```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,064
COMMITMENTS
   1,623      886       50   35,133   36,058   36,806   36,994      258       70

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        786)
       0      -16       -1      787      803      786      786        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      2.4      0.1     94.8     97.3     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        5        1       36       38       38       43
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,030
COMMITMENTS
       0        0        0   22,779   22,750   22,779   22,750      251      280

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        749)
       0        0        0      749      749      749      749        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.9     98.8     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       26       27       26       27
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,872
COMMITMENTS
     109      216      110    5,134    5,346    5,353    5,672    1,519    1,200

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:         29)
       0        0        0       12       40       12       40       17      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      3.1      1.6     74.7     77.8     77.9     82.5     22.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       19       18       20       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,290
COMMITMENTS
     382      253       55    8,340    8,701    8,777    9,009    1,513    1,281

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:         95)
     128       -5       25       12      -41      165      -21      -70      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      2.5      0.5     81.0     84.6     85.3     87.6     14.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        2        2       43       45       46       49
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,423
COMMITMENTS
     441      533       53    8,095    8,064    8,589    8,650      834      773

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        416)
     -16       11        2      260      159      246      172      170      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      5.7      0.6     85.9     85.6     91.1     91.8      8.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       4        3        5       51       61       58       66
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,729
COMMITMENTS
     395        0       20    2,500    3,160    2,915    3,180      814      549

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:         18)
     -15        0       10      -40      -12      -45       -2       63       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      0.0      0.5     67.0     84.7     78.2     85.3     21.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       18       23       20       24
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,534
COMMITMENTS
       0       70        0    2,024    2,034    2,024    2,104      510      430

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        183)
       0      -50        0      184      223      184      173       -1       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.8      0.0     79.9     80.3     79.9     83.0     20.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       22       19       22       21
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,876
COMMITMENTS
      30       65       35    1,227    1,291    1,292    1,391      584      485

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        216)
       5        0       -5      228      226      228      221      -12       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      3.5      1.9     65.4     68.8     68.9     74.1     31.1     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       18       21       19       23
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       18,549
COMMITMENTS
       0        0        0   18,529   18,444   18,529   18,444       20      105

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        385)
       0        0        0      385      385      385      385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9     99.4     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       21       16       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      360,845
COMMITMENTS
  37,191   23,539   62,086  222,022  243,523  321,299  329,148   39,546   31,697

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -4,438)
  -1,510   -1,966    2,645   -4,024   -5,744   -2,889   -5,064   -1,548      627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      6.5     17.2     61.5     67.5     89.0     91.2     11.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      28       25       40       73       79      122      129
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      106,688
COMMITMENTS
   1,006    6,841   22,480   77,321   72,460  100,807  101,781    5,881    4,907

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -814)
    -252     -895     -253     -184      582     -690     -567     -124     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      6.4     21.1     72.5     67.9     94.5     95.4      5.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        7       13       13       20       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       18,764
COMMITMENTS
     900      900      377   16,669   17,235   17,946   18,512      818      252

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      2,052)
     100      -25      177    1,125    1,798    1,402    1,950      650      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      4.8      2.0     88.8     91.9     95.6     98.7      4.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3        4        2       47       53       51       58
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,209
COMMITMENTS
   1,197      400      400   13,213   13,919   14,810   14,719      399      490

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -3,231)
    -972     -250      -25   -2,177   -2,911   -3,174   -3,186      -57      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      2.6      2.6     86.9     91.5     97.4     96.8      2.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       28       28       32       31
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,722
COMMITMENTS
   2,708        0      812    6,850    9,480   10,370   10,292      352      430

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -1,668)
    -857        0       42     -885   -1,570   -1,700   -1,528       32     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      0.0      7.6     63.9     88.4     96.7     96.0      3.3      4.0

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 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,849
COMMITMENTS
   1,053      112      125    2,572    3,099    3,750    3,336    1,099    1,513

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        116)
      52        0      -10       33      108       75       98       41       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      2.3      2.6     53.0     63.9     77.3     68.8     22.7     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        3       17       17       20       21
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      973,546
COMMITMENTS
 161,957  254,534  354,218  371,516  307,974  887,690  916,726   85,856   56,820

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      3,292)
    -721   -6,553    8,072  -13,059   -4,344   -5,707   -2,824    8,999    6,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     26.1     36.4     38.2     31.6     91.2     94.2      8.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      84       92      127       87       74      244      234
