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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,133
COMMITMENTS
   1,368       50    1,090   34,138   35,881   36,596   37,021      537      112

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -7,762)
    -815     -200      130   -6,780   -7,375   -7,465   -7,445     -297     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.1      2.9     91.9     96.6     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        1        1       38       40       39       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,309
COMMITMENTS
       0        0        0   19,072   19,245   19,072   19,245      237       64

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -5,600)
       0        0        0   -5,336   -5,246   -5,336   -5,246     -264     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8     99.7     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       25       33       25       33
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,106
COMMITMENTS
       0        0        0    2,537    2,435    2,537    2,435      569      671

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -401)
       0        0        0     -381     -576     -381     -576      -20      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     81.7     78.4     81.7     78.4     18.3     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19       19       19       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,218
COMMITMENTS
     163      192      406   10,978   10,964   11,547   11,562    1,671    1,656

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,181)
    -132     -234       53     -836     -688     -915     -869     -266     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.5      3.1     83.1     82.9     87.4     87.5     12.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       39       41       43       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,112
COMMITMENTS
     274       54      322    5,657    6,156    6,253    6,532      859      580

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,325)
    -103     -105     -155   -1,121   -1,127   -1,379   -1,387       54       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.8      4.5     79.5     86.6     87.9     91.8     12.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        1        2       46       49       50       52
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,539
COMMITMENTS
     498        0      309    2,158    2,718    2,965    3,027      574      512

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,050)
    -641      -35      -10     -297     -971     -948   -1,016     -102      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      0.0      8.7     61.0     76.8     83.8     85.5     16.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       18       22       20       23
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,780
COMMITMENTS
       0      140        9    1,291    1,150    1,300    1,299      480      481

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -621)
     -60     -181        4     -727     -492     -783     -669      162       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.9      0.5     72.5     64.6     73.0     73.0     27.0     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        2       14       13       16       16
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,003
COMMITMENTS
       0        0        0    1,566    1,753    1,566    1,753      437      250

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -616)
       0      -98      -12     -496     -364     -508     -474     -108     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     78.2     87.5     78.2     87.5     21.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       19       15       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,284
COMMITMENTS
       0        0        0   10,143   10,254   10,143   10,254      141       30

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -5,542)
       0     -700        0   -5,542   -4,793   -5,542   -5,493        0      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.6     99.7     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       18       24       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,062
COMMITMENTS
       0      339        0    5,810    5,619    5,810    5,958      252      104

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -907)
       0      -74        0     -891     -817     -891     -891      -16      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.6      0.0     95.8     92.7     95.8     98.3      4.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17       17       17       19
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,069
COMMITMENTS
       0    2,752      318   19,611   16,999   19,929   20,069      140        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -2,863)
       0   -1,088        0   -2,843   -1,775   -2,843   -2,863      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.7      1.6     97.7     84.7     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       26       22       27       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      316,412
COMMITMENTS
  38,058   39,479   56,178  188,744  184,282  282,980  279,939   33,432   36,473

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -7,234)
    -802    1,442    5,178  -13,046  -12,977   -8,670   -6,357    1,436     -877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     12.5     17.8     59.7     58.2     89.4     88.5     10.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      36       41       42       70       76      130      137
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,309
COMMITMENTS
     100    2,330      400   11,615    9,479   12,115   12,209      194      100

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -3,379)
    -450     -823       41   -2,980   -2,521   -3,389   -3,303       10      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     18.9      3.2     94.4     77.0     98.4     99.2      1.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        3        2       31       38       35       43
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,339
COMMITMENTS
     993    1,550        0   15,328   14,759   16,321   16,309       18       30

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -453)
      60    1,550        0     -491   -2,003     -431     -453      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      9.5      0.0     93.8     90.3     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        1        0       28       29       33       30
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,017
COMMITMENTS
       0        0        0    9,280    9,804    9,280    9,804      737      213

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.6     97.9     92.6     97.9      7.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19       13       19       13
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,206,991
COMMITMENTS
 246,358  341,760  468,183  420,454  343,166  1134995  1153109   71,996   53,882

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        -37)
  10,887    6,054   -5,106   -7,139   -7,482   -1,358   -6,534    1,321    6,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     28.3     38.8     34.8     28.4     94.0     95.5      6.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     105      119      147       72       66      273      248
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       39,601
COMMITMENTS
     627    7,807      576   34,937   25,535   36,140   33,918    3,461    5,683

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -4,728)
       2     -300     -302   -3,948   -3,876   -4,248   -4,478     -480     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     19.7      1.5     88.2     64.5     91.3     85.6      8.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2        9       12       11       16
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       61,425
COMMITMENTS
   9,439   31,684   13,868   35,188   13,854   58,495   59,406    2,930    2,019

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -21,456)
  -1,096    1,348   -9,432   -6,245  -13,497  -16,773  -21,581   -4,683      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     51.6     22.6     57.3     22.6     95.2     96.7      4.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        8       13       16       16       29       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       66,424
COMMITMENTS
       0    1,430    2,725   57,550   53,902   60,275   58,057    6,149    8,367

