```
 
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,827
COMMITMENTS
   1,722      245    1,020   42,506   44,500   45,248   45,765      579       62

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      3,400)
     -83      145       50    3,433    3,265    3,400    3,460        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.5      2.2     92.8     97.1     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        2        2       43       43       45       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,202
COMMITMENTS
       0        0        0   18,940   19,118   18,940   19,118      262       84

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        -38)
       0        0        0      -48      -58      -48      -58       10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.6     99.6     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       25       36       25       36
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,410
COMMITMENTS
       0        0        0    2,811    2,699    2,811    2,699      599      711

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:         15)
       0        0        0        0        0        0        0       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     82.4     79.1     82.4     79.1     17.6     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19       19       19       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       15,615
COMMITMENTS
     325      294      980   13,222   13,283   14,527   14,557    1,088    1,058

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,335)
      37       60      401      847      811    1,285    1,272       50       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.9      6.3     84.7     85.1     93.0     93.2      7.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        2        6       41       44       47       51
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,643
COMMITMENTS
     407       69      355    7,164    7,763    7,926    8,187      717      456

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        455)
      82      -10       23      430      491      535      504      -80      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.8      4.1     82.9     89.8     91.7     94.7      8.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        2        5       47       54       53       60
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,425
COMMITMENTS
       0       43        5    6,007    5,775    6,012    5,823      413      602

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,406)
       0       43        5    1,410    1,331    1,415    1,379       -9       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.1     93.5     89.9     93.6     90.6      6.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       20       21       21       22
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,581
COMMITMENTS
     503        0      516    2,878    3,733    3,897    4,249      684      332

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        462)
      47        0      158      198      298      403      456       59        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      0.0     11.3     62.8     81.5     85.1     92.8     14.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       22       25       24       26
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,350
COMMITMENTS
       0      170       10    1,937    1,693    1,947    1,873      403      477

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        334)
       0       35      -15      351      304      336      324       -2       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      0.4     82.4     72.0     82.9     79.7     17.1     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        1       18       16       19       19
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,480
COMMITMENTS
      95       58       58    1,735    1,999    1,888    2,115      592      365

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        151)
      80       58       23       51       37      154      118       -3       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      2.3      2.3     70.0     80.6     76.1     85.3     23.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       17       19       20       21
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       14,324
COMMITMENTS
       0        0        0   14,183   14,294   14,183   14,294      141       30

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,835)
       0        0        0    1,835    1,835    1,835    1,835        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.0     99.8     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       26       19       26       19
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        7,218
COMMITMENTS
       0      468        0    6,951    6,574    6,951    7,042      267      176

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        238)
       0       48        0      238      190      238      238        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      0.0     96.3     91.1     96.3     97.6      3.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       19       18       19       21
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,466
COMMITMENTS
       0    3,424      123   21,203   17,919   21,326   21,466      140        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        564)
       0      395     -195      759      364      564      564        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.0      0.6     98.8     83.5     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       31       24       32       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      336,745
COMMITMENTS
  42,002   42,592   60,909  198,570  196,518  301,481  300,019   35,264   36,726

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      8,530)
     785    6,271    3,470    9,205    1,494   13,460   11,235   -4,930   -2,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     12.6     18.1     59.0     58.4     89.5     89.1     10.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      34       40       42       78       77      135      140
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,560
COMMITMENTS
     200    2,430      100   14,074   11,930   14,374   14,460      186      100

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        982)
       0      100        0      978      882      978      982        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     16.7      0.7     96.7     81.9     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        4        1       40       46       44       51
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,649
COMMITMENTS
   1,143    1,550        0   17,488   17,069   18,631   18,619       18       30

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        530)