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       57,629
COMMITMENTS
     787      903    1,373   44,484   45,372   46,644   47,648   10,985    9,981

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -3,354)
    -327      -14       -8   -3,464   -3,876   -3,799   -3,898      445      544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      1.6      2.4     77.2     78.7     80.9     82.7     19.1     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       21       17       23       19
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       36,698
COMMITMENTS
     194      756    2,783   29,042   24,376   32,019   27,915    4,679    8,783

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -2,546)
      60     -242     -360   -2,336   -3,276   -2,636   -3,878       90    1,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.1      7.6     79.1     66.4     87.2     76.1     12.8     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       12       15       14       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       67,038
COMMITMENTS
       0        0        0   58,624   54,580   58,624   54,580    8,414   12,458

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      3,444)
       0        0        0    4,448    4,270    4,448    4,270   -1,004     -826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.4     81.4     87.4     81.4     12.6     18.6

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 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       75,041
COMMITMENTS
       0        0        0   62,446   70,896   62,446   70,896   12,595    4,145

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      180        0      180        0      -60      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.2     94.5     83.2     94.5     16.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       19       18       19
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       90,001
COMMITMENTS
   1,758    3,861    6,046   74,964   75,191   82,768   85,098    7,233    4,903

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        -93)
     -93        0        0      184      -93       91      -93     -184        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      4.3      6.7     83.3     83.5     92.0     94.6      8.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        4       21       26       25       32
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,969
COMMITMENTS
   1,224    8,741    2,935   72,162   58,901   76,321   70,577    6,648   12,392

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        799)
       0    1,001      -31      830     -171      799      799        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     10.5      3.5     87.0     71.0     92.0     85.1      8.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       12       20       15       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,102
COMMITMENTS
   6,382    1,866    4,370   56,540   70,023   67,292   76,259   14,810    5,843

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        155)
      91        0       64      614    1,487      769    1,551     -614   -1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      2.3      5.3     68.9     85.3     82.0     92.9     18.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        3       20       23       25       26
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,625,989
COMMITMENTS
  74,018   94,357  538,140  1007806  984,674  1619964  1617171    6,024    8,818

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     25,419)
  -7,129    2,176   14,250   18,601    8,852   25,722   25,278     -302      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      5.8     33.1     62.0     60.6     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      44       27       61       65       61      131      127
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       35,042
COMMITMENTS
  10,371    8,512   13,763   10,113   11,646   34,247   33,921      796    1,121

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      2,090)
     229      724      296    1,240      635    1,765    1,654      326      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     24.3     39.3     28.9     33.2     97.7     96.8      2.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7       11       14       11       13       26       30
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       70,697
COMMITMENTS
       0        0        0   69,017   67,883   69,017   67,883    1,680    2,814

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -8,086)
    -720        0        0   -6,990   -7,666   -7,710   -7,666     -376     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.6     96.0     97.6     96.0      2.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       16       16       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      175,943
COMMITMENTS
   3,641    8,107    3,892  162,458  158,707  169,991  170,706    5,952    5,237

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:    -13,569)
    -899     -833     -591  -11,909  -12,047  -13,399  -13,471     -171      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      4.6      2.2     92.3     90.2     96.6     97.0      3.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        3       37       38       41       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      125,745
COMMITMENTS
   1,550    1,942    1,992  111,379  115,379  114,921  119,313   10,825    6,432

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -5,996)
    -300      -17     -222   -4,594   -5,363   -5,116   -5,602     -881     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.5      1.6     88.6     91.8     91.4     94.9      8.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       24       23       26       24
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      216,644
COMMITMENTS
   5,700      360   10,238  182,767  198,154  198,705  208,752   17,939    7,892

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:    -11,888)
    -162     -120     -895   -9,393  -10,603  -10,450  -11,618   -1,438     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.2      4.7     84.4     91.5     91.7     96.4      8.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        3       35       38       38       41
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       54,157
COMMITMENTS
   1,446    1,319      848   46,036   46,304   48,329   48,471    5,828    5,686

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -2,729)
    -400        0        0   -2,187   -2,751   -2,586   -2,750     -143       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      2.4      1.6     85.0     85.5     89.2     89.5     10.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        2       12       11       15       15
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,796,985
COMMITMENTS
 670,082  154,994  860,422  1232669  1760563  2763173  2775979   33,812   21,006

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:    -71,803)
 -23,295   17,953  -24,197  -33,695  -68,298  -81,187  -74,542    9,384    2,739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      5.5     30.8     44.1     62.9     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      36       27       58      108       98      173      156
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      924,497
COMMITMENTS
 108,216  193,321  148,498  663,487  577,425  920,201  919,244    4,296    5,253

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:   -104,203)
