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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    39,027:     1,495        150        970     36,024     37,805     38,489     38,925:       538        102
Old  :    39,027:     1,495        150        970     36,024     37,805     38,489     38,925:       538        102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     1,894:       127        100       -120      1,886      1,924      1,893      1,904:         1        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        0.4        2.5       92.3       96.9       98.6       99.7:       1.4        0.3
Old  :     100.0:       3.8        0.4        2.5       92.3       96.9       98.6       99.7:       1.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         1          1          1         38         43         39         45:
Old  :        55:         1          1          1         38         43         39         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       41.4       68.7       60.9       26.5       23.4       39.1       35.0
Old  :                 44.7       41.4       68.7       60.9       26.5       23.4       39.1       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    19,109:         0          0          0     18,857     19,045     18,857     19,045:       252         64
Old  :    19,109:         0          0          0     18,857     19,045     18,857     19,045:       252         64
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :      -200:         0          0          0       -215       -200       -215       -200:        15          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       98.7       99.7       98.7       99.7:       1.3        0.3
Old  :     100.0:       0.0        0.0        0.0       98.7       99.7       98.7       99.7:       1.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         0          0          0         25         33         25         33:
Old  :        36:         0          0          0         25         33         25         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       55.0       77.1       74.0       47.7       40.8       56.4       53.6
Old  :                 62.9       55.0       77.1       74.0       47.7       40.8       56.4       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165C
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     3,122:         0          0          0      2,562      2,445      2,562      2,445:       560        677
Old  :     3,122:         0          0          0      2,562      2,445      2,562      2,445:       560        677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :        16:         0          0          0         25         10         25         10:        -9          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       82.1       78.3       82.1       78.3:      17.9       21.7
Old  :     100.0:       0.0        0.0        0.0       82.1       78.3       82.1       78.3:      17.9       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         19         19         19         19:
Old  :        20:         0          0          0         19         19         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       40.2       64.8       58.6       22.2       20.9       29.5       27.5
Old  :                 43.4       40.2       64.8       58.6       22.2       20.9       29.5       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165E
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    13,814:       154        172        529     11,393     11,404     12,076     12,105:     1,738      1,709
Old  :    13,814:       154        172        529     11,393     11,404     12,076     12,105:     1,738      1,709
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       596:        -9        -20        123        415        440        529        543:        67         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        1.2        3.8       82.5       82.6       87.4       87.6:      12.6       12.4
Old  :     100.0:       1.1        1.2        3.8       82.5       82.6       87.4       87.6:      12.6       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         2          2          3         41         43         44         47:
Old  :        47:         2          2          3         41         43         44         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       27.0       44.2       42.9       14.6        9.4       19.9       14.8
Old  :                 26.3       27.0       44.2       42.9       14.6        9.4       19.9       14.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-02165G
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     7,753:       296         49        327      6,297      6,855      6,920      7,231:       833        522
Old  :     7,753:       296         49        327      6,297      6,855      6,920      7,231:       833        522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       641:        22         -5          5        640        699        667        699:       -26        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        0.6        4.2       81.2       88.4       89.3       93.3:      10.7        6.7
Old  :     100.0:       3.8        0.6        4.2       81.2       88.4       89.3       93.3:      10.7        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         4          1          4         46         50         51         54:
Old  :        58:         4          1          4         46         50         51         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       21.9       40.7       37.3       15.7       16.5       23.0       25.5
Old  :                 26.8       21.9       40.7       37.3       15.7       16.5       23.0       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165H
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     4,589:         0          0          0      4,057      3,679      4,057      3,679:       532        910
Old  :     4,589:         0          0          0      4,057      3,679      4,057      3,679:       532        910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       88.4       80.2       88.4       80.2:      11.6       19.8
Old  :     100.0:       0.0        0.0        0.0       88.4       80.2       88.4       80.2:      11.6       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         18         18         18         18:
Old  :        20:         0          0          0         18         18         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       39.7       68.7       59.4       29.7       18.8       35.8       27.5
Old  :                 43.8       39.7       68.7       59.4       29.7       18.8       35.8       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-02165I
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     3,712:       589          0        238      2,207      3,051      3,034      3,289:       678        423
Old  :     3,712:       589          0        238      2,207      3,051      3,034      3,289:       678        423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       173:        91          0        -71         49        333         69        262:       104        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        0.0        6.4       59.5       82.2       81.7       88.6:      18.3       11.4
Old  :     100.0:      15.9        0.0        6.4       59.5       82.2       81.7       88.6:      18.3       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          0          1         18         23         20         24:
Old  :        28:         2          0          1         18         23         20         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       35.8       60.0       59.9       27.3       24.2       40.1       38.2
Old  :                 40.6       35.8       60.0       59.9       27.3       24.2       40.1       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165J
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     1,905:         0        120         29      1,440      1,270      1,469      1,419:       436        486
Old  :     1,905:         0        120         29      1,440      1,270      1,469      1,419:       436        486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       125:         0        -20         20        149        120        169        120:       -44          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.3        1.5       75.6       66.7       77.1       74.5:      22.9       25.5
Old  :     100.0:       0.0        6.3        1.5       75.6       66.7       77.1       74.5:      22.9       25.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          3          1         16         14         17         17:
Old  :        22:         0          3          1         16         14         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       42.5       58.4       57.1       21.3       22.8       34.9       32.7
Old  :                 39.7       42.5       58.4       57.1       21.3       22.8       34.9       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-02165K
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     2,211:        45          0         13      1,607      1,916      1,665      1,929:       546        282
Old  :     2,211:        45          0         13      1,607      1,916      1,665      1,929:       546        282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       208:        45          0         13         41        163         99        176:       109         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        0.0        0.6       72.7       86.7       75.3       87.2:      24.7       12.8
Old  :     100.0:       2.0        0.0        0.6       72.7       86.7       75.3       87.2:      24.7       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          0          1         15         19         16         20:
Old  :        22:         1          0          1         15         19         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       47.1       66.6       67.0       53.5       45.9       57.6       62.8
Old  :                 56.8       47.1       66.6       67.0       53.5       45.9       57.6       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-02165T
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 GALLONS)                                               :
     :          :                                                                            :