       0        0        0      530      530      530      530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      8.3      0.0     93.8     91.5     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        1        0       27       32       32       33
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,196
COMMITMENTS
       0        0        0    9,978   10,919    9,978   10,919    1,218      277

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        222)
       0        0        0      156      204      156      204       66       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     89.1     97.5     89.1     97.5     10.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       14       19       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,145,017
COMMITMENTS
 229,354  339,431  387,740  458,401  369,916  1075495  1097087   69,522   47,930

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -40,311)
 -13,853  -17,471  -26,504     -199    4,700  -40,556  -39,275      245   -1,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     29.6     33.9     40.0     32.3     93.9     95.8      6.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      99      115      139       72       69      259      244
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       39,601
COMMITMENTS
     627    7,807      576   34,913   25,535   36,116   33,918    3,485    5,683

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -24        0      -24        0       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     19.7      1.5     88.2     64.5     91.2     85.6      8.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2        9       12       11       16
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       76,314
COMMITMENTS
  14,494   26,393   19,927   38,613   27,975   73,034   74,295    3,280    2,019

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      2,059)
    -272     -634    1,207    1,205    1,867    2,140    2,440      -81     -381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     34.6     26.1     50.6     36.7     95.7     97.4      4.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        7       14       18       19       33       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       67,301
COMMITMENTS
       0    1,452    2,832   58,258   54,650   61,090   58,934    6,211    8,367

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        406)
       0        0        0      344      406      344      406       62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      4.2     86.6     81.2     90.8     87.6      9.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       16       16       18       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,804,792
COMMITMENTS
 449,216   45,088  851,915  1471916  1880716  2773047  2777719   31,745   27,073

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     42,865)
   1,720  -12,101   13,473   31,644   42,340   46,837   43,712   -3,972     -847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      1.6     30.4     52.5     67.1     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      39       12       46       99       85      151      134
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,439,412
COMMITMENTS
 238,065  180,858  390,758  807,670  865,985  1436493  1437601    2,919    1,811

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     47,734)
   8,582    6,943    9,231   29,999   31,737   47,812   47,911      -78     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     12.6     27.1     56.1     60.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      24       22       34       46       40       87       79
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,110
COMMITMENTS
     750      975       15    5,865    5,015    6,630    6,005      480    1,105

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     13.7      0.2     82.5     70.5     93.2     84.5      6.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       12       13       14       16
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,714
COMMITMENTS
     267    1,745      189   23,950   22,389   24,406   24,323      308      391

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        394)
     105     -190      -59      308      618      354      369       40       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      7.1      0.8     96.9     90.6     98.8     98.4      1.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        4        2       33       44       37       50
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,500
COMMITMENTS
     127       88       60    1,818    1,777    2,005    1,925      495      575

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        193)
       0       10        0      156      404      156      414       37     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      3.5      2.4     72.7     71.1     80.2     77.0     19.8     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       23       21       25       22
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,858
COMMITMENTS
      91       80       40    1,307    1,346    1,438    1,466      420      392

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        145)
      12        0        0       55      140       67      140       78        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      4.3      2.2     70.3     72.4     77.4     78.9     22.6     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       19       18       21       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       67,501
COMMITMENTS
  13,397      789    4,081   48,387   61,341   65,865   66,211    1,636    1,290

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        274)
       0       40        0      274      234      274      274        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      1.2      6.0     71.7     90.9     97.6     98.1      2.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        4       33       32       39       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,376
COMMITMENTS
     360    1,184    2,746   14,006   13,600   17,112   17,530    1,264      846

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        -18)
       0     -130       80     -100       30      -20      -20        2        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      6.4     14.9     76.2     74.0     93.1     95.4      6.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       21       17       24       20
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,229
COMMITMENTS
   4,130    1,166      340    7,735   11,403   12,205   12,909    1,024      320

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:         54)
       0      -60       60       -6       54       54       54        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2      8.8      2.6     58.5     86.2     92.3     97.6      7.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       15       19       18       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,949
COMMITMENTS
     738    2,680      414   22,033   20,934   23,185   24,028    1,764      921

