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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,214
COMMITMENTS
   1,273    1,353      375   29,504   29,476   31,152   31,204       62       10

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -4,129)
     -83      -67        0   -4,039   -4,062   -4,122   -4,129       -7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      4.3      1.2     94.5     94.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        2        2       39       45       42       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,311
COMMITMENTS
       0        0        0   23,131   23,047   23,131   23,047      180      264

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:        -59)
       0        0        0      -35      -53      -35      -53      -24       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     98.9     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       29       30       29       30
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,898
COMMITMENTS
     137      216       79    4,016    4,451    4,232    4,746    1,666    1,152

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -678)
      -5        0        0     -527     -383     -532     -383     -146     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      3.7      1.3     68.1     75.5     71.8     80.5     28.2     19.5

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 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,285
COMMITMENTS
     529      315       69    6,298    6,726    6,896    7,110    1,389    1,175

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -1,008)
     -46      -42      -58     -640     -870     -744     -970     -264      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      3.8      0.8     76.0     81.2     83.2     85.8     16.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        3       39       38       42       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,202
COMMITMENTS
     200      342      627    5,945    5,817    6,772    6,786      430      416

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -1,569)
    -262        6       60   -1,239   -1,611   -1,441   -1,545     -128      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      4.7      8.7     82.5     80.8     94.0     94.2      6.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       5        3        5       45       53       50       61
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,559
COMMITMENTS
       0        0        0    1,120    1,220    1,120    1,220      439      339

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -725)
       0      -76        0     -635     -654     -635     -730      -90        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     71.8     78.3     71.8     78.3     28.2     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       16       17       16
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       19,178
COMMITMENTS
       0        0        0   19,063   19,063   19,063   19,063      115      115

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -2,506)
       0        0        0   -2,531   -2,436   -2,531   -2,436       25      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4     99.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       21       17       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      400,862
COMMITMENTS
  52,281   22,733   71,115  238,709  276,839  362,106  370,687   38,756   30,175

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     15,301)
  16,692      740    1,847   -3,068   15,604   15,470   18,190     -169   -2,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      5.7     17.7     59.5     69.1     90.3     92.5      9.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      40       20       39       71       80      131      125
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      128,271
COMMITMENTS
     738    7,258   27,553   92,701   88,660  120,991  123,471    7,279    4,800

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      7,509)
    -547      754    2,425    5,473    4,389    7,351    7,568      158      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      5.7     21.5     72.3     69.1     94.3     96.3      5.7      3.7

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 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,593
COMMITMENTS
     300      720    1,100   15,193   14,773   16,593   16,593        0        0

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -3,369)
    -350     -266      150   -3,169   -3,253   -3,369   -3,369        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      4.3      6.6     91.6     89.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       2        7        6       40       45       46       57
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,194
COMMITMENTS
     920        0      525    9,464   10,319   10,909   10,844      285      350

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -1,984)
     -80     -180      -45   -1,802   -1,689   -1,927   -1,914      -57      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0      4.7     84.5     92.2     97.5     96.9      2.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        2       27       21       31       23
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,037
COMMITMENTS
     344       71      358    2,270    2,253    2,972    2,682    1,065    1,355

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -379)
    -175      -25       11     -113     -109     -277     -123     -102     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      1.8      8.9     56.2     55.8     73.6     66.4     26.4     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        3       17       18       21       22
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      891,819
COMMITMENTS
 159,545  243,402  308,759  344,895  297,911  813,198  850,071   78,622   41,748

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     18,221)
   4,905     -541   14,293   -6,935    3,849   12,263   17,600    5,958      621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     27.3     34.6     38.7     33.4     91.2     95.3      8.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      93       91      139       88       76      261      236
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       54,235
COMMITMENTS
     334      133    1,853   42,942   45,965   45,129   47,951    9,106    6,284

