```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,149
COMMITMENTS
   1,732      494        0   28,305   29,202   30,037   29,696      112      453

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -6,370)
    -433     -313        0   -5,896   -5,974   -6,329   -6,287      -41      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      1.6      0.0     93.9     96.9     99.6     98.5      0.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        2        0       39       44       41       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,537
COMMITMENTS
       0        0        0   12,423   12,447   12,423   12,447      114       90

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -2,807)
       0        0        0   -2,818   -2,792   -2,818   -2,792       11      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1     99.3     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       23       29       23       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,622
COMMITMENTS
       0      457      108    7,999    7,660    8,107    8,225    1,515    1,397

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,365)
       0      -69      -55   -1,315   -1,168   -1,370   -1,292        5      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7      1.1     83.1     79.6     84.3     85.5     15.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        2        2       32       36       34       38
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,683
COMMITMENTS
     291       68      260    6,336    6,201    6,887    6,529      796    1,154

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -893)
      16     -100     -221     -912   -1,084   -1,117   -1,405      224      512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.9      3.4     82.5     80.7     89.6     85.0     10.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        2        3       42       47       47       51
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,958
COMMITMENTS
     945      355        5    1,353    2,334    2,303    2,694      655      264

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -538)
     -85       15      -60     -532     -520     -677     -565      139       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9     12.0      0.2     45.7     78.9     77.9     91.1     22.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       13       15       15       17
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        9,144
COMMITMENTS
       0        0        0    8,994    8,832    8,994    8,832      150      312

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -2,881)
       0        0        0   -2,866   -2,818   -2,866   -2,818      -15      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.4     96.6     98.4     96.6      1.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       16       21       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,320
COMMITMENTS
       0    1,989       30   13,240   11,251   13,270   13,270       50       50

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -3,647)
       0     -879        0   -3,647   -2,768   -3,647   -3,647        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.9      0.2     99.4     84.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       23       22       24       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      345,909
COMMITMENTS
  48,446   27,530   53,632  206,617  237,453  308,696  318,616   37,213   27,292

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -11,560)
   1,536   -1,767    1,049  -10,241   -8,311   -7,655   -9,029   -3,905   -2,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      8.0     15.5     59.7     68.6     89.2     92.1     10.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      35       25       45       70       84      132      132
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      106,855
COMMITMENTS
       0    5,516   27,717   73,514   70,091  101,231  103,323    5,624    3,532

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -6,233)
     -58     -231   -1,604   -4,509   -4,305   -6,172   -6,140      -61      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2     25.9     68.8     65.6     94.7     96.7      5.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        9        9       11       11       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,970
COMMITMENTS
   2,876      400      425   11,669   14,030   14,970   14,855        0      115

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -4,010)
     785      -61     -239   -4,506   -3,725   -3,960   -4,025      -50       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      2.7      2.8     77.9     93.7    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        2        3       41       35       49       40
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,400
COMMITMENTS
   1,199      810      120    6,060    6,425    7,379    7,355       21       45

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -915)
     176      -25      -25   -1,066     -910     -915     -960        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     10.9      1.6     81.9     86.8     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        1       20       16       26       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,024,984
COMMITMENTS
 164,481  318,635  390,736  386,663  267,902  941,881  977,273   83,103   47,711

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     16,399)
   7,735    3,595    5,953    2,018    3,299   15,706   12,847      693    3,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     31.1     38.1     37.7     26.1     91.9     95.3      8.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     113      126      172       82       78      299      286
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       41,637
COMMITMENTS
       0        0        0   31,826   37,827   31,826   37,827    9,811    3,810

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -2,528)
       0        0        0   -2,406   -3,254   -2,406   -3,254     -122      726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     76.4     90.8     76.4     90.8     23.6      9.2

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 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       36,175
COMMITMENTS
   1,626      178    2,178   28,793   29,466   32,597   31,822    3,578    4,353

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -2,956)
    -632     -322        0   -1,964   -2,170   -2,596   -2,492     -360     -464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.5      6.0     79.6     81.5     90.1     88.0      9.9     12.0

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 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,589,060
COMMITMENTS
  81,884   75,151  486,261  1014537  1023363  1582682  1584775    6,378    4,285

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        602)
   1,019    2,917   -1,029     -225   -1,782     -234      106      836      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      4.7     30.6     63.8     64.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      47       31       65       68       66      141      136