All  :    11,023:         0          0          0     10,882     10,993     10,882     10,993:       141         30
Old  :    11,023:         0          0          0     10,882     10,993     10,882     10,993:       141         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       739:         0          0          0        739        739        739        739:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       98.7       99.7       98.7       99.7:       1.3        0.3
Old  :     100.0:       0.0        0.0        0.0       98.7       99.7       98.7       99.7:       1.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          0          0         25         18         25         18:
Old  :        30:         0          0          0         25         18         25         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       59.9       79.6       82.6       49.5       54.7       63.7       67.0
Old  :                 56.1       59.9       79.6       82.6       49.5       54.7       63.7       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-021A17
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 METRIC TONS)                                             :
     :          :                                                                            :
All  :     6,485:         0        339          0      6,218      5,970      6,218      6,309:       267        176
Old  :     6,485:         0        339          0      6,218      5,970      6,218      6,309:       267        176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       423:         0          0          0        408        351        408        351:        15         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.2        0.0       95.9       92.1       95.9       97.3:       4.1        2.7
Old  :     100.0:       0.0        5.2        0.0       95.9       92.1       95.9       97.3:       4.1        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          2          0         18         19         18         21:
Old  :        23:         0          2          0         18         19         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       48.9       75.8       73.0       47.2       36.9       58.2       55.6
Old  :                 57.7       48.9       75.8       73.0       47.2       36.9       58.2       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE                                           Code-021A28
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    20,355:         0      2,954        318     19,897     17,083     20,215     20,355:       140          0
Old  :    20,355:         0      2,954        318     19,897     17,083     20,215     20,355:       140          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       286:         0        202          0        286         84        286        286:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       14.5        1.6       97.7       83.9       99.3      100.0:       0.7        0.0
Old  :     100.0:       0.0       14.5        1.6       97.7       83.9       99.3      100.0:       0.7        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          1          1         27         22         28         23:
Old  :        32:         0          1          1         27         22         28         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       57.6       62.5       79.4       33.4       40.4       48.4       55.9
Old  :                 38.4       57.6       62.5       79.4       33.4       40.4       48.4       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   314,200:    38,218     35,456     58,325    181,605    184,836    278,148    278,617:    36,052     35,583
Old  :   314,200:    38,218     35,456     58,325    181,605    184,836    278,148    278,617:    36,052     35,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    -2,212:       160     -4,023      2,147     -7,139        554     -4,832     -1,322:     2,620       -890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       11.3       18.6       57.8       58.8       88.5       88.7:      11.5       11.3
Old  :     100.0:      12.2       11.3       18.6       57.8       58.8       88.5       88.7:      11.5       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        38         35         41         72         74        132        132:
Old  :       164:        38         35         41         72         74        132        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       19.8       27.1       29.7        9.5        8.2       15.9       13.9
Old  :                 16.0       19.8       27.1       29.7        9.5        8.2       15.9       13.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02265J
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1000 BARRELS)                                                :
     :          :                                                                            :
All  :    12,966:       200      2,330        250     12,338     10,286     12,788     12,866:       178        100
Old  :    12,966:       200      2,330        250     12,338     10,286     12,788     12,866:       178        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       657:       100          0       -150        723        807        673        657:       -16          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       18.0        1.9       95.2       79.3       98.6       99.2:       1.4        0.8
Old  :     100.0:       1.5       18.0        1.9       95.2       79.3       98.6       99.2:       1.4        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         3          3          2         34         43         39         48:
Old  :        56:         3          3          2         34         43         39         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       33.6       53.6       51.8       26.5       29.8       39.3       41.7
Old  :                 31.2       33.6       53.6       51.8       26.5       29.8       39.3       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-02265T
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    17,744:     1,143      1,550          0     16,583     16,164     17,726     17,714:        18         30
Old  :    17,744:     1,143      1,550          0     16,583     16,164     17,726     17,714:        18         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     1,405:       150          0          0      1,255      1,405      1,405      1,405:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        8.7        0.0       93.5       91.1       99.9       99.8:       0.1        0.2
Old  :     100.0:       6.4        8.7        0.0       93.5       91.1       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         5          1          0         28         31         33         32:
Old  :        45:         5          1          0         28         31         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       39.1       72.2       60.7       40.9       27.0       48.7       41.9
Old  :                 53.8       39.1       72.2       60.7       40.9       27.0       48.7       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-022A05
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    10,574:         0          0          0      9,440     10,330      9,440     10,330:     1,134        244
Old  :    10,574:         0          0          0      9,440     10,330      9,440     10,330:     1,134        244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       557:         0          0          0        160        526        160        526:       397         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       89.3       97.7       89.3       97.7:      10.7        2.3
Old  :     100.0:       0.0        0.0        0.0       89.3       97.7       89.3       97.7:      10.7        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         18         13         18         13:
Old  :        20:         0          0          0         18         13         18         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       69.2       68.6       86.6       44.8       54.2       55.1       62.9
Old  :                 49.7       69.2       68.6       86.6       44.8       54.2       55.1       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  : 1,176,268:   253,212    355,610    427,568    426,407    336,737  1,107,187  1,119,915:    69,081     56,353
Old  : 1,176,268:   253,212    355,610    427,568    426,407    336,737  1,107,187  1,119,915:    69,081     56,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :   -30,723:     6,854     13,850    -40,615      5,953     -6,429    -27,808    -33,194:    -2,915      2,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       30.2       36.3       36.3       28.6       94.1       95.2:       5.9        4.8
Old  :     100.0:      21.5       30.2       36.3       36.3       28.6       94.1       95.2:       5.9        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:       105        118        143         73         70        271        252:
Old  :       315:       105        118        143         73         70        271        252:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       20.6       27.8       31.3       11.2       15.3       19.4       21.6
Old  :                 16.5       20.6       27.8       31.3       11.2       15.3       19.4       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                          Code-02365O
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :    39,601:       627      7,807        576     34,937     25,535     36,140     33,918:     3,461      5,683
Old  :    39,601:       627      7,807        576     34,937     25,535     36,140     33,918:     3,461      5,683
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       19.7        1.5       88.2       64.5       91.3       85.6:       8.7       14.4
Old  :     100.0:       1.6       19.7        1.5       88.2       64.5       91.3       85.6:       8.7       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          3          2          9         12         11         16:
Old  :        21:         1          3          2          9         12         11         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.9       47.8       86.9       70.5       72.0       46.2       84.6       67.5
Old  :                 73.9       47.8       86.9       70.5       72.0       46.2       84.6       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                   Code-023A55
