```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,234
COMMITMENTS
   1,058      597       57   33,991   34,084   35,106   34,738      128      496

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -7,579)
    -560       33        0   -7,007   -7,550   -7,567   -7,517      -12      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.7      0.2     96.5     96.7     99.6     98.6      0.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        2        1       45       44       47       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,153
COMMITMENTS
       0        0        0   14,018   14,018   14,018   14,018      135      135

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -138)
       0        0        0     -147     -153     -147     -153        9       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.0     99.0     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       26       28       26       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,807
COMMITMENTS
       0      423       55    8,261    7,929    8,316    8,407    1,491    1,400

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -790)
     -98        2     -112     -659     -628     -869     -738       79      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.6     84.2     80.9     84.8     85.7     15.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        2        1       35       37       36       39
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,244
COMMITMENTS
     298      208      355    5,083    4,994    5,736    5,557      508      687

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,861)
    -328       50      -86   -1,414   -1,821   -1,828   -1,857      -33       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      3.3      5.7     81.4     80.0     91.9     89.0      8.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       4        5        8       43       52       51       62
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,763
COMMITMENTS
     565      340      150    1,444    1,854    2,159    2,344      604      419

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -424)
      21      -35      -66     -428     -390     -473     -491       49       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     12.3      5.4     52.3     67.1     78.1     84.8     21.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       14       15       16       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,796
COMMITMENTS
       0        0        0   10,631   10,401   10,631   10,401      165      395

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,849)
       0        0        0   -1,834   -1,761   -1,834   -1,761      -15      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.5     96.3     98.5     96.3      1.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       17       18       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,746
COMMITMENTS
       0    1,753       30   12,611   10,942   12,641   12,725      105       21

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -3,771)
       0     -515        0   -3,491   -3,256   -3,491   -3,771     -280        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.8      0.2     98.9     85.8     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       23       18       24       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      362,791
COMMITMENTS
  59,410   28,271   55,248  205,488  251,816  320,146  335,334   42,645   27,456

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     15,709)
   8,619    2,164    1,940    4,897   10,397   15,456   14,501      253    1,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      7.8     15.2     56.6     69.4     88.2     92.4     11.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      46       22       42       68       79      135      126
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      123,724
COMMITMENTS
     197    5,488   32,826   84,426   81,145  117,448  119,460    6,275    4,264

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      5,155)
      32     -228    1,468    3,305    3,422    4,806    4,662      349      493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      4.4     26.5     68.2     65.6     94.9     96.6      5.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        7        8       12       12       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,202
COMMITMENTS
   1,901      461      314   11,937   13,377   14,152   14,152       50       50

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -3,240)
     896     -630     -190   -3,436   -2,370   -2,730   -3,190     -510      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      3.2      2.2     84.1     94.2     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       4        3        5       40       42       49       49
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,970
COMMITMENTS
   1,323      985      145    6,481    6,840    7,949    7,970       21        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:         90)
      33      375      -75      132     -210       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     12.4      1.8     81.3     85.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        4        1       24       23       30       27
 
 
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-022A24
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,212
COMMITMENTS
     378      816        0    3,547    3,599    3,925    4,415    1,287      797

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -531)
     -90      396        0     -422     -921     -512     -525      -19       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     15.7      0.0     68.1     69.1     75.3     84.7     24.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       15       14       16       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,039,032
COMMITMENTS
 188,615  316,743  383,917  379,854  296,035  952,386  996,695   86,646   42,337

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     65,544)
  48,093   34,733   20,876  -10,789   10,192   58,180   65,801    7,364     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     30.5     36.9     36.6     28.5     91.7     95.9      8.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
     121      114      168       81       77      304      270
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| 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 05/31/11 (CHANGE IN OPEN INTEREST:     -3,274)
       0        0        0   -2,326   -3,150   -2,326   -3,150     -948     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     77.5     93.0     77.5     93.0     22.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       14       14       14
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       38,601
COMMITMENTS
   2,012      500    2,178   30,850   31,106   35,040   33,784    3,561    4,817

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -2,211)
    -484     -404      -16   -2,464   -1,340   -2,964   -1,760      753     -451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      1.3      5.6     79.9     80.6     90.8     87.5      9.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       14       15       17       18