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        -24)
       0        0        0      422      216      422      216     -446     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     10.7      1.7     88.3     83.9     92.9     96.3      7.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       27       25       30       28
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,104
COMMITMENTS
   1,150        0      226    6,244    6,949    7,620    7,175    1,484    1,929

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       20       10       20       10        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      0.0      2.5     68.6     76.3     83.7     78.8     16.3     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       16       18       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,034
COMMITMENTS
   4,080    2,556      136    7,766    9,536   11,982   12,228    1,052      806

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:         26)
       0        0        0       16       26       16       26       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     19.6      1.0     59.6     73.2     91.9     93.8      8.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       16       16       19       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,894
COMMITMENTS
     278    2,440      990   11,735    9,610   13,003   13,040      891      854

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:          0)
       0      -60        0        0       60        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     17.6      7.1     84.5     69.2     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       20       18       23       21
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,835
COMMITMENTS
       0        0        0   61,835   61,835   61,835   61,835        0        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        -42)
       0        0        0      -42      -42      -42      -42        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:       25)
       0        0        0       19       15       19       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,003,665
COMMITMENTS
       0        0        0  1003665  1003665  1003665  1003665        0        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -1,664)
       0        0        0   -1,664   -1,664   -1,664   -1,664        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:       24)
       0        0        0       16       16       16       16
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,154
COMMITMENTS
       0        0        0   28,154   28,154   28,154   28,154        0        0

CHANGES FROM 06/19/12 (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 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      107,973
COMMITMENTS
       0        0        0  107,718  107,718  107,718  107,718      255      255

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        193)
       0        0        0      193      193      193      193        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.8     99.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       17       28       17       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,496,218
COMMITMENTS
       0        0        0  1496218  1496218  1496218  1496218        0        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,568)
       0        0        0    1,568    1,568    1,568    1,568        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:       33)
       0        0        0       17       23       17       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       66,446
COMMITMENTS
   5,692    2,875    7,800   52,954   55,771   66,446   66,446        0        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,530)
       0        0        0    1,530    1,530    1,530    1,530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      4.3     11.7     79.7     83.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       27       21       31       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,192,709
COMMITMENTS
  57,801   97,890   40,014  1094894  1054805  1192709  1192709        0        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      2,769)
       0        0        0    2,769    2,769    2,769    2,769        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      8.2      3.4     91.8     88.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       29       23       33       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,893
COMMITMENTS
       0    3,788        0   52,745   48,553   52,745   52,341      148      552

CHANGES FROM 06/19/12 (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      7.2      0.0     99.7     91.8     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       19       15       19       17
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,591
COMMITMENTS
   1,480    5,735      105   44,412   40,751   45,997   46,591      594        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     12.3      0.2     95.3     87.5     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       15       17       17       18
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       31,175
COMMITMENTS
  13,432        0    1,690   16,053   29,485   31,175   31,175        0        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        264)
     264        0        0        0      264      264      264        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1      0.0      5.4     51.5     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       10       13       12       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,093
COMMITMENTS
     444      974      176   14,537   14,647   15,157   15,797      936      296

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      6.1      1.1     90.3     91.0     94.2     98.2      5.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       17       16       19       17
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,975
COMMITMENTS
     254    1,130        0   12,573   11,548   12,827   12,678      148      297

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      8.7      0.0     96.9     89.0     98.9     97.7      1.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       10       17       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      894,072
COMMITMENTS
       0   67,097   23,400  870,672  803,575  894,072  894,072        0        0

CHANGES FROM 06/19/12 (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      7.5      2.6     97.4     89.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       20       15       21       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,006,241
COMMITMENTS
  27,690  107,255   15,840  962,711  883,146  1006241  1006241        0        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     10.7      1.6     95.7     87.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       14       14       16       15
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      546,290
COMMITMENTS
