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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,913
COMMITMENTS
   1,356    1,470      300   31,184   31,143   32,840   32,913       73        0

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        630)
       0       75        0      630      555      630      630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      4.5      0.9     94.7     94.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        3        1       36       44       38       48
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,066
COMMITMENTS
       0        0        0   22,862   22,796   22,862   22,796      204      270

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      2,731)
       0        0        0    2,731    2,836    2,731    2,836        0     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1     98.8     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       28       31       28       31
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,629
COMMITMENTS
     142      216       79    4,542    4,958    4,763    5,253    1,866    1,376

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:         -9)
       0        0        0      -23      -13      -23      -13       14        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      3.3      1.2     68.5     74.8     71.9     79.2     28.1     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       18       18       19       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,233
COMMITMENTS
     591      324      123    6,999    7,600    7,713    8,047    1,520    1,186

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        157)
      -1       23       11      131      145      141      179       16      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      3.5      1.3     75.8     82.3     83.5     87.2     16.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        4        5       39       41       44       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,488
COMMITMENTS
     335      365      566    6,861    6,565    7,762    7,496      726      992

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        413)
     -23     -129      165      186      393      328      429       85      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      4.3      6.7     80.8     77.3     91.4     88.3      8.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5        4        6       44       48       51       56
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,909
COMMITMENTS
     275      100        0    2,102    2,034    2,377    2,134      532      775

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:         72)
       0        0      -10       80       65       70       55        2       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      3.4      0.0     72.3     69.9     81.7     73.4     18.3     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       17       15       19       16
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,144
COMMITMENTS
       0       76        0    1,725    1,709    1,725    1,785      419      359

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:         52)
       0        0        0       47       42       47       42        5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      0.0     80.5     79.7     80.5     83.3     19.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       17       18       17       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,583
COMMITMENTS
      60       66       20      971    1,069    1,051    1,155      532      428

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:         51)
       0        5       20       20        4       40       29       11       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      4.2      1.3     61.3     67.5     66.4     73.0     33.6     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       16       17       18       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       21,069
COMMITMENTS
       0        0        0   20,994   20,869   20,994   20,869       75      200

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        525)
       0        0        0      525      525      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6     99.1     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       19       20       19       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      396,061
COMMITMENTS
  34,987   19,401   72,986  250,381  268,914  358,353  361,300   37,708   34,761

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -6,187)
   2,118    1,174      604   -7,981   -6,692   -5,259   -4,914     -928   -1,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      4.9     18.4     63.2     67.9     90.5     91.2      9.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      28       24       39       79       78      128      126
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      119,809
COMMITMENTS
   1,233    6,855   23,998   87,454   84,196  112,684  115,049    7,125    4,760

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        479)
    -112      589     -245      705      110      347      454      132       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      5.7     20.0     73.0     70.3     94.1     96.0      5.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        6        8       11       11       19       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,779
COMMITMENTS
     500      716      350   14,929   14,713   15,779   15,779        0        0

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        698)
       0      150      -50      948      598      898      698     -200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      4.5      2.2     94.6     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       3        7        4       43       47       48       56
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,178
COMMITMENTS
     925      180      570   11,341   12,008   12,836   12,758      342      420

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:         75)
      75        0        0        0       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      1.4      4.3     86.1     91.1     97.4     96.8      2.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        2       27       21       31       23
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,268
COMMITMENTS
     588       96      226    2,308    2,309    3,122    2,631    1,146    1,637

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:         20)
      -7        0        3       14      -13       10      -10       10       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      2.2      5.3     54.1     54.1     73.1     61.6     26.9     38.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        2       15       18       18       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      904,287
COMMITMENTS
 155,573  247,594  307,583  364,143  306,067  827,299  861,244   76,989   43,043

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:    -14,167)
  -9,299   -9,383   20,307  -22,803  -23,831  -11,796  -12,908   -2,372   -1,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     27.4     34.0     40.3     33.8     91.5     95.2      8.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      90       98      146       85       77      260      248
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       55,875
COMMITMENTS
     715        0    1,986   46,016   46,867   48,717   48,853    7,158    7,022

