```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,519
COMMITMENTS
   2,165      807        0   34,201   35,176   36,366   35,983      153      536

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        887)
     532       87        0      310      755      842      842       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      2.2      0.0     93.7     96.3     99.6     98.5      0.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        2        0       46       45       48       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,344
COMMITMENTS
       0        0        0   15,241   15,239   15,241   15,239      103      105

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        135)
       0        0        0      172      170      172      170      -37      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     99.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       26       32       26       32
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,987
COMMITMENTS
       0      526      163    9,314    8,828    9,477    9,517    1,510    1,470

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        445)
       0        3       90      342      352      432      445       13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8      1.5     84.8     80.3     86.3     86.6     13.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        2        2       38       40       40       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,576
COMMITMENTS
     275      168      481    7,248    7,285    8,004    7,934      572      642

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,189)
     -15       33       78    1,136    1,158    1,199    1,269      -10      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      2.0      5.6     84.5     84.9     93.3     92.5      6.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       4        4        6       52       57       58       66
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,414
COMMITMENTS
     347        0       44    2,841    2,836    3,232    2,880    1,182    1,534

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        282)
      51        0       44      135       95      230      139       52      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      1.0     64.4     64.3     73.2     65.2     26.8     34.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       19       19       20       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,496
COMMITMENTS
   1,030      340       65    1,885    2,854    2,980    3,259      516      237

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        -23)
     465       45     -420      -63      357      -18      -18       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      9.7      1.9     53.9     81.6     85.2     93.2     14.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       18       20       20       23
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,565
COMMITMENTS
      30        0       10    1,163    1,123    1,203    1,133      362      432

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.6     74.3     71.8     76.9     72.4     23.1     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       17       16       18       17
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,643
COMMITMENTS
       0       45       95    1,037    1,186    1,132    1,326      511      317

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        127)
       0        0        0      104       94      104       94       23       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      5.8     63.1     72.2     68.9     80.7     31.1     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        2       18       17       20       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       12,025
COMMITMENTS
       0        0        0   11,860   11,650   11,860   11,650      165      375

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        511)
       0        0        0      511      531      511      531        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.6     96.9     98.6     96.9      1.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       20       17       20       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,967
COMMITMENTS
       0    2,868       30   16,887   14,019   16,917   16,917       50       50

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      3,178)
       0      325        0    3,233    2,803    3,233    3,128      -55       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.9      0.2     99.5     82.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       28       24       29       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      357,469
COMMITMENTS
  46,910   29,297   52,583  216,858  245,765  316,351  327,645   41,118   29,824

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -13,461)
  -5,650    1,995   -3,074   -2,713  -11,413  -11,436  -12,491   -2,025     -970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      8.2     14.7     60.7     68.8     88.5     91.7     11.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      32       29       43       69       83      130      131
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      113,088
COMMITMENTS
      58    5,747   29,321   78,023   74,395  107,402  109,463    5,685    3,624

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -3,189)
      46      -93   -1,242   -2,041   -1,562   -3,236   -2,897       47     -293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      5.1     25.9     69.0     65.8     95.0     96.8      5.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        8        9       12       12       21       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       18,980
COMMITMENTS
   2,091      461      664   16,175   17,755   18,930   18,880       50      100

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,302)
     150        0      100    1,102    1,252    1,352    1,352      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      2.4      3.5     85.2     93.5     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       6        3        7       42       43       53       52
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,315
COMMITMENTS
   1,023      835      145    7,126    7,335    8,294    8,315       21        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        345)
    -300        0        0      645      345      345      345        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     10.0      1.7     85.7     88.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        3        1       25       21       31       24
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,895
COMMITMENTS
       0        0        0    1,895    1,895    1,895    1,895        0        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-022A24
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,317
COMMITMENTS
     378      816        0    3,706    3,811    4,084    4,627    1,233      690

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     15.3      0.0     69.7     71.7     76.8     87.0     23.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       15       17       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,008,585
COMMITMENTS
 156,746  315,039  384,783  384,645  264,603  926,174  964,425   82,411   44,159

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -29,251)
  -3,873    8,390  -19,125     -772  -18,125  -23,770  -28,860   -5,480     -391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     31.2     38.2     38.1     26.2     91.8     95.6      8.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     104      117      160       78       72      282      262
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       44,165
COMMITMENTS
       0        0        0   34,232   41,081   34,232   41,081    9,933    3,084