 207,018        0   58,840  280,432  487,450  546,290  546,290        0        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      7,816)
       0        0        0    7,816    7,816    7,816    7,816        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9      0.0     10.8     51.3     89.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       13       13       15       15
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      151,880
COMMITMENTS
       0    7,416        0  151,880  144,464  151,880  151,880        0        0

CHANGES FROM 06/19/12 (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      4.9      0.0    100.0     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       12        9       14
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,110
COMMITMENTS
   2,216      122       35   25,379   27,428   27,630   27,585      480      525

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:         89)
      56        0        0       33       89       89       89        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.4      0.1     90.3     97.6     98.3     98.1      1.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        2        1       36       33       39       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,911
COMMITMENTS
   1,097       26        0    6,452    7,525    7,549    7,551      362      360

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      165      120      165      120      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      0.3      0.0     81.6     95.1     95.4     95.4      4.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       20       16       23       17
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,686
COMMITMENTS
      90    1,584      101    9,168    7,400    9,359    9,085      327      601

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        170)
       0      -65       15      178      358      193      308      -23     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     16.4      1.0     94.7     76.4     96.6     93.8      3.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       21       18       23       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,523
COMMITMENTS
   1,010        0        0    9,388    9,859   10,398    9,859      125      664

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        372)
       0        0        0      312      383      312      383       60      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      0.0      0.0     89.2     93.7     98.8     93.7      1.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       22       18       23       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,432,162
COMMITMENTS
 295,571  182,738  410,508  650,111  771,985  1356190  1365231   75,972   66,931

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:         36)
  -5,205    5,870   -2,169    6,183      223   -1,191    3,924    1,227   -3,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     12.8     28.7     45.4     53.9     94.7     95.3      5.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
     107      108      145       89       96      278      281
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      202,324
COMMITMENTS
  64,079   19,857    1,284   95,313  130,309  160,676  151,450   41,648   50,874

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,117)
     100      -91     -108     -412    3,416     -420    3,217    1,537   -2,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      9.8      0.6     47.1     64.4     79.4     74.9     20.6     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        5        5       18       20       26       28
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,525
COMMITMENTS
   1,068      580    1,120   16,320   16,825   18,508   18,525       17        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,684)
       0        0        0    1,684    1,684    1,684    1,684        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      3.1      6.0     88.1     90.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        3       26       26       30       31
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       85,967
COMMITMENTS
   4,802   10,538    4,454   73,226   66,189   82,482   81,181    3,485    4,786

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        891)
    -210      308      886     -166     -303      510      891      381        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     12.3      5.2     85.2     77.0     95.9     94.4      4.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        9       22       18       32       29
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,588
COMMITMENTS
   2,799    1,848    6,247   30,163   31,049   39,209   39,144    2,379    2,444

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      8,407)
     192        0    4,490    4,534    3,912    9,216    8,402     -809        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      4.4     15.0     72.5     74.7     94.3     94.1      5.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        6       14       14       21       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       66,302
COMMITMENTS
   1,037    2,892      944   32,086   32,524   34,067   36,360   32,235   29,942

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      4.4      1.4     48.4     49.1     51.4     54.8     48.6     45.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        5        4       13       14       17       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,200
COMMITMENTS
   1,900        0        0    3,290    5,146    5,190    5,146       10       54

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5      0.0      0.0     63.3     99.0     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       15       14       18       14
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,964
COMMITMENTS
   4,513    6,014    7,835   11,063   10,264   23,411   24,113    3,553    2,851

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        638)
    -752     -150       30        0      565     -722      445    1,360      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     22.3     29.1     41.0     38.1     86.8     89.4     13.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        6        7       10       10       20       20
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,961
COMMITMENTS
       0        0        0   16,961   16,961   16,961   16,961        0        0

CHANGES FROM 06/19/12 (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       16       12       16       12
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,646
COMMITMENTS
  12,702    8,240      515    7,183   11,321   20,400   20,076    1,246    1,570

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        629)
     151    1,462       21      599   -1,091      771      392     -142      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.7     38.1      2.4     33.2     52.3     94.2     92.7      5.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      54       51       11       24       29       85       89
