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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,513
COMMITMENTS
   1,490      669      300   34,470   35,484   36,260   36,453      253       60

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      1,302)
       0       45        0    1,327    1,284    1,327    1,329      -25      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      1.8      0.8     94.4     97.2     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        3        1       35       42       37       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,965
COMMITMENTS
       0        0        0   22,825   22,715   22,825   22,715      140      250

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        346)
       0        0        0      346      346      346      346        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4     98.9     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       29       29       29       29
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,117
COMMITMENTS
     128      216       91    5,081    5,394    5,300    5,701    1,817    1,416

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        282)
       0        0        0      189      186      189      186       93       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      3.0      1.3     71.4     75.8     74.5     80.1     25.5     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       21       19       22       21
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,735
COMMITMENTS
     525      280      116    7,536    8,008    8,177    8,404    1,558    1,331

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        138)
     -19       43       42       82       79      105      164       33      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      2.9      1.2     77.4     82.3     84.0     86.3     16.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        3        4       40       43       44       49
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,227
COMMITMENTS
     478      690      364    7,801    7,564    8,643    8,618      584      609

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        589)
      77      181       88      401      292      566      561       23       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      7.5      3.9     84.5     82.0     93.7     93.4      6.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       5        4        6       48       55       55       63
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,472
COMMITMENTS
     285      100       20    2,582    2,782    2,887    2,902      585      570

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        100)
      15        0        0      130      160      145      160      -45      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      2.9      0.6     74.4     80.1     83.2     83.6     16.8     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       21       23       23       25
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,750
COMMITMENTS
       0      111        0    2,366    2,305    2,366    2,416      384      334

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:         88)
       0        0        0      113       58      113       58      -25       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      0.0     86.0     83.8     86.0     87.9     14.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       23       22       23       24
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,927
COMMITMENTS
      60      101       20    1,190    1,411    1,270    1,532      657      395

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:         74)
      15        0        0       27      114       42      114       32      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      5.2      1.0     61.8     73.2     65.9     79.5     34.1     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       15       19       16       21
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       19,268
COMMITMENTS
       0        0        0   19,233   19,173   19,233   19,173       35       95

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        639)
       0        0        0      639      639      639      639        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8     99.5     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       21       19       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      391,396
COMMITMENTS
  39,941   15,628   64,667  244,222  279,217  348,831  359,512   42,565   31,884

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -10,624)
  -2,671    1,117   -2,033   -5,630   -7,711  -10,334   -8,628     -290   -1,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      4.0     16.5     62.4     71.3     89.1     91.9     10.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      34       16       37       71       78      121      120
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      123,248
COMMITMENTS
   1,695    7,952   26,609   90,141   86,091  118,445  120,652    4,803    2,596

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -3,684)
     463     -439    2,146   -4,540   -2,659   -1,931     -953   -1,753   -2,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      6.5     21.6     73.1     69.9     96.1     97.9      3.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        6        9       13       13       22       23
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,367
COMMITMENTS
     725      768      675   15,787   15,744   17,187   17,187      180      180

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      2,736)
      50      150      250    2,321    2,206    2,621    2,606      115      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      4.4      3.9     90.9     90.7     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       3        6        4       48       50       53       58
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,619
COMMITMENTS
   1,572      550      400   13,248   14,179   15,220   15,129      399      490

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:         35)
      75        0        0       65       35      140       35     -105        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      3.5      2.6     84.8     90.8     97.4     96.9      2.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        2       30       30       35       33
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,472
COMMITMENTS
   3,758        0      596    6,766   10,446   11,120   11,042      352      430

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0      -60      -60      -60      -60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8      0.0      5.2     59.0     91.1     96.9     96.3      3.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        2        8       17       11       19
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,509
COMMITMENTS
     764      104      135    2,488    2,617    3,387    2,856    1,122    1,653

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:         67)
     -30        0        0       71      -23       41      -23       26       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      2.3      3.0     55.2     58.0     75.1     63.3     24.9     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        3       15       17       18       21
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,368
COMMITMENTS
     143      300        0      975      968    1,118    1,268      250      100

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     21.9      0.0     71.3     70.8     81.7     92.7     18.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        4        0        7       10        8       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      885,962
COMMITMENTS
 157,543  243,826  283,731  365,344  318,073  806,618  845,630   79,344   40,332

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -82,796)
   2,698    3,410  -74,329   -6,177  -11,200  -77,808  -82,119   -4,988     -677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     27.5     32.0     41.2     35.9     91.0     95.4      9.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      96       84      130       86       78      251      233
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       58,562
COMMITMENTS
   1,095        0    1,986   47,527   47,379   50,608   49,365    7,954    9,197