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       54,371
COMMITMENTS
   8,903    8,779   28,214   16,667   16,343   53,784   53,336      586    1,035

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,724)
     121     -203   -1,360     -424      -97   -1,663   -1,659      -60      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     16.1     51.9     30.7     30.1     98.9     98.1      1.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       15       16       16       22       34       43
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       77,353
COMMITMENTS
       0    7,184    2,452   70,259   63,380   72,711   73,016    4,642    4,337

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -5,857)
       0      263     -496   -4,519   -5,570   -5,015   -5,803     -842      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.3      3.2     90.8     81.9     94.0     94.4      6.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        3       16       22       19       25
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       66,982
COMMITMENTS
   4,367        0      909   51,975   56,301   57,251   57,210    9,732    9,772

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -4,262)
    -181        0     -162   -5,491   -3,576   -5,834   -3,738    1,572     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      1.4     77.6     84.1     85.5     85.4     14.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       14       17       15       18
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      119,421
COMMITMENTS
   4,523      864    3,059   99,414  108,676  106,996  112,599   12,425    6,822

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -7,045)
     186      864   -2,196   -4,771   -6,121   -6,781   -7,453     -264      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.7      2.6     83.2     91.0     89.6     94.3     10.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       23       26       26       28
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,518,697
COMMITMENTS
 534,107   53,716  704,941  1249351  1734177  2488399  2492834   30,298   25,863

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -93,573)
 -18,440   -3,689  -33,312  -38,727  -55,236  -90,479  -92,237   -3,094   -1,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      2.1     28.0     49.6     68.9     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      48       19       52      100       90      166      143
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      956,571
COMMITMENTS
 116,236   71,133  158,011  677,424  721,148  951,671  950,292    4,900    6,279

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     11,953)
   6,385    3,788    9,514   -3,925   -1,314   11,974   11,988      -21      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      7.4     16.5     70.8     75.4     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      24       23       38       47       40       90       82
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,234
COMMITMENTS
      91    1,168      107   13,976   12,832   14,174   14,107       60      127

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,510)
     -60     -161      -45   -1,378   -1,248   -1,483   -1,454      -27      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      8.2      0.8     98.2     90.2     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        6        4       34       44       40       51
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:          870
COMMITMENTS
      50        0        0      818      860      868      860        2       10

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -520)
      25        0        0     -510     -495     -485     -495      -35      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      0.0     94.0     98.9     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       12       11       14       11
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,252
COMMITMENTS
      16       20       46      770      805      832      871      420      381

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -272)
    -148       20       -4     -207     -268     -359     -252       87      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.6      3.7     61.5     64.3     66.5     69.6     33.5     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       16       15       18       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      184,455
COMMITMENTS
  14,625    3,184   19,992  147,906  160,546  182,524  183,722    1,931      733

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -16,996)
     178      454   -2,581  -14,366  -14,853  -16,769  -16,980     -227      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      1.7     10.8     80.2     87.0     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        7       10       36       36       47       47
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,286
COMMITMENTS
     252      362        0    5,651    6,099    5,903    6,461    1,383      825

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -331)
       0       21        0     -309     -286     -309     -265      -22      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      5.0      0.0     77.6     83.7     81.0     88.7     19.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0        9       12       12       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,440
COMMITMENTS
     523      856    1,487   21,258   20,877   23,268   23,220    1,172    1,220

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,084)
     -93      -95      -87     -871     -850   -1,051   -1,032      -33      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      3.5      6.1     87.0     85.4     95.2     95.0      4.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       24       20       25       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,613
COMMITMENTS
     601      866       68    7,287    8,507    7,956    9,441    2,657    1,172

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -293)
     -29       -8       -8     -266     -185     -303     -201       10      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      8.2      0.6     68.7     80.2     75.0     89.0     25.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       15       15       18       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,758
COMMITMENTS
     502    2,130      574   23,773   23,720   24,849   26,424    2,909    1,334

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,331)
    -156      -90     -194   -1,218   -1,227   -1,568   -1,511      237      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      7.7      2.1     85.6     85.5     89.5     95.2     10.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       22       18       23       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,320
COMMITMENTS
       0      376      350    9,786    9,908   10,136   10,634    1,184      686

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -475)
      -8       -7       -2     -375     -426     -385     -435      -90      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.3      3.1     86.4     87.5     89.5     93.9     10.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       19       17       20       19