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       50,349
COMMITMENTS
  34,754   15,957      505    9,812   30,807   45,071   47,269    5,278    3,080

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -1,482)
     184      639      217   -1,682   -2,457   -1,281   -1,601     -201      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.0     31.7      1.0     19.5     61.2     89.5     93.9     10.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      83       46       14       25       33      116       86
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      281,729
COMMITMENTS
  82,618   22,040   38,252  143,604  202,524  264,474  262,816   17,255   18,913

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -24,476)
     537      828   -6,046  -17,661  -19,992  -23,170  -25,210   -1,306      734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      7.8     13.6     51.0     71.9     93.9     93.3      6.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      62       27       51       77       93      159      158
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,161
COMMITMENTS
   7,707        0      185    6,658   14,861   14,550   15,046    5,611    5,115

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:       -447)
    -370        0      -19     -332     -317     -721     -336      274     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2      0.0      0.9     33.0     73.7     72.2     74.6     27.8     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        2       11       20       16       22
 
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE        Code-111A41
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,694
COMMITMENTS
      80    2,967    2,595   15,428   12,223   18,103   17,785    2,591    2,909

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,232)
      80     -870      -15      871    2,193      936    1,308      296      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     14.3     12.5     74.6     59.1     87.5     85.9     12.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        3       13       15       16       19
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,597
COMMITMENTS
      70    2,240      204    9,090    6,896    9,364    9,340      233      257

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:          6)
       0        0        0      -44      -44      -44      -44       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     23.3      2.1     94.7     71.9     97.6     97.3      2.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        1       28       30       29       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,076
COMMITMENTS
   2,525        0       50   52,949   55,933   55,524   55,983      552       93

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        -59)
    -225        0     -400      762      341      137      -59     -196        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      0.1     94.4     99.7     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        0        1       48       31       55       32
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       32,925
COMMITMENTS
     350        0        0   32,515   32,925   32,865   32,925       60        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      2,555)
       0        0        0    2,555    2,555    2,555    2,555        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.0     98.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       23       22       24       22
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,934
COMMITMENTS
     350    6,013      150   13,254    7,771   13,754   13,934      180        0

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        620)
       0      100        0      620      520      620      620        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     43.2      1.1     95.1     55.8     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        1       29       22       30       27
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,558
COMMITMENTS
   4,698        0    6,787   30,018   34,527   41,503   41,314       55      244

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      2,644)
     197        0      438    1,977    2,174    2,612    2,612       32       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      0.0     16.3     72.2     83.1     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      10        0        5       43       50       53       55
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,044
COMMITMENTS
     278    6,109        0    9,526    3,570    9,804    9,679      240      365

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        442)
     182      303        0      260      281      442      584        0     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     60.8      0.0     94.8     35.5     97.6     96.4      2.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       20       17       22       19
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,093
COMMITMENTS
   2,398    1,802      230    9,447    9,958   12,075   11,990       18      103

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        822)
     224      643     -211      815      418      828      850       -6      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     14.9      1.9     78.1     82.3     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        7        1       28       24       35       32
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,689
COMMITMENTS
  11,531    1,858      771   17,508   27,388   29,810   30,017      879      672

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,072)
    -203       70      282      978      680    1,057    1,032       15       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6      6.1      2.5     57.0     89.2     97.1     97.8      2.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8        8        6       26       36       36       48
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,327
COMMITMENTS
     530      266    3,755   14,826   15,271   19,111   19,292      216       35

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        570)
       0        0      300      570      570      870      870     -300     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      1.4     19.4     76.7     79.0     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        4       14       15       18       19
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,863
COMMITMENTS
   3,392        0      494   20,146   22,329   24,032   22,823    1,831    3,040

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        500)
     169     -300        0    1,020    4,429    1,189    4,129     -689   -3,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      0.0      1.9     77.9     86.3     92.9     88.2      7.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       21       25       24       26
```

----

Updated June 29, 2012