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 10,000 MMBTU'S)                                              :
     :          :                                                                            :
All  :    68,096:    10,887     24,741     18,422     35,768     22,964     65,077     66,127:     3,019      1,969
Old  :    68,096:    10,887     24,741     18,422     35,768     22,964     65,077     66,127:     3,019      1,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     6,671:     1,448     -6,943      4,554        580      9,110      6,582      6,721:        89        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       36.3       27.1       52.5       33.7       95.6       97.1:       4.4        2.9
Old  :     100.0:      16.0       36.3       27.1       52.5       33.7       95.6       97.1:       4.4        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         7          7         13         16         15         29         29:
Old  :        31:         7          7         13         16         15         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       59.3       61.8       75.4       30.0       37.3       36.0       40.4
Old  :                 45.7       59.3       61.8       75.4       30.0       37.3       36.0       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035655
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :    66,546:         0      1,327      2,856     57,541     53,996     60,397     58,179:     6,149      8,367
Old  :    66,546:         0      1,327      2,856     57,541     53,996     60,397     58,179:     6,149      8,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       122:         0       -103        131         -9         94        122        122:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.0        4.3       86.5       81.1       90.8       87.4:       9.2       12.6
Old  :     100.0:       0.0        2.0        4.3       86.5       81.1       90.8       87.4:       9.2       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          2          2         16         16         18         18:
Old  :        23:         0          2          2         16         16         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       40.6       68.1       63.3       36.3       34.9       53.7       50.9
Old  :                 44.7       40.6       68.1       63.3       36.3       34.9       53.7       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-03565B
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 2,731,488:   450,477     67,934    825,454  1,420,062  1,810,305  2,695,993  2,703,693:    35,495     27,795
Old  : 2,731,488:   450,477     67,934    825,454  1,420,062  1,810,305  2,695,993  2,703,693:    35,495     27,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    45,132:   -10,269    -17,272     30,005     24,010     32,149     43,746     44,882:     1,386        250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        2.5       30.2       52.0       66.3       98.7       99.0:       1.3        1.0
Old  :     100.0:      16.5        2.5       30.2       52.0       66.3       98.7       99.0:       1.3        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        31         18         44         93         81        142        128:
Old  :       149:        31         18         44         93         81        142        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       26.8       41.9       42.5       18.3       16.2       25.5       27.0
Old  :                 28.5       26.8       41.9       42.5       18.3       16.2       25.5       27.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-03565C
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 1,339,608:   211,978    126,059    381,437    743,375    829,570  1,336,790  1,337,066:     2,818      2,542
Old  : 1,339,608:   211,978    126,059    381,437    743,375    829,570  1,336,790  1,337,066:     2,818      2,542
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    51,965:     2,736     12,957     24,344     24,922     14,575     52,002     51,876:       -37         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        9.4       28.5       55.5       61.9       99.8       99.8:       0.2        0.2
Old  :     100.0:      15.8        9.4       28.5       55.5       61.9       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        22         19         34         45         39         83         76:
Old  :        89:        22         19         34         45         39         83         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       39.3       57.5       58.3       17.4       23.3       26.1       33.7
Old  :                 35.0       39.3       57.5       58.3       17.4       23.3       26.1       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-025651
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    24,036:       167      1,779        357     23,188     21,529     23,712     23,665:       324        371
Old  :    24,036:       167      1,779        357     23,188     21,529     23,712     23,665:       324        371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       625:        10        -95        154        514        564        678        623:       -53          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        7.4        1.5       96.5       89.6       98.7       98.5:       1.3        1.5
Old  :     100.0:       0.7        7.4        1.5       96.5       89.6       98.7       98.5:       1.3        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         3          5          4         35         42         41         48:
Old  :        55:         3          5          4         35         42         41         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       38.3       72.0       58.5       38.4       25.1       47.1       38.3
Old  :                 51.3       38.3       72.0       58.5       38.4       25.1       47.1       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-03265A
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     2,095:       112         92         62      1,504      1,208      1,678      1,362:       417        733
Old  :     2,095:       112         92         62      1,504      1,208      1,678      1,362:       417        733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       -92:        21         79        -90        -39        -84       -108        -95:        16          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        4.4        3.0       71.8       57.7       80.1       65.0:      19.9       35.0
Old  :     100.0:       5.3        4.4        3.0       71.8       57.7       80.1       65.0:      19.9       35.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          2          2         20         19         23         21:
Old  :        23:         1          2          2         20         19         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       22.8       51.6       38.1       22.9       12.7       35.0       20.1
Old  :                 32.3       22.8       51.6       38.1       22.9       12.7       35.0       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-03265C
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     1,391:        69         80         15      1,049        988      1,133      1,083:       258        308
Old  :     1,391:        69         80         15      1,049        988      1,133      1,083:       258        308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :        99:        16          5         15         74         25        105         45:        -6         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        5.8        1.1       75.4       71.0       81.5       77.9:      18.5       22.1
Old  :     100.0:       5.0        5.8        1.1       75.4       71.0       81.5       77.9:      18.5       22.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          1          1         19         15         20         17:
Old  :        23:         1          1          1         19         15         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       34.1       55.5       55.6       31.4       30.0       42.6       43.6
Old  :                 36.4       34.1       55.5       55.6       31.4       30.0       42.6       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                  Code-064657
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    67,041:    13,217        729      4,041     48,154     60,981     65,412     65,751:     1,629      1,290
Old  :    67,041:    13,217        729      4,041     48,154     60,981     65,412     65,751:     1,629      1,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       644:      -960          0        864        740       -220        644        644:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        1.1        6.0       71.8       91.0       97.6       98.1:       2.4        1.9
Old  :     100.0:      19.7        1.1        6.0       71.8       91.0       97.6       98.1:       2.4        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         4          2          4         33         32         39         36:
Old  :        42:         4          2          4         33         32         39         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       54.0       69.3       76.6       38.4       40.0       46.7       52.5
Old  :                 48.0       54.0       69.3       76.6       38.4       40.0       46.7       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-06465H
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    17,869:       120      1,122      2,666     13,821     13,237     16,607     17,025:     1,262        844
Old  :    17,869:       120      1,122      2,666     13,821     13,237     16,607     17,025:     1,262        844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :        52:         0        -20          0         52         62         52         42:         0         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        6.3       14.9       77.3       74.1       92.9       95.3:       7.1        4.7
Old  :     100.0:       0.7        6.3       14.9       77.3       74.1       92.9       95.3:       7.1        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          2          3         21         17         24         20:
Old  :        26:         1          2          3         21         17         24         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       44.2       73.2       67.5       42.6       34.9       52.0       50.2