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     77.5     93.0     77.5     93.0     22.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       14       14       14
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       39,131
COMMITMENTS
   2,258      500    2,178   30,757   31,636   35,193   34,314    3,938    4,817

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -124)
       0        0        0      -93     -124      -93     -124      -31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      1.3      5.6     78.6     80.8     89.9     87.7     10.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       14       15       17       18
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,588,458
COMMITMENTS
  80,865   72,234  487,289  1014762  1025145  1582916  1584669    5,542    3,789

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:   -100,920)
  -9,487  -17,128  -44,921  -45,005  -37,724  -99,413  -99,773   -1,507   -1,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      4.5     30.7     63.9     64.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      47       33       66       67       66      142      137
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       56,094
COMMITMENTS
   8,782    8,981   29,574   17,091   16,440   55,447   54,995      647    1,099

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -1,660)
  -2,021   -1,320       68      258     -435   -1,694   -1,687       34       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     16.0     52.7     30.5     29.3     98.8     98.0      1.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       15       16       16       22       33       43
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       83,210
COMMITMENTS
       0    6,921    2,948   74,778   68,950   77,726   78,819    5,484    4,391

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        248)
       0     -248      248      -86      248      162      248       86        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.3      3.5     89.9     82.9     93.4     94.7      6.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        3       18       23       21       26
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       71,244
COMMITMENTS
   4,548        0    1,071   57,465   59,877   63,084   60,948    8,160   10,296

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        -29)
       0        0        0      -18      -29      -18      -29      -11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      1.5     80.7     84.0     88.5     85.5     11.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       15       18       16       19
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      126,466
COMMITMENTS
   4,337        0    5,255  104,185  114,797  113,777  120,052   12,689    6,414

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        555)
     332        0       54      -17      501      369      555      186        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      4.2     82.4     90.8     90.0     94.9     10.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        3       23       26       27       29
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,612,270
COMMITMENTS
 552,547   57,405  738,253  1288078  1789413  2578878  2585071   33,392   27,199

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -32,993)
 -40,726   -3,976   -1,204    5,610  -29,076  -36,320  -34,256    3,327    1,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      2.2     28.3     49.3     68.5     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      54       17       54      107       93      177      148
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      944,618
COMMITMENTS
 109,851   67,345  148,497  681,349  722,462  939,697  938,304    4,921    6,314

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -79,329)
 -27,018  -14,201  -23,922  -26,635  -41,086  -77,575  -79,209   -1,754     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      7.1     15.7     72.1     76.5     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      25       22       36       47       40       89       81
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,744
COMMITMENTS
     151    1,329      152   15,354   14,080   15,657   15,561       87      183

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,280)
      19      132      -46    1,326    1,196    1,299    1,282      -19       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      8.4      1.0     97.5     89.4     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        5        5       37       44       44       51
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        1,390
COMMITMENTS
      25        0        0    1,328    1,355    1,353    1,355       37       35

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        160)
       0        0        0      160      175      160      175        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      0.0     95.5     97.5     97.3     97.5      2.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       14       14       15       14
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,524
COMMITMENTS
     164        0       50      977    1,073    1,191    1,123      333      401

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        -16)
       2        0        3       -2       -1        3        2      -19      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      0.0      3.3     64.1     70.4     78.1     73.7     21.9     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        2       20       17       23       19
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      201,451
COMMITMENTS
  14,447    2,730   22,573  162,273  175,398  199,293  200,701    2,158      749

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      2,004)
     436   -1,251    1,464      288    2,731    2,188    2,945     -184     -941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      1.4     11.2     80.6     87.1     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        7       10       37       36       48       46
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,617
COMMITMENTS
     252      341        0    5,960    6,385    6,212    6,726    1,405      891

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      4.5      0.0     78.2     83.8     81.6     88.3     18.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0       10       12       13       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,524
COMMITMENTS
     617      951    1,574   22,129   21,727   24,319   24,252    1,205    1,272

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        927)
      86        0       28      708      650      823      679      104      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.7      6.2     86.7     85.1     95.3     95.0      4.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       24       21       25       24
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,906
COMMITMENTS
     630      874       76    7,553    8,692    8,259    9,642    2,647    1,264

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:         74)
       0        0        0       16       -2       16       -2       58       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      8.0      0.7     69.3     79.7     75.7     88.4     24.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        3       14       14       17       18
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,679
COMMITMENTS
      48      668      572   10,039    9,219   10,659   10,459    1,020    1,220

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.7      4.9     86.0     78.9     91.3     89.6      8.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       13       14       16       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,089
COMMITMENTS
     658    2,220      768   24,991   24,947   26,417   27,935    2,672    1,154

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        142)