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,675,722
COMMITMENTS
  89,532   81,865  530,604  1048005  1058368  1668141  1670837    7,581    4,885

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     26,041)
   6,550     -152   17,590    1,504    8,783   25,644   26,221      397     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      4.9     31.7     62.5     63.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      53       36       72       65       66      147      145
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       56,814
COMMITMENTS
   8,808    9,140   29,577   17,785   17,003   56,170   55,719      644    1,095

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      6,831)
  -2,918   -2,138    8,026    1,687      831    6,795    6,719       36      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     16.1     52.1     31.3     29.9     98.9     98.1      1.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       14       17       17       21       35       43
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,696
COMMITMENTS
       0    6,985    2,760   74,726   68,498   77,486   78,243    5,210    4,453

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -6,812)
    -830     -474     -430   -5,189   -5,855   -6,449   -6,759     -363      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      3.3     90.4     82.8     93.7     94.6      6.3      5.4

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 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       71,570
COMMITMENTS
   5,156        0      947   57,272   60,327   63,375   61,274    8,194   10,296

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -4,179)
    -242        0      -64   -2,801   -3,210   -3,107   -3,274   -1,072     -905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.0      1.3     80.0     84.3     88.6     85.6     11.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       15       18       16       19
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      124,618
COMMITMENTS
   4,210        0    4,173  103,552  113,052  111,935  117,225   12,683    7,393

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -8,192)
  -1,096        0      -52   -5,552   -7,578   -6,700   -7,630   -1,492     -562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      3.3     83.1     90.7     89.8     94.1     10.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       23       26       26       28
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,612,420
COMMITMENTS
 591,817   79,828  746,380  1243899  1762482  2582096  2588690   30,324   23,730

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     42,737)
  57,518   10,755  -14,501    4,291   52,434   47,308   48,688   -4,571   -5,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      3.1     28.6     47.6     67.5     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      48       20       48      106       94      168      148
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      978,933
COMMITMENTS
 120,478   69,570  167,243  686,278  736,783  973,999  973,596    4,934    5,337

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     31,299)
 -17,814    8,079   10,136   37,520   11,461   29,842   29,676    1,457    1,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      7.1     17.1     70.1     75.3     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      24       29       35       46       38       89       83
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,007
COMMITMENTS
     285       15      105    6,180    6,383    6,570    6,503      438      505

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:        -94)
       0      -15       15     -136     -168     -121     -168       27       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.2      1.5     88.2     91.1     93.8     92.8      6.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       16       16       18       17
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        9,618
COMMITMENTS
      67      902       48    9,451    8,468    9,566    9,418       52      200

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -2,416)
    -179     -162     -208   -1,885   -1,968   -2,272   -2,338     -144      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      9.4      0.5     98.3     88.0     99.5     97.9      0.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        4        3       34       35       38       39
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        1,091
COMMITMENTS
      25        0        0    1,031    1,041    1,056    1,041       35       50

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -333)
      25        0        0     -373     -308     -348     -308       15      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      0.0     94.5     95.4     96.8     95.4      3.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       13       12       13
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,341
COMMITMENTS
     124        0       29      835      834      988      863      353      478

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -449)
      46       -8      -48     -469     -368     -471     -424       22      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.0      2.2     62.3     62.2     73.7     64.4     26.3     35.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        2       17       15       20       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      192,744
COMMITMENTS
  12,447    5,301   19,015  159,053  167,034  190,515  191,350    2,229    1,394

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      1,578)
     362    1,332     -332    1,510      196    1,540    1,196       38      382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      2.8      9.9     82.5     86.7     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        7        9       36       34       47       43
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,331
COMMITMENTS
     237      855    1,437   20,584   19,948   22,258   22,239    1,073    1,092

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -767)
     -35      -78      -25     -611     -593     -672     -697      -95      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      3.7      6.2     88.2     85.5     95.4     95.3      4.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       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 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,852
COMMITMENTS
     628      874       76    7,923    8,808    8,627    9,758    2,225    1,094

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -106)
       4     -168        0     -154      112     -150      -56       44      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      8.1      0.7     73.0     81.2     79.5     89.9     20.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        3       14       14       17       18
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,569
COMMITMENTS
     302    2,220      762   24,898   24,311   25,962   27,293    2,607    1,276

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,014)