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:         44)
     -16        0        0      124       62      108       62      -64      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      3.4     81.2     80.9     86.4     84.3     13.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       22       19       24       21
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       39,478
COMMITMENTS
     442    1,682    2,118   33,451   27,337   36,011   31,137    3,467    8,341

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      1,691)
       0      798     -457    2,303      310    1,846      651     -155    1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      4.3      5.4     84.7     69.2     91.2     78.9      8.8     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       15       17       18       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       68,098
COMMITMENTS
       0        0        0   59,744   55,220   59,744   55,220    8,354   12,878

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        760)
       0        0        0      760      760      760      760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.7     81.1     87.7     81.1     12.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       21       18       21
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       73,960
COMMITMENTS
       0        0        0   62,219   70,083   62,219   70,083   11,741    3,877

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        -54)
       0        0        0      -74        8      -74        8       20      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.1     94.8     84.1     94.8     15.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       18       17       18
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       83,755
COMMITMENTS
   1,336      456    6,902   67,062   66,609   75,300   73,967    8,455    9,788

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        -34)
    -607     -738      397       -5      235     -215     -106      181       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.5      8.2     80.1     79.5     89.9     88.3     10.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        4       20       24       24       28
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       78,745
COMMITMENTS
   1,325    9,268    2,053   68,213   50,816   71,591   62,137    7,154   16,608

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        633)
       0     -127      432      129      -44      561      261       72      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     11.8      2.6     86.6     64.5     90.9     78.9      9.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       11       18       15       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       78,927
COMMITMENTS
   4,277    1,496    4,481   56,409   66,031   65,167   72,008   13,760    6,919

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        129)
      -5        0      -19      292       46      268       27     -139      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      1.9      5.7     71.5     83.7     82.6     91.2     17.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        3       17       21       21       24
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,683,052
COMMITMENTS
  68,445   96,108  540,889  1067638  1037681  1676972  1674678    6,080    8,374

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:   -115,082)
  -9,428  -12,922  -53,704  -51,766  -47,780 -114,897 -114,405     -185     -677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.7     32.1     63.4     61.7     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      38       32       60       61       61      126      126
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       52,133
COMMITMENTS
   8,923    2,748    9,378   22,356   23,029   40,657   35,154   11,476   16,979

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      4,605)
    -686   -5,472   -4,268      525     -415   -4,430  -10,155    9,034   14,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      5.3     18.0     42.9     44.2     78.0     67.4     22.0     32.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        9       12       18       18       31       34
 
 
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-023A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       36,922
COMMITMENTS
       0        0        0   31,560   34,262   31,560   34,262    5,362    2,660

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -283)
       0        0        0     -372     -434     -372     -434       89      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     85.5     92.8     85.5     92.8     14.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       16       15       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       75,362
COMMITMENTS
       0        0        0   74,050   72,548   74,050   72,548    1,312    2,814

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      4,696)
       0        0        0    5,064    4,696    5,064    4,696     -368        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.3     96.3     98.3     96.3      1.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       19       18       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      166,736
COMMITMENTS
   5,738    6,259    4,735  149,945  150,345  160,418  161,339    6,318    5,397

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        751)
      46        0     -225      438    1,060      259      835      492      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      3.8      2.8     89.9     90.2     96.2     96.8      3.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        4       37       38       42       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      127,622
COMMITMENTS
   1,550    2,167    1,955  113,042  117,205  116,547  121,328   11,075    6,294

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      2,076)
       0      734     -337    2,413    1,679    2,076    2,076       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.7      1.5     88.6     91.8     91.3     95.1      8.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       26       23       28       24
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      222,277
COMMITMENTS
  11,371    1,364    9,822  187,083  204,865  208,275  216,050   14,002    6,227

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        801)
  -1,371        0      443    2,284      885    1,356    1,328     -555     -527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.6      4.4     84.2     92.2     93.7     97.2      6.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        1        4       38       41       42       45
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       50,745
COMMITMENTS
       0    2,801    1,312   45,874   41,256   47,186   45,369    3,559    5,376

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      2,202)
       0        0        0    2,202    2,140    2,202    2,140        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      2.6     90.4     81.3     93.0     89.4      7.0     10.6

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 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,631,096
COMMITMENTS
 700,222  147,100  714,531  1188017  1755485  2602770  2617116   28,326   13,980

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:   -175,714)
   4,493   -4,547 -128,075  -53,419  -42,841 -177,001 -175,463    1,287     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      5.6     27.2     45.2     66.7     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      37       25       58      109      101      174      159
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      947,960
COMMITMENTS
 120,466  171,057  137,359  686,581  635,047  944,406  943,463    3,554    4,497