     152      -20      -10      -18      270      124      240       18      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      7.6      2.6     85.9     85.8     90.8     96.0      9.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        3       23       18       26       22
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,795
COMMITMENTS
       8      383      352   10,161   10,334   10,521   11,069    1,274      726

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        156)
       0        0        0       72      -10       72      -10       84      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      3.2      3.0     86.1     87.6     89.2     93.8     10.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       19       17       20       19
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,060
COMMITMENTS
      88        0        0   23,823   23,911   23,911   23,911      149      149

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.0     99.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13        8       14        8
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,524
COMMITMENTS
     340      728      426   22,482   23,584   23,248   24,738    2,276      786

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        102)
       0       61      -28      129       68      102      102       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      2.9      1.7     88.1     92.4     91.1     96.9      8.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       22       20       25       23
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| 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:        6,610
COMMITMENTS
       0      210        0    5,284    5,660    5,284    5,870    1,326      740

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:         52)
       0        0        0        6        0        6        0       46       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.0     79.9     85.6     79.9     88.8     20.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       15       16       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,565
COMMITMENTS
       0      298        0   46,161   46,267   46,161   46,565      404        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        595)
       0        0        0      595      595      595      595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      0.0     99.1     99.4     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       12       13       12       14
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      708,153
COMMITMENTS
   7,374        0    4,770  696,009  703,383  708,153  708,153        0        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     10,944)
       0        0        0   10,944   10,944   10,944   10,944        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.7     98.3     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       12       11       13       12
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,498
COMMITMENTS
       0        0        0   53,498   53,498   53,498   53,498        0        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       12       14       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      958,512
COMMITMENTS
       0        0        0  958,512  958,512  958,512  958,512        0        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       10       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      168,145
COMMITMENTS
     805        0    1,449  165,657  166,673  167,911  168,122      234       23

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        -43)
     129        0     -129      -43       86      -43      -43        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.9     98.5     99.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        1       19       29       20       30
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,907,002
COMMITMENTS
       0   42,721   17,958  2889044  2846323  2907002  2907002        0        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        800)
       0     -800        0      800    1,600      800      800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      0.6     99.4     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       16       25       17       26
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,448
COMMITMENTS
   3,346    1,968    1,236   44,823   46,244   49,405   49,448       43        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,080)
       0        0        0    1,060    1,080    1,060    1,080       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      4.0      2.5     90.6     93.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        2       25       20       29       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,247,605
COMMITMENTS
 101,325   32,549    1,840  1144440  1213216  1247605  1247605        0        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     85,568)
  73,760        0        0   11,808   85,568   85,568   85,568        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      2.6      0.1     91.7     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        1       25       20       28       22
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       54,369
COMMITMENTS
     215        0        0   53,984   53,816   54,199   53,816      170      553

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        635)
       0        0        0      635      635      635      635        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.3     99.0     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       19       21       20       21
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       14,619
COMMITMENTS
     650    1,320      676   13,284   12,623   14,610   14,619        9        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      9.0      4.6     90.9     86.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2        9        8       11       11
 
 
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                Code-064A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       22,292
COMMITMENTS
       0      129        0   22,292   22,143   22,292   22,272        0       20

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      0.0    100.0     99.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       10       12       10       13
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       37,948
COMMITMENTS
     630    3,461      364   36,721   33,974   37,715   37,799      233      149

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,155)
       0        0        0    1,155    1,155    1,155    1,155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      9.1      1.0     96.8     89.5     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       15       12       17       13
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       32,357
COMMITMENTS
     510      526        0   31,423   31,512   31,933   32,038      424      319

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        656)
       0        0        0      636      656      636      656       20       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.6      0.0     97.1     97.4     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       18       15       19       16
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      415,648
COMMITMENTS
       0        0        0  415,648  415,648  415,648  415,648        0        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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       14        8       14        8
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,039,950
COMMITMENTS
  39,989   13,765    2,576  997,385  1023609  1039950  1039950        0        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     15,555)
