663)
   7,616    2,739   -4,212    4,259    9,223    7,664    7,750   -1,001   -1,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      5.9     31.8     63.5     61.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      46       30       65       63       63      135      132
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       47,284
COMMITMENTS
   8,442    7,753   15,631   23,145   23,695   47,218   47,078       66      206

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -1,182)
    -416    2,916    2,165    1,012     -138    2,762    4,943   -3,944   -6,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     16.4     33.1     48.9     50.1     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       10       14       21       22       35       39
 
 
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-023A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       33,477
COMMITMENTS
       0        0        0   27,998   28,964   27,998   28,964    5,479    4,513

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        306)
       0        0        0     -183   -1,830     -183   -1,830      489    2,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.6     86.5     83.6     86.5     16.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       15       13       15
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       66,279
COMMITMENTS
       0        0        0   65,293   63,899   65,293   63,899      986    2,380

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        992)
       0        0        0    1,298      992    1,298      992     -306        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5     96.4     98.5     96.4      1.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       18       17       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      157,558
COMMITMENTS
   4,967    6,519    4,194  142,972  142,278  152,134  152,991    5,424    4,567

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      2,254)
     -58        0     -233    2,390    2,547    2,099    2,314      155      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      4.1      2.7     90.7     90.3     96.6     97.1      3.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        4       38       39       43       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      122,163
COMMITMENTS
   1,147    1,819    1,551  109,007  113,109  111,705  116,479   10,458    5,684

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        799)
       0     -445      -43      562    1,287      519      799      280       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      1.5      1.3     89.2     92.6     91.4     95.3      8.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       26       23       28       24
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      209,038
COMMITMENTS
   9,065    1,488    9,296  176,553  192,272  194,914  203,056   14,124    5,982

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:       -406)
  -2,363       -0    1,124      597     -922     -642      202      236     -608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.7      4.4     84.5     92.0     93.2     97.1      6.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        1        3       38       41       41       44
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       46,972
COMMITMENTS
       0    2,635    1,220   42,525   38,468   43,745   42,323    3,227    4,649

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        152)
       0      368      -61      213     -155      152      152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.6      2.6     90.5     81.9     93.1     90.1      6.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       16       12       17       13
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,651,308
COMMITMENTS
 680,279  155,402  731,196  1209365  1748697  2620840  2635295   30,468   16,013

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     16,941)
 -13,748    9,932   15,835   13,972   -9,554   16,059   16,213      882      728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      5.9     27.6     45.6     66.0     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      38       28       61      110      101      180      163
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,005,115
COMMITMENTS
 122,361  174,024  157,335  721,560  669,306  1001256  1000665    3,859    4,450

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     33,963)
    -794    2,835   13,709   19,593   16,867   32,508   33,411    1,455      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     17.3     15.7     71.8     66.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      28       25       44       45       40       92       90
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        3,756
COMMITMENTS
       0    1,486        0    3,547    2,108    3,547    3,594      209      162

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        168)
       0       73        0      168      100      168      173        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     39.6      0.0     94.4     56.1     94.4     95.7      5.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       19       14       19       16
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      188,090
COMMITMENTS
     979    2,134   12,835  171,024  172,501  184,838  187,470    3,252      620

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      3,439)
     205      433      809    2,501    2,266    3,515    3,508      -76      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.1      6.8     90.9     91.7     98.3     99.7      1.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        6       36       30       42       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,526
COMMITMENTS
       0      602      180   17,176   16,649   17,356   17,431    1,170    1,095

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:         -3)
       0        0        0       17        7       17        7      -20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      1.0     92.7     89.9     93.7     94.1      6.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       21       22       22       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,170
COMMITMENTS
       0        0        0   11,378   12,044   11,378   12,044    1,792    1,126

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:         36)
       0        0        0       12       36       12       36       24       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.4     91.5     86.4     91.5     13.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       15       16       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,038
COMMITMENTS
       0    2,260      200   25,880   25,620   26,080   28,080    2,958      958

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:       -400)
       0        0        0     -420     -400     -420     -400       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.8      0.7     89.1     88.2     89.8     96.7     10.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       24       22       26       24
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,305
COMMITMENTS
     644        0      100    9,945   10,809   10,689   10,909    1,616    1,396

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        -24)
     -32        0       20      -28      -54      -40      -34       16       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.0      0.8     80.8     87.8     86.9     88.7     13.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       17       16       19       18
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,269
COMMITMENTS
       0    3,225        0   35,014   32,001   35,014   35,226      255       43

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.1      0.0     99.3     90.7     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,415
COMMITMENTS
      32       24      747   46,634   46,950   47,413   47,721    1,002      694

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        380)
       4        7       17      363      353      384      377       -4        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      1.5     96.3     97.0     97.9     98.6      2.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       26       24       28       26
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:       10,236
COMMITMENTS
       0        0        0    9,061    9,320    9,061    9,320    1,175      916