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        235)
     -24        0        0    1,428    1,782    1,404    1,782   -1,169   -1,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      3.6     82.4     83.9     87.2     87.4     12.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       22       19       24       21
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       37,012
COMMITMENTS
     677        0    2,483   29,974   26,492   33,134   28,975    3,878    8,037

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        884)
     669     -163     -141      339      759      867      455       17      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      6.7     81.0     71.6     89.5     78.3     10.5     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       14       16       16       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       65,382
COMMITMENTS
       0        0        0   56,852   52,223   56,852   52,223    8,530   13,159

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:         74)
       0        0        0       74     -174       74     -174        0      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.0     79.9     87.0     79.9     13.0     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       22       18       22
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       69,787
COMMITMENTS
       0        0        0   60,599   66,419   60,599   66,419    9,188    3,368

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -173)
       0        0        0     -335      -61     -335      -61      162     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.8     95.2     86.8     95.2     13.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       18       18       18
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       76,485
COMMITMENTS
   1,835      177    5,675   61,330   61,821   68,840   67,673    7,645    8,812

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        483)
     256     -124      149      102      602      507      627      -24     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.2      7.4     80.2     80.8     90.0     88.5     10.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        4       21       24       25       28
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       74,419
COMMITMENTS
     736   10,774    1,679   66,994   45,424   69,409   57,877    5,010   16,542

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -137)
       0     -610      283    1,012     -823    1,295   -1,150   -1,432    1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     14.5      2.3     90.0     61.0     93.3     77.8      6.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       12       18       15       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       75,119
COMMITMENTS
   6,984    1,458    2,864   53,962   64,988   63,810   69,310   11,309    5,809

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -605)
     154        0     -267     -492     -552     -605     -819        0      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      1.9      3.8     71.8     86.5     84.9     92.3     15.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        4       19       22       24       26
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,723,971
COMMITMENTS
  72,340  105,346  550,116  1096151  1060932  1718606  1716393    5,365    7,577

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     18,351)
  -3,098    4,357    7,095   13,636    6,257   17,633   17,709      718      642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      6.1     31.9     63.6     61.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      41       35       66       64       65      137      134
 
 
TRANSCO ZONE 4 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-023A37
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       30,016
COMMITMENTS
   2,758        0        0   25,156   23,798   27,914   23,798    2,102    6,218

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.0      0.0     83.8     79.3     93.0     79.3      7.0     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       13       12       13
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       48,120
COMMITMENTS
   9,326    7,816   14,860   23,712   25,080   47,897   47,756      223      364

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        836)
     884       64     -771      566    1,385      679      678      157      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     16.2     30.9     49.3     52.1     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       10       14       20       22       34       39
 
 
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-023A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       32,621
COMMITMENTS
       0        0        0   27,142   28,108   27,142   28,108    5,479    4,513

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -856)
       0        0        0     -856     -856     -856     -856        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.2     86.2     83.2     86.2     16.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       15       13       15
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       66,527
COMMITMENTS
       0        0        0   65,541   64,147   65,541   64,147      986    2,380

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        248)
       0        0        0      248      248      248      248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5     96.4     98.5     96.4      1.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       19       17       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      157,800
COMMITMENTS
   5,099    6,609    4,104  143,081  142,153  152,285  152,866    5,515    4,934

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        242)
     132       90      -90      109     -125      151     -125       91      367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      4.2      2.6     90.7     90.1     96.5     96.9      3.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        1        4       37       37       42       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      122,595
COMMITMENTS
   1,147    3,715      783  110,207  112,413  112,137  116,911   10,458    5,684

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        432)
       0    1,896     -768    1,200     -696      432      432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      3.0      0.6     89.9     91.7     91.5     95.4      8.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       25       23       27       24
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      208,098
COMMITMENTS
   7,277    1,488   10,264  174,706  189,526  192,247  201,278   15,851    6,820

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -940)
  -1,788        0      968   -1,847   -2,746   -2,667   -1,778    1,727      838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.7      4.9     84.0     91.1     92.4     96.7      7.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        1        3       37       39       40       42
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       47,062
COMMITMENTS
       0    2,635    1,220   42,615   38,558   43,835   42,413    3,227    4,649

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:         90)
       0        0        0       90       90       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.6      2.6     90.6     81.9     93.1     90.1      6.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       16       12       17       13
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,710,043
COMMITMENTS
 659,958  170,479  771,555  1248186  1748131  2679699  2690165   30,344   19,878