  11,925        0   -4,000    7,630   19,555   15,555   15,555        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      1.3      0.2     95.9     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       20       23       22       25
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      702,042
COMMITMENTS
  77,609        0   24,391  600,042  677,651  702,042  702,042        0        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     23,448)
       0        0        0   23,448   23,448   23,448   23,448        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      0.0      3.5     85.5     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       16        9       18       10
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      180,533
COMMITMENTS
       0        0        0  180,533  180,533  180,533  180,533        0        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       12       11       12
 
 
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE         Code-064A88
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      372,064
COMMITMENTS
   4,800        0        0  367,264  372,064  372,064  372,064        0        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.0     98.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       11       14       12       14
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,118
COMMITMENTS
      67       40       30   21,673   21,536   21,770   21,606      348      512

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -265)
       0      -30       10     -223     -250     -213     -270      -52        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.2      0.1     98.0     97.4     98.4     97.7      1.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        1        1       38       35       40       36
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,052
COMMITMENTS
     947      120       30   13,894   14,462   14,871   14,612      181      440

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        105)
       0       30        0      135      105      135      135      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.8      0.2     92.3     96.1     98.8     97.1      1.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        1       19       23       24       24
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,986
COMMITMENTS
      45        0       30    7,616    7,243    7,691    7,273      295      713

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -103)
      45        0      -45      -93      -95      -93     -140      -10       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.4     95.4     90.7     96.3     91.1      3.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       21       17       22       18
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,438
COMMITMENTS
     140        0       15   10,707   10,686   10,862   10,701      576      737

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        -64)
       5        0        0       -2      -64        3      -64      -67        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.1     93.6     93.4     95.0     93.6      5.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       19       20       20       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,701,051
COMMITMENTS
 321,823  145,383  924,181  1360566  1560361  2606570  2629925   94,481   71,126

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      6,334)
  -8,000   14,637   -1,101   19,427  -10,654   10,327    2,882   -3,992    3,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      5.4     34.2     50.4     57.8     96.5     97.4      3.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     167      103      209       94       98      355      330
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      341,544
COMMITMENTS
 159,778   38,491   36,665  144,033  261,915  340,476  337,070    1,069    4,474

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     36,952)
   9,393    1,984    2,989   24,417   31,265   36,799   36,238      154      714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.8     11.3     10.7     42.2     76.7     99.7     98.7      0.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       14       15       21       23       36       44
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      225,015
COMMITMENTS
  58,466   14,854    5,090  121,449  153,129  185,005  173,073   40,010   51,942

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      5,686)
     372    1,743      837   -1,278    4,682      -69    7,262    5,755   -1,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      6.6      2.3     54.0     68.1     82.2     76.9     17.8     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        3        8       23       22       33       32
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      126,951
COMMITMENTS
  30,726    1,720   21,491   69,650  100,557  121,867  123,768    5,084    3,183

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -2,285)
      46     -361     -976   -1,193     -787   -2,124   -2,124     -162     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      1.4     16.9     54.9     79.2     96.0     97.5      4.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      21       10       27       25       24       57       52
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      569,256
COMMITMENTS
  28,028    6,604  107,592  416,188  437,072  551,809  551,269   17,447   17,987

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -11,970)
  -2,580    1,381   -2,785   -5,718   -8,998  -11,082  -10,403     -888   -1,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      1.2     18.9     73.1     76.8     96.9     96.8      3.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9        5       14       33       34       47       48
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,109
COMMITMENTS
       0    2,098      600   32,444   30,346   33,044   33,044       65       65

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,375)
       0      100        0    1,375    1,275    1,375    1,375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.3      1.8     98.0     91.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        6        3       37       40       40       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       70,312
COMMITMENTS
   2,715   18,062    4,568   58,859   42,385   66,142   65,015    4,170    5,297

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -2,082)
       0        0        0   -1,984   -2,197   -1,984   -2,197      -98      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     25.7      6.5     83.7     60.3     94.1     92.5      5.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        7       10       24       21       35       32
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,272
COMMITMENTS
   3,384      233    3,583   21,106   25,299   28,073   29,115    3,199    2,157

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        294)
     738        0     -295       29      782      472      487     -178     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      0.7     11.5     67.5     80.9     89.8     93.1     10.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        6       14       15       20       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,970
COMMITMENTS
   1,950      232       75   14,720   16,525   16,745   16,832      225      138

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        840)
    -690     -123       75    1,230      795      615      747      225       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      1.4      0.4     86.7     97.4     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        1       22       20       27       23
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,829
COMMITMENTS
   2,534    2,175    5,056    8,773    9,370   16,362   16,601    2,466    2,228

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:         68)