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -3,218)
    -242      108     -108   -4,563   -2,481   -4,913   -2,481    1,695     -737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.2      3.4     79.2     84.8     83.2     88.4     16.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       20       18       22       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       33,775
COMMITMENTS
       0      559    2,560   27,553   23,723   30,113   26,842    3,662    6,933

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -4,010)
    -178      559     -596   -3,156   -3,512   -3,930   -3,549      -80     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.7      7.6     81.6     70.2     89.2     79.5     10.8     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       13       17       15       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,376
COMMITMENTS
       0        0        0   52,592   48,200   52,592   48,200    7,784   12,176

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -5,006)
       0        0        0   -4,260   -4,023   -4,260   -4,023     -746     -983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.1     79.8     87.1     79.8     12.9     20.2

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 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       65,567
COMMITMENTS
       0        0        0   55,706   62,860   55,706   62,860    9,861    2,707

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -4,427)
       0        0        0   -5,100   -3,866   -5,100   -3,866      673     -561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     85.0     95.9     85.0     95.9     15.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       18       17       18
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       70,169
COMMITMENTS
   2,821        0    4,597   54,994   57,611   62,412   62,208    7,757    7,961

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -7,500)
     524        0   -1,284   -6,821   -5,324   -7,581   -6,608       81     -892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      6.6     78.4     82.1     88.9     88.7     11.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        4       20       24       24       28
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       68,176
COMMITMENTS
     488    8,567    1,625   60,595   41,102   62,708   51,294    5,468   16,882

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -5,390)
    -248   -1,595      453   -6,329   -4,588   -6,124   -5,730      734      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     12.6      2.4     88.9     60.3     92.0     75.2      8.0     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       12       17       15       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       69,415
COMMITMENTS
   2,440    2,248    3,849   53,422   59,082   59,711   65,179    9,704    4,236

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -6,420)
  -3,911      790      548   -1,952   -7,459   -5,315   -6,121   -1,105     -299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      3.2      5.5     77.0     85.1     86.0     93.9     14.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        4       22       22       27       26
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,641,749
COMMITMENTS
  69,254   96,453  515,430  1051513  1023150  1636197  1635033    5,553    6,716

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     26,936)
   1,812      428   10,579   14,107   16,059   26,498   27,066      438     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      5.9     31.4     64.0     62.3     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      41       35       65       63       63      136      131
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       53,053
COMMITMENTS
  11,222    7,583   17,431   24,098   27,562   52,750   52,575      302      477

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      4,840)
   1,981     -361    2,498      208    2,770    4,687    4,906      153      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     14.3     32.9     45.4     52.0     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6       13       14       25       24       39       43
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       61,371
COMMITMENTS
     840        0        0   59,871   59,425   60,711   59,425      660    1,946

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -6,438)
     840        0        0   -6,766   -6,004   -5,926   -6,004     -512     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     97.6     96.8     98.9     96.8      1.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       17       18       18       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      150,585
COMMITMENTS
   3,773    8,253    4,128  138,056  133,717  145,956  146,098    4,629    4,487

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -6,593)
  -1,243    1,522      -98   -4,179   -7,355   -5,520   -5,931   -1,073     -662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      5.5      2.7     91.7     88.8     96.9     97.0      3.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        4       37       38       42       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      115,996
COMMITMENTS
     700    3,414      657  105,361  106,621  106,718  110,692    9,278    5,304

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -6,537)
    -447     -301     -126   -4,753   -5,730   -5,326   -6,157   -1,211     -380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      2.9      0.6     90.8     91.9     92.0     95.4      8.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       24       23       26       24
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      194,454
COMMITMENTS
   8,673    1,860    8,874  162,437  177,032  179,983  187,765   14,471    6,689

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -14,000)
     750      124   -1,399  -11,971  -12,658  -12,620  -13,933   -1,380      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.0      4.6     83.5     91.0     92.6     96.6      7.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        3       36       36       39       39
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       43,424
COMMITMENTS
       0    2,355    1,189   39,464   35,741   40,653   39,285    2,771    4,139