 -24,023  -24,818  -33,023  -49,311  -48,011 -106,357 -105,852    2,154    1,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     20.9     16.1     71.8     62.5     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      22       23       38       46       42       88       83
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        4,207
COMMITMENTS
      30    1,433        0    3,819    2,579    3,849    4,012      358      195

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -934)
     -30      -28        0   -1,015     -809   -1,045     -837      111      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     34.1      0.0     90.8     61.3     91.5     95.4      8.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       13       15       14       17
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,026
COMMITMENTS
      65        0        8    1,182    1,388    1,255    1,396      771      630

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        103)
     -11        0        0      -13      128      -24      128      127      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      0.4     58.3     68.5     61.9     68.9     38.1     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       20       21       22       22
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      179,785
COMMITMENTS
     824    2,140   11,351  164,553  165,563  176,727  179,053    3,057      732

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -7,402)
    -441      285     -104   -7,236   -7,534   -7,782   -7,354      379      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.2      6.3     91.5     92.1     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        6       37       31       44       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,535
COMMITMENTS
       0    1,102      220   18,200   17,222   18,420   18,544    1,115      991

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -893)
       0       12      -52     -806     -686     -858     -726      -35     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.6      1.1     93.2     88.2     94.3     94.9      5.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       22       25       23       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,907
COMMITMENTS
       0    2,410      200   27,033   26,403   27,233   29,013    2,674      894

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -663)
       0       10        0   -1,105     -645   -1,105     -635      442      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.1      0.7     90.4     88.3     91.1     97.0      8.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       25       21       27       23
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,249
COMMITMENTS
     522        0      180    9,901   10,838   10,603   11,018    1,646    1,231

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -466)
     -40        0      -20     -614     -659     -674     -679      208      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      1.5     80.8     88.5     86.6     90.0     13.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       17       15       19       17
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,237
COMMITMENTS
       0    3,555        0   31,982   28,639   31,982   32,194      255       43

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.0      0.0     99.2     88.8     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,050
COMMITMENTS
     184        1      753   46,078   46,346   47,016   47,100    1,035      950

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -2,574)
       0        1       10   -2,507   -2,513   -2,497   -2,502      -77      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      1.6     95.9     96.5     97.8     98.0      2.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       24       22       26       24
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| 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:       10,268
COMMITMENTS
       0        0        0    9,074    9,322    9,074    9,322    1,194      946

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -688)
       0        0        0     -640     -670     -640     -670      -48      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.4     90.8     88.4     90.8     11.6      9.2

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 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,577
COMMITMENTS
       0        0        0   55,320   55,491   55,320   55,491      257       86

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -2,880)
       0        0        0   -2,880   -2,880   -2,880   -2,880        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 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      817,310
COMMITMENTS
       0        0        0  817,310  817,310  817,310  817,310        0        0

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:    -61,480)
       0        0        0  -61,480  -61,480  -61,480  -61,480        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:       20)
       0        0        0       12        9       12        9
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,923
COMMITMENTS
       0        0        0   39,582   39,772   39,582   39,772      341      151

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -1,380)
       0        0        0   -1,320   -1,360   -1,320   -1,360      -60      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1     99.6     99.1     99.6      0.9      0.4

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 06/01/10          |
--------------------------------------------------------------| 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 05/25/10 (CHANGE IN OPEN INTEREST:    -17,384)
       0        0        0  -17,384  -17,384  -17,384  -17,384        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 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       81,830
COMMITMENTS
       0        0        0   81,679   81,830   81,679   81,830      151        0

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -4,240)
       0     -300        0   -4,240   -3,940   -4,240   -4,240        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 06/01/10          |
--------------------------------------------------------------| 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 05/25/10 (CHANGE IN OPEN INTEREST:    -80,984)
       0   -4,240        0  -80,984  -76,744  -80,984  -80,984        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 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      167,878
COMMITMENTS
     220      220        0  167,658  167,658  167,878  167,878        0        0

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -7,138)
    -420        0        0   -6,718   -7,038   -7,138   -7,038        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.1      0.0     99.9     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        0       25       27       26       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,789,728
COMMITMENTS
       0        0        0  2789728  2789728  2789728  2789728        0        0

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:   -137,880)
  -4,664   -8,480        0 -133,216 -129,400 -137,880 -137,880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       23       22       23       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,445
COMMITMENTS
       0    2,565        0   59,445   56,880   59,445   59,445        0        0

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -2,420)
       0     -100        0   -2,420   -2,320   -2,420   -2,420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       24       17       24       18
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,012,849
COMMITMENTS