      85      -94     -507    1,056      897      634      296     -566     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     11.6     26.9     46.6     49.8     86.9     88.2     13.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        5       10       11       10       22       21
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,106
COMMITMENTS
     482    1,823      999   13,078   10,799   14,560   13,621      545    1,484

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        698)
    -147      -32      173      711      349      738      490      -40      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     12.1      6.6     86.6     71.5     96.4     90.2      3.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        9        9       17       19       30       31
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,921
COMMITMENTS
   1,370      403    3,395   50,693   52,661   55,458   56,459   13,463   12,461

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,982)
      -5        1      -54    1,299    1,634    1,239    1,581      742      401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.6      4.9     73.6     76.4     80.5     81.9     19.5     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        5       17       18       22       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,077
COMMITMENTS
  13,131    1,859      469    5,242   17,933   18,842   20,261    2,235      816

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -827)
  -1,481     -104     -127      835     -672     -772     -902      -55       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.3      8.8      2.2     24.9     85.1     89.4     96.1     10.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      62       23        9       30       33       98       61
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       34,170
COMMITMENTS
  20,534    3,546      260    8,940   28,127   29,733   31,933    4,437    2,237

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -5,238)
  -3,002      137     -306     -948   -5,427   -4,256   -5,595     -982      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.1     10.4      0.8     26.2     82.3     87.0     93.5     13.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      67       22        8       26       32       96       60
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      259,425
COMMITMENTS
  68,918   13,685   33,478  139,830  195,865  242,225  243,027   17,200   16,398

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -25,302)
    -523   -1,595   -1,997  -13,794  -16,363  -16,315  -19,955   -8,987   -5,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      5.3     12.9     53.9     75.5     93.4     93.7      6.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      63       19       45       75       85      156      138
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       27,875
COMMITMENTS
   6,610      251      852   13,242   22,110   20,704   23,213    7,171    4,662

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        931)
       4        0        6    1,148      771    1,158      777     -227      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      0.9      3.1     47.5     79.3     74.3     83.3     25.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        4       16       19       22       23
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,869
COMMITMENTS
     200        0      500    5,169    5,369    5,869    5,869        0        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        650)
       0        0        0      650      650      650      650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      8.5     88.1     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        2       29       29       32       31
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       64,571
COMMITMENTS
   1,134        0      271   61,987   64,153   63,392   64,424    1,179      147

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,934)
    -200        0      200    1,631    1,674    1,631    1,874      303       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      0.4     96.0     99.4     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        0        2       53       35       57       37
 
 
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,495
COMMITMENTS
       0        0        0   10,320   10,495   10,320   10,495      175        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:         10)
       0        0        0       10       10       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.3    100.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       10       19       10
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,180
COMMITMENTS
       0        0        0   21,180   21,060   21,180   21,060        0      120

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        275)
       0        0        0      275      275      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       12       21       12
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,965
COMMITMENTS
       0    4,185        0    7,845    3,780    7,845    7,965      120        0

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        420)
       0       25        0      420      395      420      420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     52.5      0.0     98.5     47.5     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        4        0       29       23       29       27
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,712
COMMITMENTS
   1,396        0      105    9,803   11,390   11,304   11,495      408      217

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        150)
     -40        0        0      200      150      160      150      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      0.0      0.9     83.7     97.3     96.5     98.1      3.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       22       24       24       25
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,078
COMMITMENTS
     889    3,617    1,036   20,096   17,365   22,021   22,018       57       60

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        831)
     -42   -1,070      202      671    1,699      831      831        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     16.4      4.7     91.0     78.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        4        6       40       38       48       45
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,524
COMMITMENTS
   1,147       54      288   10,974   12,078   12,409   12,420      115      104

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        312)
      27        0        0      267      315      294      315       18       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.4      2.3     87.6     96.4     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        2       29       30       33       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,548
COMMITMENTS
  15,294      560    1,188   16,642   31,560   33,124   33,308      424      240

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        -21)
     163     -300       93     -235      186       21      -21      -42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.6      1.7      3.5     49.6     94.1     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11        2        8       30       31       43       41
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,346
COMMITMENTS
   2,998       60      751   10,555   11,534   14,304   12,345    3,042    5,001

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        265)
       0      -50       50     -160      270     -110      270      375       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      0.3      4.3     60.8     66.5     82.5     71.2     17.5     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       16       19       19       20
```

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Updated July 1, 2011