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -3,699)
       0     -432      -31   -3,212   -2,726   -3,243   -3,189     -456     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      2.7     90.9     82.3     93.6     90.5      6.4      9.5

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 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,691,969
COMMITMENTS
 644,598  153,825  809,103  1215917  1708375  2669618  2671303   22,351   20,666

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -60,752)
 -16,360  -18,755   14,069  -59,475  -56,138  -61,766  -60,824    1,014       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      5.7     30.1     45.2     63.5     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      35       30       62      110       98      178      163
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      976,634
COMMITMENTS
 121,033  181,355  135,040  717,502  656,019  973,575  972,414    3,059    4,220

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -61,128)
 -36,706   10,919  -34,468   10,307  -38,100  -60,867  -61,649     -261      521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     18.6     13.8     73.5     67.2     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      26       23       38       45       40       89       83
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        3,742
COMMITMENTS
       0    1,309        0    3,482    2,329    3,482    3,638      260      104

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -533)
       0     -333        0     -671     -240     -671     -573      138       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     35.0      0.0     93.1     62.2     93.1     97.2      6.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       18       16       18       17
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,585
COMMITMENTS
       0        0        0    2,520    2,437    2,520    2,437       65      148

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -255)
       0        0        0     -280     -348     -280     -348       25       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.5     94.3     97.5     94.3      2.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       17       12       17
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,711
COMMITMENTS
       0       44       86    1,222    1,184    1,308    1,314      403      397

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -218)
       0      -88       -6     -153     -163     -159     -257      -59       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      5.0     71.4     69.2     76.4     76.8     23.6     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        2       18       19       20       21
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,052
COMMITMENTS
      53        0       58    1,436    1,395    1,547    1,453      505      599

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -403)
     -70        0       28     -219     -519     -261     -491     -142       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      2.8     70.0     68.0     75.4     70.8     24.6     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       22       21       24       23
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      185,300
COMMITMENTS
     888    1,937   12,662  168,346  169,648  181,896  184,247    3,404    1,053

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -6,242)
    -118      260     -412   -5,565   -6,182   -6,094   -6,335     -148       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.0      6.8     90.9     91.6     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        4        6       34       31       40       38
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,871
COMMITMENTS
     877       42       65    6,268    7,183    7,210    7,290      661      581

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      0.5      0.8     79.6     91.3     91.6     92.6      8.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       12       12       14       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,717
COMMITMENTS
       0      476      240   16,228   16,092   16,468   16,808    1,249      909

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -955)
     -20      -62      -20   -1,004     -783   -1,044     -865       89      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      1.4     91.6     90.8     93.0     94.9      7.0      5.1

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 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,458
COMMITMENTS
       0        0        0   10,750   11,370   10,750   11,370    1,708    1,088

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -760)
       0        0        0     -618     -716     -618     -716     -142      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.3     91.3     86.3     91.3     13.7      8.7

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 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,185
COMMITMENTS
       0    2,130      200   28,157   28,031   28,357   30,361    2,828      824

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -769)
       0     -130        0     -645     -617     -645     -747     -124      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.8      0.6     90.3     89.9     90.9     97.4      9.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       25       23       27       25
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,973
COMMITMENTS
     526        0      116    9,629   10,542   10,271   10,658    1,702    1,315

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -494)
     -68        0        0     -392     -413     -460     -413      -34      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.0      1.0     80.4     88.0     85.8     89.0     14.2     11.0

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 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,749
COMMITMENTS
       0    2,700        0   32,494   30,027   32,494   32,727      255       22

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -2,520)
       0     -525        0   -2,520   -1,974   -2,520   -2,499        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.2      0.0     99.2     91.7     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,985
COMMITMENTS
      40      452      314   44,630   44,611   44,984   45,377    1,000      607

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -2,889)
      40      -12      -11   -2,877   -2,847   -2,848   -2,869      -41      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.0      0.7     97.1     97.0     97.8     98.7      2.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       27       25       29       26
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| 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:        9,908
COMMITMENTS
       0        0        0    8,738    8,588    8,738    8,588    1,170    1,320

