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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:      309,256
COMMITMENTS
  47,560   30,188   33,211  189,234  217,150  270,005  280,549   39,251   28,707

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -9,959)
  -5,875    3,235     -628   -1,688  -11,725   -8,191   -9,118   -1,768     -841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      9.8     10.7     61.2     70.2     87.3     90.7     12.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      34       26       42       69       81      129      128
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:      960,530
COMMITMENTS
 135,374  314,772  367,989  379,488  236,853  882,851  919,614   77,679   40,916

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -15,968)
  -4,211    4,310   -8,080    1,004  -12,667  -11,287  -16,437   -4,681      469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     32.8     38.3     39.5     24.7     91.9     95.7      8.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      94      112      142       77       70      267      242
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:       71,155
COMMITMENTS
   4,548        0    1,071   57,415   59,788   63,034   60,859    8,121   10,296

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 TRADERS
     6.4      0.0      1.5     80.7     84.0     88.6     85.5     11.4     14.5

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
FUTURES ONLY 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:      124,530
COMMITMENTS
   4,337        0    5,255  102,249  113,341  111,841  118,596   12,689    5,934

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        676)
     332        0       54      104      622      490      676      186        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      4.2     82.1     91.0     89.8     95.2     10.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        3       22       26       26       29
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:       51,495
COMMITMENTS
  20,172      738    1,120   28,343   49,121   49,635   50,979    1,860      516

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        743)
     436        8      322      155    1,321      913    1,651     -170     -908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2      1.4      2.2     55.0     95.4     96.4     99.0      3.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        5        5       36       31       43       38
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:       15,433
COMMITMENTS
       0    1,451      100   14,128   12,610   14,228   14,161    1,205    1,272

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        670)
       0        0        0      566      422      566      422      104      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.4      0.6     91.5     81.7     92.2     91.8      7.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       23       21       24       24
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY 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:       10,666
COMMITMENTS
     630      874       76    7,313    8,452    8,019    9,402    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 TRADERS
     5.9      8.2      0.7     68.6     79.2     75.2     88.1     24.8     11.9

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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:       11,958
COMMITMENTS
     340      588       48    9,294   10,536    9,682   11,172    2,276      786

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      4.9      0.4     77.7     88.1     81.0     93.4     19.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       20       17       22       19
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:       20,355
COMMITMENTS
     510      526        0   19,421   19,510   19,931   20,036      424      319

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       20       40       20       40       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      2.6      0.0     95.4     95.8     97.9     98.4      2.1      1.6

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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:    1,524,313
COMMITMENTS
 317,951  183,397  400,121  723,654  880,073  1441726  1463591   82,587   60,722

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -4,614)
  -6,214    8,299   -5,195    9,931  -11,628   -1,478   -8,524   -3,136    3,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     12.0     26.2     47.5     57.7     94.6     96.0      5.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
     134       95      159       88       95      306      283
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY 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 TRADERS
    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
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY 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:       19,493
COMMITMENTS
  13,111    2,017      160    3,987   16,500   17,258   18,677    2,235      816

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -751)
  -1,285      -91      -64      653     -671     -696     -826      -55       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3     10.3      0.8     20.5     84.6     88.5     95.8     11.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      62       23        7       23       30       90       57
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY 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:       30,935
COMMITMENTS
  20,026    3,555      204    6,269   24,939   26,499   28,698    4,436    2,237

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -4,724)
  -2,856      136     -266     -772   -5,164   -3,894   -5,294     -830      570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.7     11.5      0.7     20.3     80.6     85.7     92.8     14.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      65       22        6       23       28       91       54
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY 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:      234,667
COMMITMENTS
  69,772   14,292   21,529  126,721  183,065  218,022  218,886   16,645   15,781

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -22,842)
    -381   -1,382     -828  -13,108  -15,772  -14,317  -17,982   -8,525   -4,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      6.1      9.2     54.0     78.0     92.9     93.3      7.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      61       19       42       74       85      152      136
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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