      12       12      -54   -1,140     -944   -1,182     -986      168      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      7.8      2.7     87.2     85.1     90.9     95.5      9.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       23       18       26       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,463
COMMITMENTS
       8      375      352    9,985   10,096   10,345   10,823    1,118      640

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -441)
     -10      -20        0     -345     -441     -355     -461      -86       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      3.3      3.1     87.1     88.1     90.2     94.4      9.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       16       20       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,148
COMMITMENTS
     340      482      526   21,006   22,354   21,872   23,362    2,276      786

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,164)
      10     -166       13   -1,159     -971   -1,136   -1,124      -28      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      2.0      2.2     87.0     92.6     90.6     96.7      9.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       23       19       26       21
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,867
COMMITMENTS
       0      298        0   45,463   45,569   45,463   45,867      404        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,289)
       0      -42        0   -1,268   -1,226   -1,268   -1,268      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      0.0     99.1     99.4     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       12       12       12       13
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      696,009
COMMITMENTS
   7,374        0    4,770  683,865  691,239  696,009  696,009        0        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -34,321)
     816        0     -816  -34,321  -33,505  -34,321  -34,321        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.7     98.3     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       12       10       13       11
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| 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 05/31/11 (CHANGE IN OPEN INTEREST:     -4,095)
       0        0        0   -4,095   -4,095   -4,095   -4,095        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       12       14       12
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      970,522
COMMITMENTS
       0        0        0  970,522  970,522  970,522  970,522        0        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -69,360)
       0        0        0  -69,360  -69,360  -69,360  -69,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       10       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      167,718
COMMITMENTS
       0      213    2,254  165,464  165,251  167,718  167,718        0        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -10,854)
       0     -255      255  -11,109  -10,854  -10,854  -10,854        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      1.3     98.7     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       19       28       20       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,867,131
COMMITMENTS
       0   31,596   17,958  2849173  2817577  2867131  2867131        0        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:   -197,280)
       0   -6,720    4,680 -201,960 -195,240 -197,280 -197,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.6     99.4     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       14       24       15       25
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,379
COMMITMENTS
   4,235    1,968      347   42,797   45,064   47,379   47,379        0        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -3,066)
       0      -42        0   -3,066   -3,024   -3,066   -3,066        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      4.2      0.7     90.3     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        2       25       20       29       24
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,140,032
COMMITMENTS
  46,720   40,309        0  1093312  1099723  1140032  1140032        0        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -50,672)
       0   -6,120        0  -50,672  -44,552  -50,672  -50,672        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      3.5      0.0     95.9     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        0       24       20       26       22
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,734
COMMITMENTS
     215        0        0   53,349   53,181   53,564   53,181      170      553

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,827)
       0        0        0   -1,954   -1,827   -1,954   -1,827      127        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.3     99.0     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       19       20       20       20
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       36,793
COMMITMENTS
     630    3,461      364   35,566   32,819   36,560   36,644      233      149

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,896)
       0       21      -21   -1,854   -1,875   -1,875   -1,875      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      9.4      1.0     96.7     89.2     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       13       12       15       13
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       31,391
COMMITMENTS
     510      526        0   30,477   30,546   30,987   31,072      404      319

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -2,653)
       0        0        0   -2,632   -2,653   -2,632   -2,653      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.7      0.0     97.1     97.3     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       14       18       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,024,395
COMMITMENTS
  28,064   13,765    6,576  989,755  1004054  1024395  1024395        0        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -22,819)
   4,664  -10,202    6,576  -34,059  -19,193  -22,819  -22,819        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      1.3      0.6     96.6     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       20       22       22       24
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      678,594
COMMITMENTS
  77,609        0   24,391  576,594  654,203  678,594  678,594        0        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -24,072)
     816        0     -816  -24,072  -23,256  -24,072  -24,072        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      0.0      3.6     85.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       14        8       16        9
 
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      157,013
COMMITMENTS
       0        0        0  157,013  157,013  157,013  157,013        0        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -8,568)
       0        0        0   -8,568   -8,568   -8,568   -8,568        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
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,539
COMMITMENTS
      62       70       20   21,048   21,061   21,130   21,151      409      388