Old  :                 48.9       44.2       73.2       67.5       42.6       34.9       52.0       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465K
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    13,231:     4,190      1,226        280      7,741     11,405     12,211     12,911:     1,020        320
Old  :    13,231:     4,190      1,226        280      7,741     11,405     12,211     12,911:     1,020        320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :        24:         0          0          0          0         28          0         28:        24         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        9.3        2.1       58.5       86.2       92.3       97.6:       7.7        2.4
Old  :     100.0:      31.7        9.3        2.1       58.5       86.2       92.3       97.6:       7.7        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          2          2         15         19         18         21:
Old  :        24:         1          2          2         15         19         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       34.9       76.4       58.5       52.6       30.0       57.2       46.4
Old  :                 57.9       34.9       76.4       58.5       52.6       30.0       57.2       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465M
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    25,197:       498      2,680        638     21,851     20,958     22,987     24,276:     2,210        921
Old  :    25,197:       498      2,680        638     21,851     20,958     22,987     24,276:     2,210        921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       380:       -60          0         90        326        290        356        380:        24          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       10.6        2.5       86.7       83.2       91.2       96.3:       8.8        3.7
Old  :     100.0:       2.0       10.6        2.5       86.7       83.2       91.2       96.3:       8.8        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          1          3         26         24         29         27:
Old  :        30:         2          1          3         26         24         29         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       43.1       55.2       66.9       22.2       37.6       36.1       48.3
Old  :                 36.0       43.1       55.2       66.9       22.2       37.6       36.1       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-06465N
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :     9,084:     1,150          0        226      6,224      6,939      7,600      7,165:     1,484      1,919
Old  :     9,084:     1,150          0        226      6,224      6,939      7,600      7,165:     1,484      1,919
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :        16:         0          0          0         16         16         16         16:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        0.0        2.5       68.5       76.4       83.7       78.9:      16.3       21.1
Old  :     100.0:      12.7        0.0        2.5       68.5       76.4       83.7       78.9:      16.3       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          0          1         17         16         18         17:
Old  :        21:         1          0          1         17         16         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       35.3       63.5       56.8       31.3       30.6       46.1       42.7
Old  :                 41.3       35.3       63.5       56.8       31.3       30.6       46.1       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-06465O
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    12,984:     4,076      2,536        136      7,750      9,506     11,962     12,178:     1,022        806
Old  :    12,984:     4,076      2,536        136      7,750      9,506     11,962     12,178:     1,022        806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :        35:         0          0          0          5         43          5         43:        30         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       19.5        1.0       59.7       73.2       92.1       93.8:       7.9        6.2
Old  :     100.0:      31.4       19.5        1.0       59.7       73.2       92.1       93.8:       7.9        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          2          2         16         16         19         18:
Old  :        21:         1          2          2         16         16         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       50.3       77.0       69.7       53.8       38.8       57.7       51.5
Old  :                 57.0       50.3       77.0       69.7       53.8       38.8       57.7       51.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06465S
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    13,830:       278      2,500        976     11,685      9,740     12,939     13,216:       891        614
Old  :    13,830:       278      2,500        976     11,685      9,740     12,939     13,216:       891        614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       106:         0         10          0        106         96        106        106:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       18.1        7.1       84.5       70.4       93.6       95.6:       6.4        4.4
Old  :     100.0:       2.0       18.1        7.1       84.5       70.4       93.6       95.6:       6.4        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          2          3         20         18         23         21:
Old  :        25:         1          2          3         20         18         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       44.1       69.6       69.4       41.1       33.2       50.5       52.9
Old  :                 47.8       44.1       69.6       69.4       41.1       33.2       50.5       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                 Code-064A34
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    61,731:         0          0          0     61,731     61,731     61,731     61,731:         0          0
Old  :    61,731:         0          0          0     61,731     61,731     61,731     61,731:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       171:         0          0          0        171        171        171        171:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          0          0         18         15         18         15:
Old  :        25:         0          0          0         18         15         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.4       84.5       84.9       96.9       70.4       78.7       83.2       90.1
Old  :                 70.4       84.5       84.9       96.9       70.4       78.7       83.2       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                             Code-064A35
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  : 1,003,370:         0          0          0  1,003,370  1,003,370  1,003,370  1,003,370:         0          0
Old  : 1,003,370:         0          0          0  1,003,370  1,003,370  1,003,370  1,003,370:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          0          0         16         16         16         16:
Old  :        24:         0          0          0         16         16         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.9       84.8       89.3       94.4       69.9       78.3       85.5       86.7
Old  :                 70.9       84.8       89.3       94.4       69.9       78.3       85.5       86.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                  Code-064A54
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    28,154:         0          0          0     28,154     28,154     28,154     28,154:         0          0
Old  :    28,154:         0          0          0     28,154     28,154     28,154     28,154:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    -2,902:         0          0          0     -2,902     -2,902     -2,902     -2,902:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         13         10         13         10:
Old  :        20:         0          0          0         13         10         13         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.9       92.1       93.1       99.1       66.9       92.1       92.6       96.6
Old  :                 66.9       92.1       93.1       99.1       66.9       92.1       92.6       96.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                               Code-064A56
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :   106,090:         0          0          0    105,835    105,835    105,835    105,835:       255        255
Old  :   106,090:         0          0          0    105,835    105,835    105,835    105,835:       255        255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       440:         0          0          0        440        440        440        440:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.8       99.8       99.8       99.8:       0.2        0.2
Old  :     100.0:       0.0        0.0        0.0       99.8       99.8       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         0          0          0         17         28         17         28:
Old  :        36:         0          0          0         17         28         17         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.1       41.2       88.9       65.7       71.6       41.2       84.8       64.5
Old  :                 72.1       41.2       88.9       65.7       71.6       41.2       84.8       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                           Code-064A57
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 MEGAWATT HOURS)                                            :
     :          :                                                                            :
All  : 1,463,245:         0          0          0  1,463,245  1,463,245  1,463,245  1,463,245:         0          0
Old  : 1,463,245:         0          0          0  1,463,245  1,463,245  1,463,245  1,463,245:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         0          0          0         17         23         17         23:
Old  :        33:         0          0          0         17         23         17         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.0       46.0       91.0       68.0       68.6       46.0       83.9       66.4