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -472)
       0        0        0     -387     -430     -387     -430      -85      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.2     86.7     88.2     86.7     11.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       17       21       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,882
COMMITMENTS
       0        0        0   52,882   52,838   52,882   52,838        0       44

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -2,583)
       0        0        0   -2,583   -2,541   -2,583   -2,541        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       11       12       11
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      771,902
COMMITMENTS
       0        0        0  771,902  771,902  771,902  771,902        0        0

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -48,960)
       0        0        0  -48,960  -48,960  -48,960  -48,960        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       13       10       13       10
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,451
COMMITMENTS
       0        0        0   36,643   37,451   36,643   37,451      808        0

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -2,121)
       0        0        0   -2,100   -2,121   -2,100   -2,121      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.8    100.0     97.8    100.0      2.2      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 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      548,539
COMMITMENTS
       0        0        0  548,539  548,539  548,539  548,539        0        0

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -19,328)
       0        0        0  -19,328  -19,328  -19,328  -19,328        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:       22)
       0        0        0       13       12       13       12
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       72,601
COMMITMENTS
       0        0        0   72,493   72,601   72,493   72,601      108        0

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -4,452)
       0        0        0   -4,431   -4,452   -4,431   -4,452      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       15       15       15       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,249,454
COMMITMENTS
       0        0        0  1249454  1249454  1249454  1249454        0        0

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -69,520)
       0        0        0  -69,520  -69,520  -69,520  -69,520        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       13       16       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      220,252
COMMITMENTS
   2,710        0        0  217,542  220,252  220,252  220,252        0        0

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -8,189)
    -735        0        0   -7,454   -8,189   -8,189   -8,189        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.0     98.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        0       28       31       30       31
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,752,878
COMMITMENTS
       0        0        0  3752878  3752878  3752878  3752878        0        0

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:   -116,654)
       0        0        0 -116,654 -116,654 -116,654 -116,654        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       23       25       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,197
COMMITMENTS
   1,275    2,350        0   65,922   64,592   67,197   66,942        0      255

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -3,182)
       0     -105        0   -3,182   -3,077   -3,182   -3,182        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      3.5      0.0     98.1     96.1    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        0       28       18       29       19
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,190,099
COMMITMENTS
  23,400   66,320        0  1166699  1123779  1190099  1190099        0        0

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -48,552)
       0   -2,040        0  -48,552  -39,872  -48,552  -41,912        0   -6,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      5.6      0.0     98.0     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       23       21       24       22
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,085
COMMITMENTS
   2,700      110        0   57,385   59,975   60,085   60,085        0        0

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -3,420)
    -525        0        0   -2,895   -3,420   -3,420   -3,420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.2      0.0     95.5     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        0       24       28       25       29
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:        9,626
COMMITMENTS
     216        0        0    9,260    9,329    9,476    9,329      150      297

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -819)
     -42        0        0     -756     -798     -798     -798      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.0      0.0     96.2     96.9     98.4     96.9      1.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       13       16       13
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       31,003
COMMITMENTS
       0      220        0   30,831   30,442   30,831   30,662      172      341

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -1,262)
       0        0        0   -1,241   -1,241   -1,241   -1,241      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.0     99.4     98.2     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       16       14       16       15
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      592,470
COMMITMENTS
       0   48,625        0  592,470  543,845  592,470  592,470        0        0

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -46,512)
       0  -10,200        0  -46,512  -36,312  -46,512  -46,512        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.2      0.0    100.0     91.8    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 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,142,834
COMMITMENTS
  48,625   26,512        0  1094209  1116322  1142834  1142834        0        0

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -68,952)
 -10,200   -2,040        0  -58,752  -66,912  -68,952  -68,952        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      2.3      0.0     95.7     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        0       26       24       27       26
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,272
COMMITMENTS
     139        0       83   24,025   24,899   24,247   24,982    1,025      290