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       22,551
COMMITMENTS
     330      562      426   19,522   20,711   20,277   21,699    2,274      852

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -2,973)
     -10     -166       -0   -2,961   -2,873   -2,971   -3,039       -2       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      2.5      1.9     86.6     91.8     89.9     96.2     10.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       20       17       23       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,893
COMMITMENTS
       0      254        0   46,511   46,639   46,511   46,893      382        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        328)
       0      -44        0      350      372      350      328      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      0.0     99.2     99.5     99.2    100.0      0.8      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 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      662,889
COMMITMENTS
       0    4,770        0  662,889  658,119  662,889  662,889        0        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -45,264)
  -7,374    4,770   -4,770  -33,120  -45,264  -45,264  -45,264        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.0    100.0     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       12       11       12       12
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,934
COMMITMENTS
       0        0        0   49,934   49,934   49,934   49,934        0        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -3,564)
       0        0        0   -3,564   -3,564   -3,564   -3,564        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 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      900,736
COMMITMENTS
       0        0        0  900,736  900,736  900,736  900,736        0        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -57,776)
       0        0        0  -57,776  -57,776  -57,776  -57,776        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 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      157,453
COMMITMENTS
   1,201        0    1,053  154,965  156,377  157,219  157,430      234       23

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -10,692)
     396        0     -396  -10,692  -10,296  -10,692  -10,692        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.7     98.4     99.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        1       19       26       20       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,742,874
COMMITMENTS
       0   36,097   17,958  2724916  2688819  2742874  2742874        0        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:   -164,128)
       0   -6,624        0 -164,128 -157,504 -164,128 -164,128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.7     99.3     98.0    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 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,870
COMMITMENTS
   3,346    1,858    1,236   44,245   45,776   48,827   48,870       43        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -578)
       0     -110        0     -578     -468     -578     -578        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      3.8      2.5     90.5     93.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        2       26       19       30       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,258,885
COMMITMENTS
 150,205   29,973        0  1108680  1228912  1258885  1258885        0        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     11,280)
  48,880   -2,576   -1,840  -35,760   15,696   11,280   11,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      2.4      0.0     88.1     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        0       26       21       29       22
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,509
COMMITMENTS
     105        0        0   51,234   50,956   51,339   50,956      170      553

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -2,860)
    -110        0        0   -2,750   -2,860   -2,860   -2,860        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.5     98.9     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       19       20       20       20
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,156
COMMITMENTS
     630    3,483      342   37,973   35,204   38,945   39,029      211      127

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      1,208)
       0       22      -22    1,252    1,230    1,230    1,230      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      8.9      0.9     97.0     89.9     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       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 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,051
COMMITMENTS
     510       86        0   27,139   27,646   27,649   27,732      402      319

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -4,305)
       0     -440        0   -4,283   -3,865   -4,283   -4,305      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.3      0.0     96.7     98.6     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       17       15       18       16
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      394,304
COMMITMENTS
       0        0        0  394,304  394,304  394,304  394,304        0        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -21,344)
       0        0        0  -21,344  -21,344  -21,344  -21,344        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       14        8       14        8
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      994,386
COMMITMENTS
  42,565   11,925        0  951,821  982,461  994,386  994,386        0        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -45,564)
   2,576   -1,840   -2,576  -45,564  -41,148  -45,564  -45,564        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      1.2      0.0     95.7     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        0       18       23       20       24
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      668,186
COMMITMENTS
  91,225        0   10,775  566,186  657,411  668,186  668,186        0        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -33,856)
  13,616        0  -13,616  -33,856  -20,240  -33,856  -33,856        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      0.0      1.6     84.7     98.4    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 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      172,069
COMMITMENTS
       0        0        0  172,069  172,069  172,069  172,069        0        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -8,464)
       0        0        0   -8,464   -8,464   -8,464   -8,464        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 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour)                  OPEN INTEREST:      346,816
COMMITMENTS
   4,800        0        0  342,016  346,816  346,816  346,816        0        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -25,248)