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     58,735)
 -20,321   15,077   40,359   38,821     -566   58,859   54,870     -124    3,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      6.3     28.5     46.1     64.5     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      35       31       61      111      100      180      163
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,024,080
COMMITMENTS
 155,270  183,082  151,704  714,535  686,142  1021509  1020928    2,571    3,152

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     18,965)
  32,909    9,058   -5,631   -7,025   16,836   20,253   20,263   -1,288   -1,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     17.9     14.8     69.8     67.0     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      28       25       47       44       41       94       92
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        3,916
COMMITMENTS
       0    1,617        0    3,748    2,212    3,748    3,829      168       87

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        160)
       0      131        0      201      104      201      235      -41      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     41.3      0.0     95.7     56.5     95.7     97.8      4.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       21       15       21       17
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,202
COMMITMENTS
     118        0       25    1,427    1,678    1,570    1,703      632      499

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.0      1.1     64.8     76.2     71.3     77.3     28.7     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       20       21       22       23
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      191,309
COMMITMENTS
   1,002    1,832   13,158  173,557  175,371  187,717  190,360    3,592      948

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      3,219)
      24     -302      323    2,533    2,870    2,879    2,890      340      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.0      6.9     90.7     91.7     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        4        6       37       31       43       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,650
COMMITMENTS
       0      638      180   17,262   16,857   17,442   17,675    1,208      975

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        124)
       0       36        0       86      208       86      244       38     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      1.0     92.6     90.4     93.5     94.8      6.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       21       23       22       26
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,170
COMMITMENTS
       0        0        0   11,356   12,044   11,356   12,044    1,814    1,126

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -22        0      -22        0       22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.2     91.5     86.2     91.5     13.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       15       16       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,378
COMMITMENTS
       0    2,260      200   26,226   26,076   26,426   28,536    2,952      842

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        340)
       0        0        0      346      456      346      456       -6     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.7      0.7     89.3     88.8     90.0     97.1     10.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       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 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,399
COMMITMENTS
     574        0      116   10,021   10,887   10,711   11,003    1,688    1,396

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:         94)
     -70        0       16       76       78       22       94       72        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      0.9     80.8     87.8     86.4     88.7     13.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       17       16       19       18
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,269
COMMITMENTS
       0    3,225        0   35,014   32,001   35,014   35,226      255       43

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.1      0.0     99.3     90.7     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       49,193
COMMITMENTS
      36        6      768   47,472   47,798   48,277   48,572      916      620

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        778)
       4      -17       22      839      847      864      852      -86      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      1.6     96.5     97.2     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        2       27       25       29       27
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:       10,414
COMMITMENTS
       0        0        0    9,119    9,252    9,119    9,252    1,295    1,162

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        178)
       0        0        0       58      -68       58      -68      120      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.6     88.8     87.6     88.8     12.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       16       21       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,487
COMMITMENTS
       0        0        0   55,252   55,401   55,252   55,401      235       86

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       10       12       10
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      819,294
COMMITMENTS
       0        0        0  819,294  819,294  819,294  819,294        0        0

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       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 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,326
COMMITMENTS
       0        0        0   38,497   39,326   38,497   39,326      829        0

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.9    100.0     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       11       15       11
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      567,867
COMMITMENTS
       0        0        0  567,867  567,867  567,867  567,867        0        0

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       12       13       12       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       77,053
COMMITMENTS
       0        0        0   76,924   77,053   76,924   77,053      129        0

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        220)
       0        0        0      220      220      220      220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       16       15       16       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,318,974
COMMITMENTS
       0        0        0  1318974  1318974  1318974  1318974        0        0

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,568)
       0        0        0    1,568    1,568    1,568    1,568        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:       26)
       0        0        0       17       13       17       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      179,186
COMMITMENTS
   3,445        0        0  175,741  179,186  179,186  179,186        0        0

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      9,680)
       0        0        0    9,935    9,680    9,935    9,680     -255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.0     98.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        0       28       30       30       30
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,005,896
COMMITMENTS
       0        0        0  3005896  3005896  3005896  3005896        0        0