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:         28)
       0        0        0       28       28       28       28        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.5     91.1     88.5     91.1     11.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       16       21       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,487
COMMITMENTS
       0        0        0   55,252   55,401   55,252   55,401      235       86

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      1,530)
       0        0        0    1,530    1,530    1,530    1,530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       10       11       10
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      819,294
COMMITMENTS
       0        0        0  819,294  819,294  819,294  819,294        0        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     28,152)
       0        0        0   28,152   28,152   28,152   28,152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       10       12       10
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,326
COMMITMENTS
       0        0        0   38,497   39,326   38,497   39,326      829        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.9    100.0     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       11       14       11
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      567,867
COMMITMENTS
       0        0        0  567,867  567,867  567,867  567,867        0        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       12       12       12
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       76,833
COMMITMENTS
       0        0        0   76,704   76,833   76,704   76,833      129        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       15       14       15       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,317,406
COMMITMENTS
       0        0        0  1317406  1317406  1317406  1317406        0        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       12       16       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      169,506
COMMITMENTS
   3,445        0        0  165,806  169,506  169,251  169,506      255        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      3,581)
       0        0        0    3,581    3,581    3,581    3,581        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     97.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        0       27       29       29       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,830,716
COMMITMENTS
       0        0        0  2830716  2830716  2830716  2830716        0        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     53,579)
       0        0        0   53,579   53,579   53,579   53,579        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       25       22       25       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,009
COMMITMENTS
       0    2,455        0   58,009   55,299   58,009   57,754        0      255

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255        0      255        0        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      0.0    100.0     95.3    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       24       19       24       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      984,627
COMMITMENTS
       0   68,360        0  984,627  911,587  984,627  979,947        0    4,680

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      4,680)
       0        0        0    4,680        0    4,680        0        0    4,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.9      0.0    100.0     92.6    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       23       19       23       20
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,483
COMMITMENTS
   4,039        0        0   59,444   63,483   63,483   63,483        0        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        176)
       0        0        0      176      176      176      176        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      0.0     93.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       23       27       25       27
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       10,467
COMMITMENTS
     258        0        0   10,038   10,127   10,296   10,127      171      340

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.0     95.9     96.8     98.4     96.8      1.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       13       16       13
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      638,982
COMMITMENTS
       0   58,825        0  638,982  580,157  638,982  638,982        0        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.2      0.0    100.0     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14        9       14       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,211,786
COMMITMENTS
  62,793   28,552        0  1148993  1183234  1211786  1211786        0        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      2.4      0.0     94.8     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        0       25       24       27       26
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,121
COMMITMENTS
      60       21      158   20,041   20,735   20,259   20,914      862      207

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        570)
      -4       21       28      551      400      575      449       -5      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.1      0.7     94.9     98.2     95.9     99.0      4.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        2       35       25       37       27
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,461
COMMITMENTS
       8        0       30    8,999    9,186    9,037    9,216      424      245

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        218)
       8      -17       17       58      188       83      188      135       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.3     95.1     97.1     95.5     97.4      4.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       16       17       17       18
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,783
COMMITMENTS
       0        0        0    9,308    8,993    9,308    8,993      475      790

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:         85)
       0        0        0       65      135       65      135       20      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.1     91.9     95.1     91.9      4.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       18       18       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,624,123
COMMITMENTS
 251,962  139,564  863,705  1425516  1531836  2541183  2535105   82,940   89,018

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:    -20,471)
   9,422  -12,998  -34,431   18,143   22,626   -6,866  -24,803  -13,605    4,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      5.3     32.9     54.3     58.4     96.8     96.6      3.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     129      119      184       88      101      316      316
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       89,751
COMMITMENTS
   4,661   27,527   26,026   58,166   32,644   88,852   86,197      898    3,554

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -5,724)
   2,875   -3,379   -2,706   -5,911      607   -5,742   -5,478       18     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     30.7     29.0     64.8     36.4     99.0     96.0      1.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3       13       11       21       21       33       36
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      233,200
COMMITMENTS
  27,962   21,716   12,891  168,712  151,753  209,565  186,360   23,635   46,840

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      3,329)
    -150      227     -409    3,025    2,252    2,466    2,070      863    1,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      9.3      5.5     72.3     65.1     89.9     79.9     10.1     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        4        4       32       26       39       32
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      131,604
COMMITMENTS
  17,251    5,888   31,390   81,085   92,104  129,726  129,382    1,878    2,222

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -7,892)
     724   -1,176     -596   -7,927   -5,999   -7,800   -7,771      -92     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      4.5     23.9     61.6     70.0     98.6     98.3      1.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      23       11       28       25       26       60       55
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      626,972
COMMITMENTS
  35,037    4,249  101,641  469,494  502,146  606,172  608,036   20,800   18,936