Old  :                 70.0       46.0       91.0       68.0       68.6       46.0       83.9       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                               Code-064A58
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    64,768:     5,692      2,875      7,800     51,276     54,093     64,768     64,768:         0          0
Old  :    64,768:     5,692      2,875      7,800     51,276     54,093     64,768     64,768:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        4.4       12.0       79.2       83.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       8.8        4.4       12.0       79.2       83.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          1          2         25         20         29         22:
Old  :        34:         3          1          2         25         20         29         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       46.1       56.7       72.4       26.5       37.1       42.6       53.3
Old  :                 36.2       46.1       56.7       72.4       26.5       37.1       42.6       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                           Code-064A59
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  : 1,189,940:    57,801     97,890     40,014  1,092,125  1,052,036  1,189,940  1,189,940:         0          0
Old  : 1,189,940:    57,801     97,890     40,014  1,092,125  1,052,036  1,189,940  1,189,940:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    51,480:         0          0          0     51,480     51,480     51,480     51,480:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        8.2        3.4       91.8       88.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.9        8.2        3.4       91.8       88.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          2          2         28         23         32         26:
Old  :        38:         3          2          2         28         23         32         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       42.3       57.7       68.4       31.8       37.5       49.7       59.9
Old  :                 37.4       42.3       57.7       68.4       31.8       37.5       49.7       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-064A60
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    51,107:         0      1,747          0     50,959     48,808     50,959     50,555:       148        552
Old  :    51,107:         0      1,747          0     50,959     48,808     50,959     50,555:       148        552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :         0:         0       -105          0          0        105          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.4        0.0       99.7       95.5       99.7       98.9:       0.3        1.1
Old  :     100.0:       0.0        3.4        0.0       99.7       95.5       99.7       98.9:       0.3        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          2          0         18         15         18         17:
Old  :        27:         0          2          0         18         15         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       71.2       79.5       88.1       56.0       59.6       69.3       74.4
Old  :                 60.1       71.2       79.5       88.1       56.0       59.6       69.3       74.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-064A63
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    46,591:     1,480      5,735        105     44,412     40,751     45,997     46,591:       594          0
Old  :    46,591:     1,480      5,735        105     44,412     40,751     45,997     46,591:       594          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       12.3        0.2       95.3       87.5       98.7      100.0:       1.3        0.0
Old  :     100.0:       3.2       12.3        0.2       95.3       87.5       98.7      100.0:       1.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          1          1         15         17         17         18:
Old  :        28:         1          1          1         15         17         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       58.9       86.8       80.1       41.9       40.3       54.6       55.3
Old  :                 67.9       58.9       86.8       80.1       41.9       40.3       54.6       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-064A64
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    30,911:    13,168          0      1,690     16,053     29,221     30,911     30,911:         0          0
Old  :    30,911:    13,168          0      1,690     16,053     29,221     30,911     30,911:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6        0.0        5.5       51.9       94.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      42.6        0.0        5.5       51.9       94.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          0          2          9         13         11         15:
Old  :        20:         2          0          2          9         13         11         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.4       73.1       93.8       88.5       63.2       67.4       77.3       75.8
Old  :                 73.4       73.1       93.8       88.5       63.2       67.4       77.3       75.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-064A68
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    16,093:       444        974        176     14,537     14,647     15,157     15,797:       936        296
Old  :    16,093:       444        974        176     14,537     14,647     15,157     15,797:       936        296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       343:         0          0          0        343        343        343        343:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        6.1        1.1       90.3       91.0       94.2       98.2:       5.8        1.8
Old  :     100.0:       2.8        6.1        1.1       90.3       91.0       94.2       98.2:       5.8        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          1          1         17         16         19         17:
Old  :        26:         1          1          1         17         16         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       59.5       75.9       82.3       43.7       56.2       62.5       72.7
Old  :                 53.2       59.5       75.9       82.3       43.7       56.2       62.5       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-064A69
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 80 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    12,975:       254      1,130          0     12,573     11,548     12,827     12,678:       148        297
Old  :    12,975:       254      1,130          0     12,573     11,548     12,827     12,678:       148        297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        8.7        0.0       96.9       89.0       98.9       97.7:       1.1        2.3
Old  :     100.0:       2.0        8.7        0.0       96.9       89.0       98.9       97.7:       1.1        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          2          0         16         10         17         12:
Old  :        21:         1          2          0         16         10         17         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       65.1       75.3       89.2       53.1       59.2       68.3       74.1
Old  :                 54.1       65.1       75.3       89.2       53.1       59.2       68.3       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-064A78
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   891,992:         0     65,017     23,400    868,592    803,575    891,992    891,992:         0          0
Old  :   891,992:         0     65,017     23,400    868,592    803,575    891,992    891,992:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.3        2.6       97.4       90.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        7.3        2.6       97.4       90.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          2          1         19         15         20         17:
Old  :        26:         0          2          1         19         15         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       73.2       78.6       91.7       47.1       57.8       60.3       69.6
Old  :                 59.5       73.2       78.6       91.7       47.1       57.8       60.3       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-064A79
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  : 1,006,241:    27,690    107,255     15,840    962,711    883,146  1,006,241  1,006,241:         0          0
Old  : 1,006,241:    27,690    107,255     15,840    962,711    883,146  1,006,241  1,006,241:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       10.7        1.6       95.7       87.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.8       10.7        1.6       95.7       87.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          1          1         14         14         16         15:
Old  :        22:         1          1          1         14         14         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.3       79.2       89.2       93.0       52.1       59.9       67.7       70.3
Old  :                 66.3       79.2       89.2       93.0       52.1       59.9       67.7       70.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-064A80
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   538,474:   207,018          0     58,840    272,616    479,634    538,474    538,474:         0          0
Old  :   538,474:   207,018          0     58,840    272,616    479,634    538,474    538,474:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4        0.0       10.9       50.6       89.1      100.0      100.0:       0.0        0.0
Old  :     100.0:      38.4        0.0       10.9       50.6       89.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          0          2         13         12         15         14:
Old  :        20:         2          0          2         13         12         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.0       65.5       90.5       90.7       58.0       59.9       72.2       73.7
Old  :                 76.0       65.5       90.5       90.7       58.0       59.9       72.2       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-064A84
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 5 Megawatt Hours)                                            :
     :          :                                                                            :