       0   70,200        0  1012849  942,649  1012849  1012849        0        0

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:    -46,456)
       0   -2,120        0  -46,456  -44,336  -46,456  -46,456        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:       28)
       0        1        0       21       19       21       20
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,887
COMMITMENTS
   4,009      110        0   51,878   55,777   55,887   55,887        0        0

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -2,195)
     154        0        0   -2,349   -2,195   -2,195   -2,195        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.2      0.0     92.8     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 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       11,267
COMMITMENTS
     258        0        0   10,792   10,732   11,050   10,732      217      535

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -720)
     -84        0        0     -616     -700     -700     -700      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      0.0     95.8     95.3     98.1     95.3      1.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       13       17       13
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      578,998
COMMITMENTS
       0   64,345        0  578,998  514,653  578,998  578,998        0        0

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:    -31,008)
       0   -6,360        0  -31,008  -24,648  -31,008  -31,008        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.1      0.0    100.0     88.9    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 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,110,680
COMMITMENTS
  68,649   28,552        0  1042031  1082128  1110680  1110680        0        0

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:    -41,304)
  -2,056        0        0  -39,248  -41,304  -41,304  -41,304        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      2.6      0.0     93.8     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        0       25       23       27       25
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,571
COMMITMENTS
      70       56      222   20,630   21,003   20,922   21,281      649      290

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        364)
       0      -10      -27      301      356      274      319       90       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.3      1.0     95.6     97.4     97.0     98.7      3.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        2       35       34       38       36
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,559
COMMITMENTS
     275        0        0   15,596   16,439   15,871   16,439      688      120

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -1,225)
     275        0        0   -1,315   -1,245   -1,040   -1,245     -185       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      0.0     94.2     99.3     95.8     99.3      4.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       15       20       16       20
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,072
COMMITMENTS
       8        0       53    9,709    9,989    9,770   10,042      302       30

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -1,264)
       8       -3      -17   -1,237   -1,219   -1,246   -1,239      -18      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.5     96.4     99.2     97.0     99.7      3.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       16       21       17       22
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,882
COMMITMENTS
       0        0        0    9,567    9,257    9,567    9,257      315      625

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -724)
       0        0        0     -692   -1,069     -692   -1,069      -32      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.8     93.7     96.8     93.7      3.2      6.3

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 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,785,745
COMMITMENTS
 264,587  162,860  948,497  1467633  1576521  2680717  2687879  105,028   97,867

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     20,792)
   5,725   13,531    7,360      648  -16,442   13,734    4,449    7,058   16,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      5.8     34.0     52.7     56.6     96.2     96.5      3.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     140      109      194       98      105      332      328
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      114,752
COMMITMENTS
   1,867   38,793   32,650   79,196   41,457  113,713  112,901    1,039    1,852

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      3,896)
  -2,324    4,359    1,440    4,957   -1,892    4,073    3,907     -176      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     33.8     28.5     69.0     36.1     99.1     98.4      0.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1       15       10       19       21       29       37
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      234,083
COMMITMENTS
  38,821   24,312    9,207  164,195  153,562  212,223  187,081   21,860   47,002

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -6,308)
  -1,375   -7,317    2,448   -6,788      124   -5,715   -4,745     -593   -1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     10.4      3.9     70.1     65.6     90.7     79.9      9.3     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        5        5       32       28       40       35
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      147,640
COMMITMENTS
  22,719    7,608   28,167   93,338  108,449  144,225  144,224    3,415    3,416

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -2,867)
  -5,391   -2,006     -782    2,818     -340   -3,355   -3,128      488      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      5.2     19.1     63.2     73.5     97.7     97.7      2.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      24       14       28       26       27       61       58
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      619,380
COMMITMENTS
  40,013    1,115  105,504  452,222  492,931  597,739  599,550   21,641   19,830

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:    -23,359)
  -4,788      906   -3,700  -13,001  -18,441  -21,489  -21,235   -1,870   -2,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.2     17.0     73.0     79.6     96.5     96.8      3.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      10        2       12       40       41       52       53
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,865
COMMITMENTS
     580      155      525   45,486   45,911   46,591   46,591      274      274

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -9,839)
     377     -130     -112  -10,110   -9,603   -9,845   -9,845        6        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.3      1.1     97.1     98.0     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        2        2       42       39       48       43
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      123,472
COMMITMENTS
  15,019   30,619    9,517   93,726   78,209  118,262  118,345    5,210    5,127

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      3,725)
   2,204   -2,563      586      808    5,571    3,598    3,594      127      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     24.8      7.7     75.9     63.3     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       11       13       25       24       42       40
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,470
COMMITMENTS
       0    4,174    9,637   25,585   21,966   35,222   35,777    2,248    1,693

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -364)