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -1,994)
  -2,266    1,604   -1,633    2,905     -809     -994     -838     -999   -1,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.7     16.2     74.9     80.1     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        4       10       37       39       47       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,132
COMMITMENTS
     200       25      514   42,418   42,576   43,132   43,115        0       17

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        567)
     -50        0      100      519      452      569      552       -2       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.1      1.2     98.3     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        1        3       47       43       51       46
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      120,348
COMMITMENTS
  12,154   29,612    9,647   93,373   74,852  115,174  114,111    5,174    6,237

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      3,034)
       0      534    3,772     -617   -1,423    3,155    2,883     -121      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     24.6      8.0     77.6     62.2     95.7     94.8      4.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       11       11       25       24       39       38
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,782
COMMITMENTS
       0    3,574   10,286   26,529   22,690   36,815   36,550    1,967    2,232

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        450)
       0        0        3      364      269      367      272       83      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.2     26.5     68.4     58.5     94.9     94.2      5.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        4        5       15       16       20       24
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,955
COMMITMENTS
   5,250      300      300   17,360   22,355   22,910   22,955       45        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        290)
     606     -150        0      -10      440      596      290     -306        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      1.3      1.3     75.6     97.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       23       26       26       27
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,679
COMMITMENTS
  14,703    1,988      224    2,761   16,734   17,688   18,946    1,991      733

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        173)
     728      -35       54     -522      180      260      199      -87      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.7     10.1      1.1     14.0     85.0     89.9     96.3     10.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      55       17        6       22       31       80       52
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       28,112
COMMITMENTS
  16,281    2,324      245    7,780   23,860   24,305   26,429    3,807    1,683

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:       -113)
     301      229     -109     -365     -179     -173      -59       60      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.9      8.3      0.9     27.7     84.9     86.5     94.0     13.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      43       16        3       17       28       62       46
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      273,431
COMMITMENTS
  53,446   11,680   39,325  163,153  208,525  255,925  259,529   17,507   13,902

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      3,010)
     904   -3,508    2,562      109    5,004    3,575    4,058     -564   -1,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      4.3     14.4     59.7     76.3     93.6     94.9      6.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      47       31       51       79       91      155      150
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       27,398
COMMITMENTS
   6,192      157    1,297   15,558   21,623   23,047   23,077    4,351    4,321

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        544)
     347        0       13        8      399      368      412      176      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      0.6      4.7     56.8     78.9     84.1     84.2     15.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        1        7       16       18       23       25
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,075
COMMITMENTS
     250      510      770   15,935   16,551   16,955   17,831    1,120      244

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        537)
       0     -170        0      387      695      387      525      150       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      2.8      4.3     88.2     91.6     93.8     98.7      6.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       17       11       19       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,313
COMMITMENTS
     200      190      300    5,813    5,823    6,313    6,313        0        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        147)
       0        0       50      297      297      347      347     -200     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      3.0      4.8     92.1     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        4       28       29       33       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       97,704
COMMITMENTS
   3,127        0    1,449   92,110   96,071   96,686   97,520    1,018      184

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:         78)
    -100        0        0      358      258      258      258     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      1.5     94.3     98.3     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        0        2       40       34       44       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,466
COMMITMENTS
   1,200        0        0   24,131   25,091   25,331   25,091      135      375

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      1,705)
     -71        0        0    1,776    1,724    1,705    1,724        0      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      0.0     94.8     98.5     99.5     98.5      0.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       21       17       22       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,217
COMMITMENTS
     150      150        0    9,947   10,067   10,097   10,217      120        0

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        170)
       0        0        0      100      170      100      170       70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.5      0.0     97.4     98.5     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        0       26       26       27       27
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,250
COMMITMENTS
   1,341        0        0   16,348   18,530   17,689   18,530    1,561      720

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        743)
      65        0        0      428      743      493      743      250        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      0.0     84.9     96.3     91.9     96.3      8.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        0       28       21       30       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,896
COMMITMENTS
   1,302    3,006       12   18,206   16,437   19,520   19,455      376      441

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        -35)
      96        0        0     -287     -191     -191     -191      156      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     15.1      0.1     91.5     82.6     98.1     97.8      1.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        5        1       32       37       35       43
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,970
COMMITMENTS
   1,083      348      347   11,504   12,178   12,934   12,873       36       97

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      1,246)
      98      269        0    1,148    1,052    1,246    1,321        0      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      2.7      2.7     88.7     93.9     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        2       24       21       27       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,815
COMMITMENTS
   2,134      534    1,879   26,474   30,497   30,487   32,910    4,328    1,905

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        312)
       0        0        0      225      345      225      345       87      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      1.5      5.4     76.0     87.6     87.6     94.5     12.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       29       34       34       39
```

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Updated July 16, 2010