All  :   151,880:         0      7,416          0    151,880    144,464    151,880    151,880:         0          0
Old  :   151,880:         0      7,416          0    151,880    144,464    151,880    151,880:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     4,664:         0          0          0      4,664      4,664      4,664      4,664:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.9        0.0      100.0       95.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        4.9        0.0      100.0       95.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          2          0          9         12          9         14:
Old  :        20:         0          2          0          9         12          9         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.3       58.9       96.9       86.0       61.7       50.4       81.0       73.7
Old  :                 67.3       58.9       96.9       86.0       61.7       50.4       81.0       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-06665O
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    27,356:     2,160        122         35     24,721     26,674     26,916     26,831:       440        525
Old  :    27,356:     2,160        122         35     24,721     26,674     26,916     26,831:       440        525
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       699:         0          0          0        625        729        625        729:        74        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        0.4        0.1       90.4       97.5       98.4       98.1:       1.6        1.9
Old  :     100.0:       7.9        0.4        0.1       90.4       97.5       98.4       98.1:       1.6        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         1          2          1         34         33         36         35:
Old  :        44:         1          2          1         34         33         36         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       49.6       68.9       68.6       48.8       47.6       63.4       64.7
Old  :                 50.2       49.6       68.9       68.6       48.8       47.6       63.4       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06665P
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     7,731:     1,097         26          0      6,227      7,345      7,324      7,371:       407        360
Old  :     7,731:     1,097         26          0      6,227      7,345      7,324      7,371:       407        360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       335:       -78          0          0        713        340        635        340:      -300         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        0.3        0.0       80.5       95.0       94.7       95.3:       5.3        4.7
Old  :     100.0:      14.2        0.3        0.0       80.5       95.0       94.7       95.3:       5.3        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          1          0         18         15         21         16:
Old  :        26:         3          1          0         18         15         21         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       59.3       76.7       81.4       57.3       57.4       72.4       77.0
Old  :                 57.3       59.3       76.7       81.4       57.3       57.4       72.4       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06665Q
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     9,056:        90      1,644         86      8,530      6,597      8,706      8,327:       350        729
Old  :     9,056:        90      1,644         86      8,530      6,597      8,706      8,327:       350        729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       336:         0         55          5        331        200        336        260:         0         76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0       18.2        0.9       94.2       72.8       96.1       92.0:       3.9        8.0
Old  :     100.0:       1.0       18.2        0.9       94.2       72.8       96.1       92.0:       3.9        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          2          1         19         16         21         18:
Old  :        23:         1          2          1         19         16         21         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       49.8       77.7       71.1       59.5       44.0       65.7       57.2
Old  :                 60.2       49.8       77.7       71.1       59.5       44.0       65.7       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-06665R
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     9,739:     1,010          0          0      8,067      9,075      9,077      9,075:       662        664
Old  :     9,739:     1,010          0          0      8,067      9,075      9,077      9,075:       662        664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       272:         0          0          0        137        242        137        242:       135         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        0.0        0.0       82.8       93.2       93.2       93.2:       6.8        6.8
Old  :     100.0:      10.4        0.0        0.0       82.8       93.2       93.2       93.2:       6.8        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          0          0         21         18         22         18:
Old  :        27:         1          0          0         21         18         22         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       47.6       72.5       71.2       50.6       43.0       63.5       59.4
Old  :                 51.5       47.6       72.5       71.2       50.6       43.0       63.5       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                   Code-067651
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 1,458,395:   308,626    177,768    439,327    629,659    766,949  1,377,612  1,384,044:    80,783     74,351
Old  : 1,458,395:   308,626    177,768    439,327    629,659    766,949  1,377,612  1,384,044:    80,783     74,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     1,791:   -17,720     -1,741     11,111      8,364     -8,008      1,755      1,362:        36        429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       12.2       30.1       43.2       52.6       94.5       94.9:       5.5        5.1
Old  :     100.0:      21.2       12.2       30.1       43.2       52.6       94.5       94.9:       5.5        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:       101        105        154         91         94        281        283:
Old  :       326:       101        105        154         91         94        281        283:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       13.4       28.5       23.0       13.9        9.6       20.1       15.0
Old  :                 17.8       13.4       28.5       23.0       13.9        9.6       20.1       15.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06765A
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   198,776:    62,939     14,756      1,422     94,371    126,278    158,732    142,456:    40,044     56,320
Old  :   198,776:    62,939     14,756      1,422     94,371    126,278    158,732    142,456:    40,044     56,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     2,144:       576        297       -132      1,285      5,134      1,729      5,299:       415     -3,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        7.4        0.7       47.5       63.5       79.9       71.7:      20.1       28.3
Old  :     100.0:      31.7        7.4        0.7       47.5       63.5       79.9       71.7:      20.1       28.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         6          4          5         17         19         25         26:
Old  :        31:         6          4          5         17         19         25         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       36.1       61.1       49.8       43.3       35.0       56.7       45.9
Old  :                 43.5       36.1       61.1       49.8       43.3       35.0       56.7       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06765G
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    16,179:     1,068        605      1,120     13,974     14,437     16,162     16,162:        17         17
Old  :    16,179:     1,068        605      1,120     13,974     14,437     16,162     16,162:        17         17
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       350:         0          0        100        250        250        350        350:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        3.7        6.9       86.4       89.2       99.9       99.9:       0.1        0.1
Old  :     100.0:       6.6        3.7        6.9       86.4       89.2       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          4          3         22         23         26         28:
Old  :        35:         1          4          3         22         23         26         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       53.2       75.6       70.4       40.2       40.9       53.2       49.0
Old  :                 49.1       53.2       75.6       70.4       40.2       40.9       53.2       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765I
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    84,425:     4,749     10,030      3,519     73,217     66,129     81,485     79,678:     2,940      4,747
Old  :    84,425:     4,749     10,030      3,519     73,217     66,129     81,485     79,678:     2,940      4,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     1,374:      -116        281       -479      2,088      1,452      1,493      1,254:      -119        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       11.9        4.2       86.7       78.3       96.5       94.4:       3.5        5.6
Old  :     100.0:       5.6       11.9        4.2       86.7       78.3       96.5       94.4:       3.5        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4          6          8         22         18         31         28:
Old  :        33:         4          6          8         22         18         31         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       41.4       73.2       64.1       28.9       24.0       35.5       31.7
Old  :                 51.5       41.4       73.2       64.1       28.9       24.0       35.5       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                          Code-06765J