    -483        0      433     -577     -806     -627     -373      263        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.1     25.7     68.3     58.6     94.0     95.5      6.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        5        5       15       16       20       24
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,890
COMMITMENTS
   3,244      450        0   17,040   20,140   20,284   20,590      606      300

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -3,685)
    -100      -50        0   -3,885   -3,935   -3,985   -3,985      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      2.2      0.0     81.6     96.4     97.1     98.6      2.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        0       26       30       29       31
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,271
COMMITMENTS
  15,732    2,460      163    3,394   17,794   19,289   20,417    1,982      854

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:         96)
     805     -159     -324        8      443      489      -40     -393      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.0     11.6      0.8     16.0     83.7     90.7     96.0      9.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      61       21       10       25       34       91       60
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       30,507
COMMITMENTS
  18,099    2,902      401    7,213   25,109   25,713   28,412    4,794    2,095

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:         48)
     531      354       15     -577     -788      -31     -419       79      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.3      9.5      1.3     23.6     82.3     84.3     93.1     15.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      50       19        3       19       26       71       47
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      277,810
COMMITMENTS
  52,881   26,404   39,535  167,549  195,186  259,965  261,124   17,845   16,686

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -5,784)
     871    4,211   -3,073   -2,500   -6,905   -4,702   -5,767   -1,081      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      9.5     14.2     60.3     70.3     93.6     94.0      6.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      48       42       55       74       84      158      152
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       25,398
COMMITMENTS
   5,577      130    1,663   12,936   18,801   20,176   20,594    5,222    4,804

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -3,590)
  -1,819       27      -91   -2,123   -2,791   -4,033   -2,855      443     -735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      0.5      6.5     50.9     74.0     79.4     81.1     20.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        1        6       11       17       17       23
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,347
COMMITMENTS
     250    1,750      300   18,862   17,783   19,412   19,833      935      514

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        140)
       0        0        0      -85       78      -85       78      225       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      8.6      1.5     92.7     87.4     95.4     97.5      4.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       17       12       19       13
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,927
COMMITMENTS
     650       90      500    8,377    8,937    9,527    9,527      400      400

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        831)
      50        0      200      531      581      781      781       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.9      5.0     84.4     90.0     96.0     96.0      4.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        4       33       38       39       42
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       89,500
COMMITMENTS
   3,710    1,094    1,646   82,921   86,285   88,277   89,025    1,223      475

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:      4,725)
       0        0        0    4,800    4,800    4,800    4,800      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      1.2      1.8     92.6     96.4     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        2        1       34       37       39       39
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,136
COMMITMENTS
   1,600        0        0   21,510   22,721   23,110   22,721       26      415

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        175)
       0        0        0      175      175      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.0      0.0     93.0     98.2     99.9     98.2      0.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       20       19       21       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,462
COMMITMENTS
     700      900        0   12,762   12,562   13,462   13,462        0        0

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:          0)
    -150       50        0      150      -50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      6.7      0.0     94.8     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        0       29       30       31       33
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,218
COMMITMENTS
     234        0       75    1,780    2,043    2,089    2,118    1,129    1,100

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -229)
     -35        0       10     -153     -167     -178     -157      -51      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      2.3     55.3     63.5     64.9     65.8     35.1     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       15       14       16
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,265
COMMITMENTS
     174       50       51   21,650   22,444   21,875   22,545    1,390      720

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:        992)
       0        0        0      932      872      932      872       60      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.2      0.2     93.1     96.5     94.0     96.9      6.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       26       21       28       23
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,763
COMMITMENTS
   1,190    1,317       37   18,270   18,291   19,497   19,645      266      118

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:       -757)
    -139      546     -258     -343   -1,029     -740     -741      -17      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      6.7      0.2     92.4     92.6     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        3        2       36       39       40       43
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,855
COMMITMENTS
     942        0       24    8,812    9,579    9,778    9,603       77      252

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -2,008)
    -799        0        0   -1,277   -2,134   -2,076   -2,134       68      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.0      0.2     89.4     97.2     99.2     97.4      0.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        1       23       22       26       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,037
COMMITMENTS
   2,381    1,052    1,129   29,080   32,563   32,590   34,744    4,447    2,293

CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST:     -3,347)
    -306      138     -188   -2,595   -2,952   -3,089   -3,002     -258     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.8      3.0     78.5     87.9     88.0     93.8     12.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        4       31       37       36       43
```

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Updated June 4, 2010