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -84,132)
 -42,465  -27,401  -26,849  -14,991  -30,252  -84,305  -84,502      173      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     18.0     14.5     72.4     67.0     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      25       21       38       46       40       87       83
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        4,891
COMMITMENTS
      30    1,465        0    4,649    3,254    4,679    4,719      212      172

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        107)
       0        0        0      107       41      107       41        0       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     30.0      0.0     95.1     66.5     95.7     96.5      4.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       17       19       18       20
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,459
COMMITMENTS
      88        0        0    2,331    2,374    2,419    2,374       40       85

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        235)
       0        0        0      235      170      235      170        0       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      0.0     94.8     96.5     98.4     96.5      1.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       11       18       12       18
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,029
COMMITMENTS
      51        0        2    1,113    1,363    1,166    1,365      863      664

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.1     54.9     67.2     57.5     67.3     42.5     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       20       18       21       19
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      184,173
COMMITMENTS
     758    2,437   10,778  167,924  170,029  179,460  183,245    4,713      928

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -3,720)
      59       84     -615   -4,464   -3,368   -5,020   -3,899    1,300      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      1.3      5.9     91.2     92.3     97.4     99.5      2.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        4        6       37       31       43       37
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,809
COMMITMENTS
     604      149        0    6,459    7,183    7,063    7,332      746      477

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      1.9      0.0     82.7     92.0     90.4     93.9      9.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       11       12       12       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,522
COMMITMENTS
       0      870      220   18,237   17,259   18,457   18,349    1,065    1,173

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -608)
       0        0        0     -646     -622     -646     -622       38       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.5      1.1     93.4     88.4     94.5     94.0      5.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       23       23       24       26
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,833
COMMITMENTS
       0        0        0   12,003   12,643   12,003   12,643    1,830    1,190

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        -24)
       0        0        0      -81      -14      -81      -14       57      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.8     91.4     86.8     91.4     13.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       15       16       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,422
COMMITMENTS
       0    2,410      200   27,206   26,836   27,406   29,446    3,016      976

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        104)
       0        0        0      104      104      104      104        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.9      0.7     89.4     88.2     90.1     96.8      9.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       24       22       26       24
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,819
COMMITMENTS
     792        0       80   10,717   11,346   11,589   11,426    1,230    1,393

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        136)
     232        0     -180      522      216      574       36     -438      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.0      0.6     83.6     88.5     90.4     89.1      9.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       18       16       20       18
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,337
COMMITMENTS
       0    3,555        0   37,082   33,739   37,082   37,294      255       43

CHANGES FROM 06/22/10 (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      9.5      0.0     99.3     90.4     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 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       49,291
COMMITMENTS
     125       13      725   47,177   47,999   48,027   48,737    1,264      554

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -265)
     -48        2      -17     -614     -101     -679     -116      413     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      1.5     95.7     97.4     97.4     98.9      2.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       28       26       30       28
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| 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:       10,802
COMMITMENTS
       0        0        0    9,468    9,860    9,468    9,860    1,334      942

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        118)
       0        0        0      166      166      166      166      -48      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.7     91.3     87.7     91.3     12.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       17       21       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,531
COMMITMENTS
       0        0        0   56,274   56,445   56,274   56,445      257       86

CHANGES FROM 06/22/10 (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     99.5     99.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       10       11       10
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      833,462
COMMITMENTS
       0        0        0  833,462  833,462  833,462  833,462        0        0

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      2,040)
       0        0        0    2,040    2,040    2,040    2,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       10       12       10
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       41,350
COMMITMENTS
       0        0        0   40,499   41,328   40,499   41,328      851       22

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      1,255)
       0        0        0      745    1,384      745    1,384      510     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.9     99.9     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       11       14       11
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      587,003
COMMITMENTS
       0        0        0  587,003  587,003  587,003  587,003        0        0

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       12       12       12
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       81,494
COMMITMENTS
       0        0        0   81,343   81,494   81,343   81,494      151        0

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       15       14       15       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,384,573
COMMITMENTS
       0        0        0  1384573  1384573  1384573  1384573        0        0

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       12       16       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      175,748
COMMITMENTS
   3,445        0      220  171,828  175,528  175,493  175,748      255        0

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        744)
     860     -220      220     -591      744      489      744      255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.1     97.8     99.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        1       27       30       29       31
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,898,681
COMMITMENTS
       0        0        0  2898681  2898681  2898681  2898681        0        0