       0        0        0  -25,248  -25,248  -25,248  -25,248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     98.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       13       11       13
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,621
COMMITMENTS
      67       40       30   22,171   22,127   22,268   22,197      353      424

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        503)
       0        0        0      498      591      498      591        5      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.2      0.1     98.0     97.8     98.4     98.1      1.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        1        1       38       36       40       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,415
COMMITMENTS
     886      105       30   12,276   12,846   13,192   12,981      223      434

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,637)
     -61      -15        0   -1,618   -1,616   -1,679   -1,631       42       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.8      0.2     91.5     95.8     98.3     96.8      1.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        1       17       20       22       21
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,427
COMMITMENTS
       0        0        0    7,118    6,784    7,118    6,784      309      643

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -559)
     -45        0      -30     -498     -459     -573     -489       14      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.8     91.3     95.8     91.3      4.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       18       23       18
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,186
COMMITMENTS
     155        0        0    9,987    9,928   10,142    9,928    1,044    1,258

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -252)
      15        0      -15     -720     -758     -720     -773      468      521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     89.3     88.8     90.7     88.8      9.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       18       18       19       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,699,887
COMMITMENTS
 322,372  144,312  911,805  1372291  1568458  2606468  2624575   93,419   75,312

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,164)
     549   -1,071  -12,376   11,725    8,097     -102   -5,351   -1,062    4,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      5.3     33.8     50.8     58.1     96.5     97.2      3.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     167      103      216       94      101      356      339
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      344,880
COMMITMENTS
 166,235   38,637   35,429  142,264  266,828  343,928  340,894      952    3,986

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      3,336)
   6,456      146   -1,236   -1,768    4,913    3,452    3,824     -116     -488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.2     11.2     10.3     41.3     77.4     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       15       16       21       23       37       45
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      216,064
COMMITMENTS
  60,100   13,213    3,278  119,460  151,085  182,838  167,576   33,226   48,488

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -8,951)
   1,634   -1,641   -1,812   -1,989   -2,044   -2,167   -5,497   -6,784   -3,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      6.1      1.5     55.3     69.9     84.6     77.6     15.4     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        4        7       21       23       31       32
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      134,811
COMMITMENTS
  34,114    2,354   20,942   74,836  108,298  129,891  131,594    4,920    3,217

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      7,860)
   3,388      634     -550    5,186    7,741    8,024    7,825     -164       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      1.7     15.5     55.5     80.3     96.4     97.6      3.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      23        9       27       25       24       58       52
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      553,679
COMMITMENTS
  28,618    5,703  101,841  407,244  429,065  537,703  536,608   15,976   17,071

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -15,577)
     590     -902   -5,752   -8,944   -8,008  -14,106  -14,661   -1,471     -916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      1.0     18.4     73.6     77.5     97.1     96.9      2.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10        4       14       34       35       48       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,294
COMMITMENTS
       0    3,413      275   26,007   22,606   26,282   26,294       12        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -6,815)
       0    1,315     -325   -6,437   -7,740   -6,762   -6,750      -53      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.0      1.0     98.9     86.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       0        9        2       31       35       33       44
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       71,453
COMMITMENTS
   2,715   18,057    4,568   59,884   43,517   67,167   66,142    4,286    5,311

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      1,141)
       0       -5        0    1,025    1,132    1,025    1,127      116       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     25.3      6.4     83.8     60.9     94.0     92.6      6.0      7.4

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 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,127
COMMITMENTS
   2,581      233    3,481   21,652   25,095   27,714   28,809    3,413    2,318

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -145)
    -803        0     -102      546     -204     -359     -306      214      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.7     11.2     69.6     80.6     89.0     92.6     11.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        5       14       15       19       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,830
COMMITMENTS
   1,875      150       75   13,730   15,560   15,680   15,785      150       45

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,140)
     -75      -82        0     -990     -965   -1,065   -1,047      -75      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      0.9      0.5     86.7     98.3     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        1       20       18       24       20
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,651
COMMITMENTS
   2,461    1,813    4,184    8,461    9,633   15,106   15,630    3,545    3,020

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -178)
     -73     -362     -872     -312      263   -1,256     -971    1,078      793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      9.7     22.4     45.4     51.7     81.0     83.8     19.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        4        9       11       10       21       20
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,234
COMMITMENTS
     457    1,726    1,159   12,919   10,915   14,534   13,800      700    1,434

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        129)