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:    175,180)
       0        0        0  175,180  175,180  175,180  175,180        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:       37)
       0        0        0       26       22       26       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       68,114
COMMITMENTS
       0    2,455        0   68,114   65,404   68,114   67,859        0      255

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     10,105)
       0        0        0   10,105   10,105   10,105   10,105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.0    100.0     96.0    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       25       19       25       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,214,859
COMMITMENTS
       0   68,360        0  1214859  1139859  1214859  1208219        0    6,640

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:    230,232)
       0        0        0  230,232  228,272  230,232  228,272        0    1,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.6      0.0    100.0     93.8    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       23       20       23       21
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,505
COMMITMENTS
   3,225      110        0   60,280   63,395   63,505   63,505        0        0

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:         22)
    -814      110        0      836      -88       22       22        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.2      0.0     94.9     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       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 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       10,445
COMMITMENTS
     258        0        0   10,016   10,127   10,274   10,127      171      318

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        -22)
       0        0        0      -22        0      -22        0        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.0     95.9     97.0     98.4     97.0      1.6      3.0

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 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       31,483
COMMITMENTS
       0      220        0   31,290   30,901   31,290   31,121      193      362

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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       17       14       17       15
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      638,982
COMMITMENTS
       0   58,825        0  638,982  580,157  638,982  638,982        0        0

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.2      0.0    100.0     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14        9       14       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,211,786
COMMITMENTS
  58,825   28,552        0  1152961  1183234  1211786  1211786        0        0

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:          0)
  -3,968        0        0    3,968        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      2.4      0.0     95.1     97.6    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 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,247
COMMITMENTS
      94        0      180   20,158   20,897   20,432   21,077      815      170

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        126)
      34      -21       22      117      162      173      163      -47      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.8     94.9     98.4     96.2     99.2      3.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        2       35       25       37       27
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,568
COMMITMENTS
      33        0       80    9,031    9,243    9,144    9,323      424      245

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        107)
      25        0       50       32       57      107      107        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.8     94.4     96.6     95.6     97.4      4.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       16       18       17       19
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,788
COMMITMENTS
       0        0        0    9,498    9,368    9,498    9,368      290      420

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:          5)
       0        0        0      190      375      190      375     -185     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.0     95.7     97.0     95.7      3.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       20       20       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,485,110
COMMITMENTS
 246,626  132,203  799,243  1364639  1471926  2410508  2403372   74,602   81,738

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:   -139,013)
  -5,336   -7,361  -64,462  -60,877  -59,910 -130,674 -131,733   -8,338   -7,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      5.3     32.2     54.9     59.2     97.0     96.7      3.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     121      103      165       82      100      287      295
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       75,820
COMMITMENTS
   3,426   23,656   21,538   50,161   27,668   75,125   72,862      695    2,958

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:    -13,931)
  -1,235   -3,872   -4,488   -8,005   -4,976  -13,728  -13,335     -203     -596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     31.2     28.4     66.2     36.5     99.1     96.1      0.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3       13       10       19       20       30       35
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      234,788
COMMITMENTS
  28,004   22,158   12,852  169,139  154,252  209,995  189,262   24,793   45,526

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,588)
      42      442      -39      427    2,499      430    2,902    1,158   -1,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      9.4      5.5     72.0     65.7     89.4     80.6     10.6     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        4        4       32       27       39       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      129,362
COMMITMENTS
  15,326    5,936   31,190   80,886   89,823  127,402  126,950    1,960    2,412

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -2,242)
  -1,925       48     -200     -199   -2,281   -2,324   -2,432       82      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      4.6     24.1     62.5     69.4     98.5     98.1      1.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      26       10       29       25       26       62       55
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      623,944
COMMITMENTS
  34,230    4,414  100,783  468,596  499,839  603,609  605,036   20,335   18,908

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -3,028)
    -807      165     -858     -898   -2,307   -2,563   -3,000     -464      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.7     16.2     75.1     80.1     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7        4       11       37       39       48       50
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,340
COMMITMENTS
     150       75      814   43,251   43,309   44,215   44,198      125      142

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,208)
     -50       50      300      833      733    1,083    1,083      125      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.2      1.8     97.5     97.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        2        4       47       43       51       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      116,030
COMMITMENTS
  12,312   28,790    8,708   90,640   72,209  111,660  109,707    4,370    6,323