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      8,666)
       0        0        0    8,666    8,666    8,666    8,666        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       25       22       25       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,421
COMMITMENTS
       0    2,565        0   60,421   57,856   60,421   60,421        0        0

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        446)
       0        0        0      446      446      446      446        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      0.0    100.0     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       24       19       24       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,020,427
COMMITMENTS
       0   70,200        0  1020427  950,227  1020427  1020427        0        0

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      5,240)
       0        0        0    5,240    5,240    5,240    5,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.9      0.0    100.0     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       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 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       63,074
COMMITMENTS
   4,437      110        0   58,637   62,964   63,074   63,074        0        0

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      1,530)
       0        0        0    1,530    1,530    1,530    1,530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.2      0.0     93.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        0       22       27       24       28
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       11,611
COMMITMENTS
     258        0        0   11,050   11,271   11,308   11,271      303      340

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:         65)
       0        0        0        0      281        0      281       65     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.0      0.0     95.2     97.1     97.4     97.1      2.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       14       18       14
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      672,838
COMMITMENTS
       0   64,345        0  672,838  608,493  672,838  672,838        0        0

CHANGES FROM 06/22/10 (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      9.6      0.0    100.0     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14        9       14       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,256,026
COMMITMENTS
  69,417   28,552        0  1186601  1227474  1256018  1256026        8        0

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     23,400)
       0        0        0   23,392   23,400   23,392   23,400        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      2.3      0.0     94.5     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        0       25       24       27       26
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,285
COMMITMENTS
      35       28      125   21,233   21,911   21,393   22,064      892      221

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        138)
       0        0        1       77      137       78      138       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.1      0.6     95.3     98.3     96.0     99.0      4.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        2       39       34       41       36
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,616
COMMITMENTS
     185        0        0   15,753   16,560   15,938   16,560      678       56

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        231)
       0        0        0      216      255      216      255       15      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.0     94.8     99.7     95.9     99.7      4.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       20       18       20
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,365
COMMITMENTS
       0       17       13   10,055   10,260   10,068   10,290      297       75

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:         -5)
       0       10      -10       20      -20       10      -20      -15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.1     97.0     99.0     97.1     99.3      2.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       16       21       17       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,522
COMMITMENTS
       0        0        0   10,057    9,834   10,057    9,834      465      688

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        152)
       0        0        0       47       82       47       82      105       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.6     93.5     95.6     93.5      4.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       26       21       26       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,590,346
COMMITMENTS
 250,161  149,362  852,251  1396598  1502960  2499009  2504573   91,337   85,773

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     18,488)
  -5,243      768   14,505     -378   -4,224    8,884   11,049    9,604    7,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      5.8     32.9     53.9     58.0     96.5     96.7      3.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     132      108      176       88      102      310      308
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       94,774
COMMITMENTS
   1,652   30,385   28,935   63,481   32,368   94,068   91,687      707    3,087

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      1,969)
     115   -2,029    3,736   -1,381    1,109    2,470    2,817     -502     -848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     32.1     30.5     67.0     34.2     99.3     96.7      0.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3       14       12       22       22       35       38
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      252,221
COMMITMENTS
  40,522   24,384   14,390  175,208  166,637  230,120  205,411   22,101   46,810

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        868)
      31    2,067       16    2,592    2,186    2,639    4,269   -1,771   -3,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      9.7      5.7     69.5     66.1     91.2     81.4      8.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        4        6       32       28       40       36
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      137,106
COMMITMENTS
  19,183    6,047   28,600   87,133  100,204  134,916  134,852    2,190    2,254

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -482)
  -2,064      517    2,044     -493   -3,017     -513     -456       31      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      4.4     20.9     63.6     73.1     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      23        8       26       26       27       59       53
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      659,764
COMMITMENTS
  38,209    3,941  109,976  489,434  526,266  637,619  640,183   22,145   19,581

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     13,283)
   1,320      200   -1,766   13,163   13,869   12,717   12,302      566      981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.6     16.7     74.2     79.8     96.6     97.0      3.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        4       11       40       41       51       52
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,473
COMMITMENTS
     550      156      601   53,092   53,486   54,243   54,243      230      230

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      2,727)
      50        0        2    2,719    2,769    2,771    2,771      -44      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.3      1.1     97.5     98.2     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        3        3       48       45       53       50
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      117,625
COMMITMENTS
  12,537   29,362    5,791   94,033   76,300  112,361  111,453    5,264    6,172

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        -86)
       0   -2,155        0      -67    1,988      -67     -167      -19       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     25.0      4.9     79.9     64.9     95.5     94.8      4.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7       11       11       25       24       40       38
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,289
COMMITMENTS
       0    3,874   10,573   25,932   22,211   36,505   36,658    1,784    1,631