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    36,042:     2,875      1,848      1,684     28,255     30,046     32,814     33,578:     3,228      2,464
Old  :    36,042:     2,875      1,848      1,684     28,255     30,046     32,814     33,578:     3,228      2,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     1,404:       397          0       -862      1,677      2,282      1,212      1,420:       192        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        5.1        4.7       78.4       83.4       91.0       93.2:       9.0        6.8
Old  :     100.0:       8.0        5.1        4.7       78.4       83.4       91.0       93.2:       9.0        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          3          4         13         13         19         19:
Old  :        22:         4          3          4         13         13         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       50.9       67.1       73.0       28.0       29.5       36.2       39.2
Old  :                 47.3       50.9       67.1       73.0       28.0       29.5       36.2       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-06765O
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     5,290:     2,158          0          0      3,080      5,236      5,238      5,236:        52         54
Old  :     5,290:     2,158          0          0      3,080      5,236      5,238      5,236:        52         54
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :         0:      -150          0          0        195          0         45          0:       -45          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8        0.0        0.0       58.2       99.0       99.0       99.0:       1.0        1.0
Old  :     100.0:      40.8        0.0        0.0       58.2       99.0       99.0       99.0:       1.0        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          0          0         15         15         19         15:
Old  :        24:         4          0          0         15         15         19         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       55.0       73.0       80.7       47.9       49.1       62.2       71.3
Old  :                 54.3       55.0       73.0       80.7       47.9       49.1       62.2       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE                                                 Code-06765T
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    26,469:     5,640      5,961      6,925     11,565     10,498     24,130     23,384:     2,339      3,085
Old  :    26,469:     5,640      5,961      6,925     11,565     10,498     24,130     23,384:     2,339      3,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       204:       775       -572        488       -908        745        355        661:      -151       -457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       22.5       26.2       43.7       39.7       91.2       88.3:       8.8       11.7
Old  :     100.0:      21.3       22.5       26.2       43.7       39.7       91.2       88.3:       8.8       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         6          8          8         10         10         20         22:
Old  :        24:         6          8          8         10         10         20         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       47.5       66.7       68.7       25.6       24.2       35.6       31.0
Old  :                 44.9       47.5       66.7       68.7       25.6       24.2       35.6       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    22,030:    12,658      7,601        500      7,595     12,575     20,753     20,676:     1,277      1,354
Old  :    22,030:    12,658      7,601        500      7,595     12,575     20,753     20,676:     1,277      1,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :      -689:       694       -913        124     -1,477        217       -659       -572:       -30       -117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.5       34.5        2.3       34.5       57.1       94.2       93.9:       5.8        6.1
Old  :     100.0:      57.5       34.5        2.3       34.5       57.1       94.2       93.9:       5.8        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        56         52         13         27         27         91         88:
Old  :       158:        56         52         13         27         27         91         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       34.2       51.7       51.0       38.0       34.1       51.2       50.9
Old  :                 38.1       34.2       51.7       51.0       38.0       34.1       51.2       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :    50,036:    32,927     16,734        414     11,541     29,531     44,882     46,679:     5,154      3,357
Old  :    50,036:    32,927     16,734        414     11,541     29,531     44,882     46,679:     5,154      3,357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       198:       698       -761       -155        147        834        690        -82:      -492        280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.8       33.4        0.8       23.1       59.0       89.7       93.3:      10.3        6.7
Old  :     100.0:      65.8       33.4        0.8       23.1       59.0       89.7       93.3:      10.3        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        85         47         10         26         30        115         83:
Old  :       178:        85         47         10         26         30        115         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       33.8       39.1       49.1       27.8       33.3       39.1       47.7
Old  :                 27.8       33.8       39.1       49.1       27.8       33.3       39.1       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                               Code-111659
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   299,171:    80,125     20,978     41,923    157,863    218,706    279,911    281,607:    19,260     17,564
Old  :   299,171:    80,125     20,978     41,923    157,863    218,706    279,911    281,607:    19,260     17,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     6,690:    -5,837      1,235     -4,932     16,662      9,977      5,893      6,280:       797        410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        7.0       14.0       52.8       73.1       93.6       94.1:       6.4        5.9
Old  :     100.0:      26.8        7.0       14.0       52.8       73.1       93.6       94.1:       6.4        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        63         23         48         77         91        157        152:
Old  :       192:        63         23         48         77         91        157        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       18.4       27.1       31.3       11.4       10.3       19.1       17.3
Old  :                 16.3       18.4       27.1       31.3       11.4       10.3       19.1       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-11165K
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    19,952:     7,264          0         67      6,420     14,359     13,751     14,426:     6,201      5,526
Old  :    19,952:     7,264          0         67      6,420     14,359     13,751     14,426:     6,201      5,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     1,760:     1,178          0        -58        829      1,926      1,949      1,868:      -189       -108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4        0.0        0.3       32.2       72.0       68.9       72.3:      31.1       27.7
Old  :     100.0:      36.4        0.0        0.3       32.2       72.0       68.9       72.3:      31.1       27.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          0          1         11         20         15         21:
Old  :        26:         4          0          1         11         20         15         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       33.6       59.3       55.1       44.5       33.6       56.9       55.0
Old  :                 45.6       33.6       59.3       55.1       44.5       33.6       56.9       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE                                           Code-111A41
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    19,462:         0      3,837      2,610     14,557     10,030     17,167     16,477:     2,295      2,985
Old  :    19,462:         0      3,837      2,610     14,557     10,030     17,167     16,477:     2,295      2,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       19.7       13.4       74.8       51.5       88.2       84.7:      11.8       15.3
Old  :     100.0:       0.0       19.7       13.4       74.8       51.5       88.2       84.7:      11.8       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          4          3         13         14         16         18:
Old  :        20:         0          4          3         13         14         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       48.0       76.5       66.8       35.4       26.7       45.0       36.5
Old  :                 54.6       48.0       76.5       66.8       35.4       26.7       45.0       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-26265D
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     9,122:        70      2,496        204      8,680      6,215      8,954      8,915:       168        207
Old  :     9,122:        70      2,496        204      8,680      6,215      8,954      8,915:       168        207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       617:         0        256          0        617        361        617        617:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8       27.4        2.2       95.2       68.1       98.2       97.7:       1.8        2.3
Old  :     100.0:       0.8       27.4        2.2       95.2       68.1       98.2       97.7:       1.8        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         1          3          1         27         26         28         30:
Old  :        38:         1          3          1         27         26         28         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       43.8       62.2       64.4       38.5       40.1       50.4       52.1
Old  :                 43.5       43.8       62.2       64.4       38.5       40.1       50.4       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-022A13