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,566)
     -24        0        0   -1,621   -1,589   -1,645   -1,589       79       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.3      0.1     97.7     97.8     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        1       36       35       38       36
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,888
COMMITMENTS
     977       15       90   13,640   14,343   14,707   14,448      181      440

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,398)
     -71      -25      -10   -1,296   -1,321   -1,377   -1,356      -21      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.1      0.6     91.6     96.3     98.8     97.0      1.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        1       20       22       25       23
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,850
COMMITMENTS
       0        0       75    7,480    7,149    7,555    7,224      295      626

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -645)
    -260        0       30     -400     -636     -630     -606      -15      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      1.0     95.3     91.1     96.2     92.0      3.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        1       20       19       21       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,819
COMMITMENTS
       0        0        0   10,346   10,037   10,346   10,037      473      782

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,065)
       0        0        0   -1,020   -1,018   -1,020   -1,018      -45      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.6     92.8     95.6     92.8      4.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       19       20       19       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,721,808
COMMITMENTS
 343,647  115,685  933,173  1334586  1595797  2611407  2644655  110,402   77,153

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      5,152)
 -11,779    9,027   -2,115   11,081   -6,215   -2,812      698    7,964    4,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      4.3     34.3     49.0     58.6     95.9     97.2      4.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
     176      100      217       93      102      362      338
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      282,284
COMMITMENTS
 138,236   46,298   35,393  107,622  197,133  281,251  278,824    1,033    3,460

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     31,635)
   9,289    5,640    5,284   17,224   22,075   31,796   32,998     -162   -1,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.0     16.4     12.5     38.1     69.8     99.6     98.8      0.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6       14       16       24       26       40       46
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      213,573
COMMITMENTS
  56,665   13,441    3,793  113,204  143,409  173,662  160,643   39,911   52,930

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -8,486)
   1,644     -429   -1,406   -7,698   -1,603   -7,460   -3,438   -1,026   -5,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      6.3      1.8     53.0     67.1     81.3     75.2     18.7     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        3        6       21       23       30       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      138,784
COMMITMENTS
  33,519    2,578   21,986   77,932  110,433  133,437  134,997    5,348    3,788

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -4,119)
  -2,236     -294      904   -2,597   -4,786   -3,929   -4,176     -190       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      1.9     15.8     56.2     79.6     96.1     97.3      3.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      22       12       27       25       23       58       52
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      586,640
COMMITMENTS
  36,503    5,135  102,764  429,444  458,628  568,712  566,527   17,928   20,113

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -9,289)
  -3,807       34    1,492   -6,888  -10,283   -9,202   -8,758      -86     -531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.9     17.5     73.2     78.2     96.9     96.6      3.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11        3       14       32       33       46       47
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,444
COMMITMENTS
       0    1,998      575   28,804   26,806   29,379   29,379       65       65

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -5,905)
       0      823     -350   -5,545   -6,356   -5,895   -5,883      -10      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.8      2.0     97.8     91.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       0        6        3       33       36       36       43
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       71,504
COMMITMENTS
   2,715   17,785    4,598   61,136   44,827   68,449   67,210    3,055    4,294

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      1,714)
     -56   -1,750    1,806      116    1,366    1,866    1,422     -152      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     24.9      6.4     85.5     62.7     95.7     94.0      4.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        7       10       24       21       35       32
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,699
COMMITMENTS
   2,608    1,636    3,419   22,405   24,563   28,432   29,618    3,267    2,081

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:        406)
     -50        0        0      388      358      338      358       68       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      5.2     10.8     70.7     77.5     89.7     93.4     10.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        5       14       15       19       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,305
COMMITMENTS
   2,565      355        0   12,740   14,905   15,305   15,260        0       45

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -315)
      90       68        0     -345     -365     -255     -297      -60      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      2.3      0.0     83.2     97.4    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        2        0       20       19       27       21
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,158
COMMITMENTS
   3,389    1,584    3,740    6,778    9,284   13,907   14,608    4,251    3,550

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      8.7     20.6     37.3     51.1     76.6     80.4     23.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        3        7        9        9       18       18
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,679
COMMITMENTS
     560    1,798      504   11,050    9,185   12,114   11,487      565    1,192

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:        288)
      31      -11       51      200      229      283      269        6       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     14.2      4.0     87.2     72.4     95.5     90.6      4.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        9        8       16       17       26       30
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,180