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      3,298)
      30        0      -87    3,180    3,325    3,123    3,238      175       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.3     95.1     98.5     95.9     98.9      4.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        2       34       28       36       30
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,562
COMMITMENTS
      90        0        0   15,161   14,881   15,251   14,881      311      681

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -1,214)
     -95        0        0     -983   -1,372   -1,078   -1,372     -136      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     97.4     95.6     98.0     95.6      2.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       16       16       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,160
COMMITMENTS
     124        0       79    8,524    8,801    8,727    8,880      433      280

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -553)
     116        0       -1     -642     -662     -527     -663      -26      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.9     93.1     96.1     95.3     96.9      4.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       18       18       19       19
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,391
COMMITMENTS
       0        0        0    9,158    8,819    9,158    8,819      233      572

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -670)
       0        0        0     -575     -727     -575     -727      -95       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.5     93.9     97.5     93.9      2.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       20       19       20       19
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,137
COMMITMENTS
       0        0        0    3,804    3,853    3,804    3,853      333      284

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:        244)
       0        0        0      244      214      244      214        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.0     93.1     92.0     93.1      8.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       14       17       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,578,774
COMMITMENTS
 277,886  132,414  841,765  1371165  1509388  2490816  2483567   87,958   95,206

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     37,957)
  26,836    7,230    9,165     -761   12,444   35,240   28,839    2,717    9,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      5.1     32.6     53.2     58.5     96.6     96.3      3.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
     128      114      174       87      100      314      302
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,199
COMMITMENTS
   8,807   22,451   23,911   53,606   37,997   86,325   84,360      874    2,839

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      4,067)
   4,150   -3,031      431     -758    6,611    3,823    4,012      243       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     25.7     27.4     61.5     43.6     99.0     96.7      1.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3       14       10       22       23       33       39
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      224,423
COMMITMENTS
  30,469   19,548   12,283  159,858  146,021  202,610  177,852   21,813   46,571

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -13,912)
    -448   -2,759   -1,508  -10,938   -9,996  -12,894  -14,263   -1,018      351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      8.7      5.5     71.2     65.1     90.3     79.2      9.7     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        4        5       27       24       35       31
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      137,788
COMMITMENTS
  19,174    4,457   32,329   83,992   97,971  135,496  134,757    2,292    3,031

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      6,888)
   3,472   -1,448    1,028    2,090    6,754    6,591    6,335      297      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      3.2     23.5     61.0     71.1     98.3     97.8      1.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      27       10       28       25       26       62       54
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      635,132
COMMITMENTS
  37,078    4,134  100,100  476,334  510,703  613,512  614,937   21,620   20,195

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -253)
   2,865     -399   -1,997   -2,021    1,514   -1,153     -882      900      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.7     15.8     75.0     80.4     96.6     96.8      3.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8        3       11       36       38       47       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,577
COMMITMENTS
      50      785      375   37,730   36,978   38,155   38,138      422      439

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -6,673)
    -100      160     -439   -6,031   -6,291   -6,570   -6,570     -103     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.0      1.0     97.8     95.9     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        2        3       44       37       47       41
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      121,735
COMMITMENTS
  15,817   29,456    9,493   91,785   76,849  117,095  115,798    4,640    5,937

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      4,465)
   3,505      666      200      489    3,893    4,194    4,759      271     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     24.2      7.8     75.4     63.1     96.2     95.1      3.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5       13       12       25       24       40       40
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,585
COMMITMENTS
       0    3,924    6,692   30,153   25,336   36,845   35,952    1,740    2,633

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      1,267)
       0        0      200      917      650    1,117      850      150      417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.2     17.3     78.1     65.7     95.5     93.2      4.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        5        5       15       16       20       24
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,880
COMMITMENTS
   5,250      400      200   15,310   20,205   20,760   20,805      120       75