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -4,318)
     158     -822     -939   -2,733   -2,643   -3,514   -4,404     -804       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     24.8      7.5     78.1     62.2     96.2     94.6      3.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4       12       11       25       24       38       38
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,058
COMMITMENTS
       0    3,624    5,327   27,998   23,734   33,325   32,685    1,733    2,373

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -3,724)
       0       50   -4,959    1,469    1,044   -3,490   -3,865     -234      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.3     15.2     79.9     67.7     95.1     93.2      4.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        5        4       15       16       19       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,925
COMMITMENTS
   5,250      300      300   17,310   22,305   22,860   22,905       65       20

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        -30)
       0        0        0      -50      -50      -50      -50       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      1.3      1.3     75.5     97.3     99.7     99.9      0.3      0.1

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 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,266
COMMITMENTS
  14,318    2,100      200    2,769   16,195   17,287   18,495    1,979      771

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -413)
    -385      112      -24        8     -539     -401     -451      -12       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.3     10.9      1.0     14.4     84.1     89.7     96.0     10.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      53       16        6       22       30       78       51
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       27,747
COMMITMENTS
  16,035    2,562      254    7,453   23,263   23,741   26,079    4,006    1,668

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -365)
    -246      238        9     -327     -597     -564     -350      199      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.8      9.2      0.9     26.9     83.8     85.6     94.0     14.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      39       17        4       16       29       57       49
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      289,924
COMMITMENTS
  54,619   10,979   39,435  178,586  223,776  272,639  274,190   17,284   15,734

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     16,493)
   1,172     -701      110   15,432   15,251   16,715   14,660     -222    1,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      3.8     13.6     61.6     77.2     94.0     94.6      6.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      48       29       51       80       88      155      150
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       28,760
COMMITMENTS
   6,220      157    1,653   16,474   22,574   24,347   24,384    4,413    4,376

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,362)
      28        0      356      916      951    1,300    1,307       62       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      0.5      5.7     57.3     78.5     84.7     84.8     15.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        1        7       18       19       25       26
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,450
COMMITMENTS
     290        0      750   16,165   17,481   17,205   18,231    1,245      219

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        375)
      40     -510      -20      230      930      250      400      125      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      4.1     87.6     94.7     93.3     98.8      6.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       17       11       19       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,723
COMMITMENTS
     250      190      300    6,123    6,183    6,673    6,673       50       50

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        410)
      50        0        0      310      360      360      360       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      2.8      4.5     91.1     92.0     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        4       30       31       35       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       98,367
COMMITMENTS
   3,157       50    1,569   92,598   96,514   97,324   98,133    1,043      234

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        663)
      30       50      120      488      443      638      613       25       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.1      1.6     94.1     98.1     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        1        2       40       33       45       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,431
COMMITMENTS
   1,200        0        0   25,091   26,076   26,291   26,076      140      355

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        965)
       0        0        0      960      985      960      985        5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      0.0     94.9     98.7     99.5     98.7      0.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       21       17       22       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,217
COMMITMENTS
     150      150        0    9,947   10,067   10,097   10,217      120        0

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.5      0.0     97.4     98.5     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        0       26       26       27       27
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,885
COMMITMENTS
   1,341        0      150   17,158   19,015   18,649   19,165    1,236      720

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        635)
       0        0      150      810      485      960      635     -325        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      0.8     86.3     95.6     93.8     96.4      6.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       30       23       32       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,857
COMMITMENTS
   1,270    2,471       76   18,084   16,837   19,430   19,384      427      473

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        -39)
     -32     -535       64     -122      400      -90      -71       51       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     12.4      0.4     91.1     84.8     97.8     97.6      2.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        2       32       38       36       43
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,429
COMMITMENTS
   1,425      482      347   11,619   12,503   13,391   13,332       38       97

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        459)
     342      134        0      115      325      457      459        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      3.6      2.6     86.5     93.1     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        2       24       22       28       26
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,055
COMMITMENTS
   2,171      484    1,979   26,499   30,720   30,649   33,183    4,406    1,872

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        240)
      37      -50      100       25      223      162      273       78      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      1.4      5.6     75.6     87.6     87.4     94.7     12.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       30       34       35       39
```

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Updated July 23, 2010