COMMITMENTS
     984      195    3,616   50,065   51,415   54,665   55,226   12,515   11,954

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      2,697)
     732     -313    1,186    1,728    3,172    3,646    4,045     -949   -1,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.3      5.4     74.5     76.5     81.4     82.2     18.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        5       17       18       22       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,712
COMMITMENTS
  15,953    2,258      409    4,859   19,481   21,222   22,148    2,490    1,563

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      2,209)
   2,309     -684       83     -368    2,374    2,025    1,773      184      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.3      9.5      1.7     20.5     82.2     89.5     93.4     10.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      72       26        8       26       36      103       66
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       40,487
COMMITMENTS
  25,870    1,568      501    8,424   36,760   34,795   38,829    5,691    1,658

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      1,408)
     861     -397     -306      606    2,298    1,162    1,596      246     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.9      3.9      1.2     20.8     90.8     85.9     95.9     14.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      83       14       11       22       37      108       60
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      276,523
COMMITMENTS
  66,991   11,188   33,814  154,113  216,220  254,917  261,222   21,606   15,301

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -2,291)
     132   -4,176    1,562   -5,516   -1,255   -3,822   -3,869    1,531    1,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      4.0     12.2     55.7     78.2     92.2     94.5      7.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      65       17       47       75       90      157      141
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       25,260
COMMITMENTS
   6,845      251      598   11,870   20,332   19,313   21,181    5,947    4,079

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -5,875)
  -2,032       10     -316   -3,441   -5,998   -5,789   -6,304      -86      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      1.0      2.4     47.0     80.5     76.5     83.9     23.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        4       16       17       22       21
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,576
COMMITMENTS
       0        0      400    4,176    4,176    4,576    4,576        0        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -357)
       0     -325        0     -307      -32     -307     -357      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      8.7     91.3     91.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        2       25       27       27       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,338
COMMITMENTS
   1,421        0       83   54,017   56,180   55,521   56,263      817       75

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -3,386)
      99      -74     -160   -3,358   -3,152   -3,419   -3,386       33        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.1     95.9     99.7     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        0        1       48       33       52       34
 
 
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,535
COMMITMENTS
       0        0        0   10,360   10,535   10,360   10,535      175        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,740)
       0        0        0   -1,715   -1,740   -1,715   -1,740      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.3    100.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       10       19       10
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,561
COMMITMENTS
     164        0        0   18,377   18,561   18,541   18,561       20        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:       -810)
     164        0        0     -954     -810     -790     -810      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.0     99.0    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       17       13       18       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,790
COMMITMENTS
       0    3,610       25    6,505    3,155    6,530    6,790      260        0

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,275)
    -145     -505       25   -1,415     -795   -1,535   -1,275      260        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     53.2      0.4     95.8     46.5     96.2    100.0      3.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        4        1       28       22       29       26
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,631
COMMITMENTS
   1,224        0      105    8,884   10,309   10,213   10,414      418      217

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,605)
      20        0      -45   -1,504   -1,550   -1,529   -1,595      -76      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      0.0      1.0     83.6     97.0     96.1     98.0      3.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       22       24       24       25
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,922
COMMITMENTS
     571    4,214      562   16,732   13,036   17,865   17,812       57      110

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,445)
    -445      567     -158     -854   -1,936   -1,457   -1,527       12       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     23.5      3.1     93.4     72.7     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        3        5       39       36       46       42
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,715
COMMITMENTS
     163      161      397    9,931   10,026   10,491   10,584      224      131

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,742)
    -401      -34      -86   -1,179   -1,564   -1,666   -1,684      -76      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.5      3.7     92.7     93.6     97.9     98.8      2.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       26       28       30       30
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,644
COMMITMENTS
  13,787      560    1,081   16,352   29,763   31,220   31,404      424      240

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -1,914)
    -297       -3     -127   -1,444   -1,784   -1,868   -1,914      -46        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6      1.8      3.4     51.7     94.1     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14        2        7       27       31       43       40
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,291
COMMITMENTS
   3,507        0      614    8,752   10,279   12,873   10,893    2,418    4,398

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     -3,332)
      30     -518     -206   -3,486   -2,838   -3,662   -3,562      330      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      0.0      4.0     57.2     67.2     84.2     71.2     15.8     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        1       14       15       17       16
```

----

Updated June 10, 2011