     -25      -97      159     -160      117      -26      179      155      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     11.3      7.6     84.8     71.6     95.4     90.6      4.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        9        9       17       19       29       32
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       82,820
COMMITMENTS
     869      676   11,300   53,014   54,837   65,183   66,813   17,636   16,007

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     13,899)
    -501      273    7,905    2,321    2,175    9,725   10,353    4,174    3,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.8     13.6     64.0     66.2     78.7     80.7     21.3     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       16       17       19       20
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,973
COMMITMENTS
  14,135    1,804      584    4,973   18,773   19,691   21,161    2,282      813

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        897)
   1,004      -55      115     -269      840      850      900       47       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.3      8.2      2.7     22.6     85.4     89.6     96.3     10.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      68       20        8       30       33      101       60
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       35,268
COMMITMENTS
  21,352    3,766      355    9,329   28,907   31,036   33,028    4,231    2,240

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      1,097)
     819      219       95      389      780    1,303    1,094     -205        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.5     10.7      1.0     26.5     82.0     88.0     93.6     12.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      65       24        9       24       35       91       66
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      260,761
COMMITMENTS
  77,627   14,820   30,119  133,901  201,041  241,648  245,981   19,113   14,780

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      1,336)
   8,709    1,136   -3,358   -5,928    5,177     -577    2,954    1,914   -1,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8      5.7     11.6     51.4     77.1     92.7     94.3      7.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      68       16       44       66       89      153      135
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,442
COMMITMENTS
   7,277      261      701   10,504   19,170   18,482   20,132    5,960    4,310

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -3,433)
     667       10     -151   -2,738   -2,940   -2,222   -3,081   -1,211     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8      1.1      2.9     43.0     78.4     75.6     82.4     24.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        4       12       16       18       20
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,892
COMMITMENTS
     300      300        0    4,592    4,592    4,892    4,892        0        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -977)
     100      300     -500     -577     -777     -977     -977        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      6.1      0.0     93.9     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        0       23       25       25       26
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       58,075
COMMITMENTS
     892        0      200   55,845   57,672   56,937   57,872    1,138      203

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -6,496)
    -242        0      -71   -6,142   -6,481   -6,455   -6,552      -41       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.3     96.2     99.3     98.0     99.7      2.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        0        1       45       29       48       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,658
COMMITMENTS
       0        0        0   18,648   18,538   18,648   18,538       10      120

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -2,522)
       0        0        0   -2,532   -2,522   -2,532   -2,522       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9     99.4     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       11       18       11
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,321
COMMITMENTS
       0    3,201        0    6,201    3,120    6,201    6,321      120        0

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,644)
       0     -984        0   -1,644     -660   -1,644   -1,644        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     50.6      0.0     98.1     49.4     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        0       23       19       23       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,999
COMMITMENTS
     946        0      105    8,379    9,654    9,430    9,759      569      240

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,713)
    -450        0        0   -1,424   -1,736   -1,874   -1,736      161       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      0.0      1.1     83.8     96.5     94.3     97.6      5.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       21       15       23       16
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,953
COMMITMENTS
     964    3,871      614   17,345   14,408   18,923   18,893       30       60

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -3,125)
      75      254     -422   -2,751   -2,957   -3,098   -3,125      -27        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     20.4      3.2     91.5     76.0     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        4        4       36       34       41       41
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,461
COMMITMENTS
   1,240        9      285    9,861   11,086   11,386   11,380       75       81

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,063)
      93      -45       -3   -1,113     -992   -1,023   -1,040      -40      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      0.1      2.5     86.0     96.7     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       27       29       31       31
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,448
COMMITMENTS
  15,057      483      889   14,854   29,500   30,800   30,872      648      576

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -2,100)
    -237      -77     -299   -1,788   -2,060   -2,324   -2,436      224      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.9      1.5      2.8     47.2     93.8     97.9     98.2      2.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10        1        6       27       24       39       31
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,195
COMMITMENTS
   3,355        0      132    7,315    8,454   10,802    8,586    2,393    4,609

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -4,151)
     357      -60     -619   -3,240   -3,080   -3,502   -3,759     -649     -392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      0.0      1.0     55.4     64.1     81.9     65.1     18.1     34.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        1       11       16       14       17
```

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Updated July 8, 2011