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        287)
       0        0     -100      259      264      159      164      128      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.1     27.6     67.7     58.0     95.3     95.7      4.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        5        6       15       16       21       25
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       80,790
COMMITMENTS
     732        0    1,140   47,647   46,941   49,519   48,081   31,271   32,709

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        456)
       0        0        0      274      167      274      167      182      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      1.4     59.0     58.1     61.3     59.5     38.7     40.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       19       18       20       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,535
COMMITMENTS
   4,744      450      300   18,140   22,785   23,184   23,535      351        0

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:         45)
       0        0        0        0       90        0       90       45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      1.9      1.3     77.1     96.8     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        1       27       30       30       31
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,467
COMMITMENTS
  14,952    2,485      117    3,254   17,101   18,323   19,703    2,144      764

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -1,323)
  -1,266      113      -94      152   -1,370   -1,208   -1,351     -115       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.1     12.1      0.6     15.9     83.6     89.5     96.3     10.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      63       22        6       21       30       88       55
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       29,665
COMMITMENTS
  17,579    2,329      452    7,702   25,719   25,733   28,500    3,932    1,165

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -1,224)
    -606      344       17      104   -1,257     -485     -896     -739     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.3      7.9      1.5     26.0     86.7     86.7     96.1     13.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      49       22        4       18       31       70       56
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      263,177
COMMITMENTS
  56,816   12,285   33,937  156,016  205,509  246,769  251,731   16,408   11,446

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -23,098)
  -1,904     -932   -6,484  -10,451  -12,337  -18,839  -19,753   -4,259   -3,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      4.7     12.9     59.3     78.1     93.8     95.7      6.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      47       32       45       79       90      153      144
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       30,877
COMMITMENTS
   7,189      130    1,381   17,476   25,259   26,046   26,770    4,831    4,107

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        807)
     672        0      -98      262      975      836      877      -29      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      0.4      4.5     56.6     81.8     84.4     86.7     15.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        1        7       18       23       25       30
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,411
COMMITMENTS
     250    1,550      300   17,776   17,136   18,326   18,986    1,085      425

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        242)
       0        0        0      227      242      227      242       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      8.0      1.5     91.6     88.3     94.4     97.8      5.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       18       11       20       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,485
COMMITMENTS
     500      390      300    7,535    7,645    8,335    8,335      150      150

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        363)
       0      100        0      313      213      313      313       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      4.6      3.5     88.8     90.1     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        3       31       35       35       41
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:      102,921
COMMITMENTS
   2,910      316    1,796   96,972  100,625  101,678  102,737    1,243      184

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      3,324)
    -100        0        0    3,424    3,324    3,324    3,324        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.3      1.7     94.2     97.8     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        1        2       40       36       44       38
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,645
COMMITMENTS
   1,455        0        0   23,180   24,280   24,635   24,280       10      365

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        407)
      55        0        0      355      407      410      407       -3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0      0.0     94.1     98.5    100.0     98.5      0.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        0       20       19       22       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,957
COMMITMENTS
     200      550        0   11,757   11,407   11,957   11,957        0        0

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      4.6      0.0     98.3     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        3        0       29       28       30       31
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,407
COMMITMENTS
     159        0       85    1,941    2,268    2,185    2,353    1,222    1,054

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        -37)
     -75        0        0       -7       18      -82       18       45      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      2.5     57.0     66.6     64.1     69.1     35.9     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       14       17       16       18
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,913
COMMITMENTS
     616       50        0   18,891   20,143   19,507   20,193    1,406      720

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        818)
       0        0        0      788      818      788      818       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.2      0.0     90.3     96.3     93.3     96.6      6.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        0       26       20       28       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,974
COMMITMENTS
   1,286    2,445       37   19,391   18,226   20,714   20,708      260      266

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:         41)
     144       96        0       -7      -76      137       20      -96       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     11.7      0.2     92.5     86.9     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        4        2       36       39       40       44
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,342
COMMITMENTS
   1,627        0      297   12,380   13,989   14,304   14,286       38       56

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      1,077)
     173        0        0      884    1,057    1,057    1,057       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      0.0      2.1     86.3     97.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        1       29       28       32       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,483
COMMITMENTS
   2,442      763    1,799   28,718   32,662   32,959   35,224    4,524    2,259

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:         19)
     -75      -37       94     -150      -38     -131       19      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      2.0      4.8     76.6     87.1     87.9     94.0     12.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        3        5       30       37       36       43
```

----

Updated July 2, 2010