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    52,836:     3,235          0        450     48,377     52,293     52,062     52,743:       774         93
Old  :    52,836:     3,235          0        450     48,377     52,293     52,062     52,743:       774         93
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     5,529:        50          0          0      5,281      5,592      5,331      5,592:       198        -63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        0.0        0.9       91.6       99.0       98.5       99.8:       1.5        0.2
Old  :     100.0:       6.1        0.0        0.9       91.6       99.0       98.5       99.8:       1.5        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         6          0          2         47         28         54         30:
Old  :        60:         6          0          2         47         28         54         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       65.9       57.7       82.8       43.2       60.7       52.7       71.8
Old  :                 46.0       65.9       57.7       82.8       43.2       60.7       52.7       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465A
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    29,930:       350          0          0     29,580     29,930     29,930     29,930:         0          0
Old  :    29,930:       350          0          0     29,580     29,930     29,930     29,930:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     2,551:        21          0          0      2,530      2,551      2,551      2,551:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        0.0        0.0       98.8      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.2        0.0        0.0       98.8      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          0          0         22         18         23         18:
Old  :        32:         1          0          0         22         18         23         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.0       75.1       85.9       94.4       51.0       57.8       62.8       67.6
Old  :                 71.0       75.1       85.9       94.4       51.0       57.8       62.8       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465C
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    12,359:       350      5,763        150     11,679      6,446     12,179     12,359:       180          0
Old  :    12,359:       350      5,763        150     11,679      6,446     12,179     12,359:       180          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     1,085:         0          0          0      1,145      1,085      1,145      1,085:       -60          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       46.6        1.2       94.5       52.2       98.5      100.0:       1.5        0.0
Old  :     100.0:       2.8       46.6        1.2       94.5       52.2       98.5      100.0:       1.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         1          3          1         26         20         27         24:
Old  :        36:         1          3          1         26         20         27         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       62.1       68.4       78.8       35.5       59.5       50.2       68.2
Old  :                 47.2       62.1       68.4       78.8       35.5       59.5       50.2       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-86565C
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    36,527:     5,065          0      5,118     26,055     30,953     36,238     36,071:       289        456
Old  :    36,527:     5,065          0      5,118     26,055     30,953     36,238     36,071:       289        456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     1,575:      -320       -514        905        997      1,258      1,582      1,649:        -7        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        0.0       14.0       71.3       84.7       99.2       98.8:       0.8        1.2
Old  :     100.0:      13.9        0.0       14.0       71.3       84.7       99.2       98.8:       0.8        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        10          0          5         39         44         49         49:
Old  :        59:        10          0          5         39         44         49         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       37.9       53.7       56.9       19.5       23.9       29.2       34.0
Old  :                 37.1       37.9       53.7       56.9       19.5       23.9       29.2       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                                Code-86565D
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     8,762:        96      5,056          0      8,606      3,250      8,702      8,306:        60        456
Old  :     8,762:        96      5,056          0      8,606      3,250      8,702      8,306:        60        456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     1,683:         0      1,350          0      1,683        360      1,683      1,710:         0        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1       57.7        0.0       98.2       37.1       99.3       94.8:       0.7        5.2
Old  :     100.0:       1.1       57.7        0.0       98.2       37.1       99.3       94.8:       0.7        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          2          0         18         15         19         17:
Old  :        26:         1          2          0         18         15         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       75.6       81.3       85.2       54.5       73.0       72.4       77.4
Old  :                 57.7       75.6       81.3       85.2       54.5       73.0       72.4       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-86665A
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    11,544:     1,672      2,344        438      9,416      8,575     11,526     11,357:        18        187
Old  :    11,544:     1,672      2,344        438      9,416      8,575     11,526     11,357:        18        187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     1,187:       475        355        164        548        686      1,187      1,205:         0        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       20.3        3.8       81.6       74.3       99.8       98.4:       0.2        1.6
Old  :     100.0:      14.5       20.3        3.8       81.6       74.3       99.8       98.4:       0.2        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         5          5          2         29         24         35         30:
Old  :        42:         5          5          2         29         24         35         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       40.2       51.0       60.9       27.7       33.3       44.6       47.1
Old  :                 31.9       40.2       51.0       60.9       27.7       33.3       44.6       47.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-86765C
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    28,850:    11,017      1,871        575     16,220     25,560     27,812     28,006:     1,038        844
Old  :    28,850:    11,017      1,871        575     16,220     25,560     27,812     28,006:     1,038        844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    -1,013:       603       -141        105     -1,769       -927     -1,061       -963:        48        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2        6.5        2.0       56.2       88.6       96.4       97.1:       3.6        2.9
Old  :     100.0:      38.2        6.5        2.0       56.2       88.6       96.4       97.1:       3.6        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         5         10          4         26         35         34         46:
Old  :        54:         5         10          4         26         35         34         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       39.4       73.3       57.0       58.3       38.0       67.4       54.9
Old  :                 60.6       39.4       73.3       57.0       58.3       38.0       67.4       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-022A09
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    18,622:       530        266      3,455     14,121     14,566     18,106     18,287:       516        335
Old  :    18,622:       530        266      3,455     14,121     14,566     18,106     18,287:       516        335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       105:         0          0          0        105        105        105        105:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        1.4       18.6       75.8       78.2       97.2       98.2:       2.8        1.8
Old  :     100.0:       2.8        1.4       18.6       75.8       78.2       97.2       98.2:       2.8        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          3         14         15         17         18:
Old  :        20:         1          1          3         14         15         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       56.7       75.6       79.9       15.4       17.0       19.8       21.5
Old  :                 58.0       56.7       75.6       79.9       15.4       17.0       19.8       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE                                                  Code-967654
Commitments of Traders - Futures Only, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    24,079:     2,711          0          0     15,569     16,224     18,280     16,224:     5,799      7,855
Old  :    24,079:     2,711          0          0     15,569     16,224     18,280     16,224:     5,799      7,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     1,767:       141          0       -150        624      1,091        615        941:     1,152        826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        0.0        0.0       64.7       67.4       75.9       67.4:      24.1       32.6
Old  :     100.0:      11.3        0.0        0.0       64.7       67.4       75.9       67.4:      24.1       32.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          0          0         17         18         19         18:
Old  :        24:         2          0          0         17         18         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       34.6       61.0       50.8       38.1       32.6       54.4       47.2
Old  :                 40.6       34.6       61.0       50.8       38.1       32.6       54.4       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 15, 2012