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -1,810)
       0      100     -100   -1,710   -1,810   -1,810   -1,810        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      1.9      1.0     73.3     96.8     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       24       26       27       27
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,692
COMMITMENTS
  16,429    2,191      183    1,698   17,581   18,310   19,955    2,382      737

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:        491)
     972       63       23     -859      411      136      497      355       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.4     10.6      0.9      8.2     85.0     88.5     96.4     11.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      68       17        4       21       36       92       56
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       31,737
COMMITMENTS
  20,067    2,081      406    6,947   28,045   27,419   30,532    4,318    1,205

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      2,667)
   2,229     -219      180     -111    2,787    2,299    2,749      368      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.2      6.6      1.3     21.9     88.4     86.4     96.2     13.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      55       14        3       16       32       73       48
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      293,031
COMMITMENTS
  63,031    8,418   40,877  169,537  229,974  273,445  279,269   19,586   13,761

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:        310)
   4,204     -351    1,462   -8,448      -32   -2,782    1,080    3,092     -770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      2.9     13.9     57.9     78.5     93.3     95.3      6.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      56       30       49       74       87      158      145
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       25,516
COMMITMENTS
   5,640      196    1,199   14,439   20,271   21,278   21,666    4,238    3,850

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -4,713)
    -885       39     -351   -2,837   -3,510   -4,073   -3,822     -640     -891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      0.8      4.7     56.6     79.4     83.4     84.9     16.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        5       16       18       22       23
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,853
COMMITMENTS
     640        0      400   15,913   17,336   16,953   17,736      900      117

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -1,819)
     350        0     -350   -1,399   -1,305   -1,399   -1,655     -420     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      2.2     89.1     97.1     95.0     99.3      5.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       18        9       20       10
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,276
COMMITMENTS
     200       40      400    6,418    6,626    7,018    7,066      258      210

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -496)
       0     -150        0     -704     -506     -704     -656      208      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.5      5.5     88.2     91.1     96.5     97.1      3.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        4       31       31       36       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       69,144
COMMITMENTS
   3,413        0    1,033   63,323   67,727   67,769   68,760    1,375      384

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -24,620)
      31        0     -286  -24,502  -24,334  -24,757  -24,620      137        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      1.5     91.6     98.0     98.0     99.4      2.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        0        1       33       31       37       32
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,694
COMMITMENTS
   1,000        0        0   23,529   24,399   24,529   24,399      165      295

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -2,542)
    -200        0        0   -2,367   -2,482   -2,567   -2,482       25      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      0.0     95.3     98.8     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       21       15       22       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,240
COMMITMENTS
     100      150        0    9,020    9,090    9,120    9,240      120        0

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -1,552)
     -50      -50        0   -1,502   -1,502   -1,552   -1,552        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      1.6      0.0     97.6     98.4     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        0       25       31       26       32
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,684
COMMITMENTS
   1,388        0      225   15,461   16,839   17,074   17,064      610      620

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -2,682)
     122        0        0   -2,178   -2,582   -2,056   -2,582     -626     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      1.3     87.4     95.2     96.6     96.5      3.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        2       32       21       34       23
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,164
COMMITMENTS
     950    2,161      173   17,674   16,344   18,797   18,678      367      486

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -1,307)
    -192     -190       97   -1,152   -1,163   -1,247   -1,256      -60      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     11.3      0.9     92.2     85.3     98.1     97.5      1.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        4        3       32       39       37       45
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,322
COMMITMENTS
   1,032      407      347   11,889   12,360   13,268   13,114       54      208

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -2,063)
    -417        0        0   -1,610   -2,074   -2,027   -2,074      -36       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      3.1      2.6     89.2     92.8     99.6     98.4      0.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       26       21       29       24
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,030
COMMITMENTS
   1,874      798    1,515   24,483   28,049   27,872   30,362    4,158    1,668

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -3,025)
    -297      264     -414   -2,066   -2,671   -2,777   -2,821     -248     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      2.5      4.7     76.4     87.6     87.0     94.8     13.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       30       34       35       39
```

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Updated August 6, 2010