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -5,221)
       0     -180     -326   -4,175   -4,223   -4,501   -4,729     -720     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      4.1     86.6     81.1     90.7     87.4      9.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       16       16       18       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,686,356
COMMITMENTS
 460,746   85,206  795,449  1396052  1778156  2652247  2658811   34,109   27,545

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:   -129,302)
   2,183  -70,893  -23,404 -105,143   -8,399 -126,364 -102,696   -2,938  -26,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      3.2     29.6     52.0     66.2     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      32       18       43       92       81      141      128
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,287,643
COMMITMENTS
 209,242  113,102  357,093  718,453  814,995  1284788  1285190    2,855    2,453

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     12,821)
 -13,138    6,168      690   27,391    7,158   14,943   14,016   -2,122   -1,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      8.8     27.7     55.8     63.3     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       19       33       45       38       82       74
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,411
COMMITMENTS
     157    1,874      203   22,674   20,965   23,034   23,042      377      369

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -2,347)
       0      133      -15   -2,348   -2,425   -2,363   -2,307       16      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      8.0      0.9     96.9     89.6     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        5        4       35       42       41       48
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,292
COMMITMENTS
      53       75        0      975      963    1,028    1,038      264      254

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -497)
      -5      -87      -59     -420     -158     -484     -304      -13     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      5.8      0.0     75.5     74.5     79.6     80.3     20.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       17       15       18       16
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       66,397
COMMITMENTS
  14,177      729    3,177   47,414   61,201   64,768   65,107    1,629    1,290

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -4,050)
  -1,701      -15      128   -2,319   -4,157   -3,892   -4,044     -158       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      1.1      4.8     71.4     92.2     97.5     98.1      2.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        4       33       32       39       36
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,817
COMMITMENTS
     120    1,142    2,666   13,769   13,175   16,555   16,983    1,262      834

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -993)
      98     -266     -144     -907     -797     -953   -1,207      -40      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      6.4     15.0     77.3     73.9     92.9     95.3      7.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       21       17       24       20
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,207
COMMITMENTS
   4,190    1,226      280    7,741   11,377   12,211   12,883      996      324

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -129)
     286      -32        0     -373     -149      -87     -181      -42       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      9.3      2.1     58.6     86.1     92.5     97.5      7.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       15       19       18       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,817
COMMITMENTS
     558    2,680      548   21,525   20,668   22,631   23,896    2,186      921

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,692)
     -68     -160        0   -1,712   -1,326   -1,780   -1,486       88     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     10.8      2.2     86.7     83.3     91.2     96.3      8.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       26       24       29       27
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,068
COMMITMENTS
   1,150        0      226    6,208    6,923    7,584    7,149    1,484    1,919

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -413)
      46        0      -50     -388     -262     -392     -312      -21     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      0.0      2.5     68.5     76.3     83.6     78.8     16.4     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       16       18       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,949
COMMITMENTS
   4,076    2,536      136    7,745    9,463   11,957   12,135      992      814

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -314)
     324     -242      -24     -582      -60     -282     -326      -32       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     19.6      1.1     59.8     73.1     92.3     93.7      7.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       16       16       19       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,724
COMMITMENTS
     278    2,490      976   11,579    9,644   12,833   13,110      891      614

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -492)
      40       32      -58      131     -364      113     -390     -605     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     18.1      7.1     84.4     70.3     93.5     95.5      6.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       20       18       23       21
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,560
COMMITMENTS
       0        0        0   61,560   61,560   61,560   61,560        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -2,355)
       0        0        0   -2,355   -2,355   -2,355   -2,355        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       15       18       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,003,370
COMMITMENTS
       0        0        0  1003370  1003370  1003370  1003370        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -22,791)
       0        0        0  -22,791  -22,791  -22,791  -22,791        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       16       16       16
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      105,650
COMMITMENTS
       0        0        0  105,395  105,395  105,395  105,395      255      255

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -10,560)
       0        0        0  -10,560  -10,815  -10,560  -10,815        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.8     99.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       17       27       17       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,463,245
COMMITMENTS
       0        0        0  1463245  1463245  1463245  1463245        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:   -177,968)
  -1,960   -1,960        0 -176,008 -176,008 -177,968 -177,968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       17       23       17       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       64,768
COMMITMENTS
   5,692    2,875    7,800   51,276   54,093   64,768   64,768        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -2,824)
       0     -220     -110   -2,714   -2,494   -2,824   -2,824        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      4.4     12.0     79.2     83.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        2       25       20       29       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,138,460
COMMITMENTS
  57,801   97,890   40,014  1040645  1000556  1138460  1138460        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -39,184)
   4,312   -1,960   -6,272  -37,224  -30,952  -39,184  -39,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      8.6      3.5     91.4     87.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       28       23       32       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,107
COMMITMENTS
       0    1,852        0   50,959   48,703   50,959   50,555      148      552

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -3,234)
       0       88     -110   -3,102   -3,212   -3,212   -3,234      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.0     99.7     95.3     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       18       14       18       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,591
COMMITMENTS
   1,480    5,735      105   44,412   40,751   45,997   46,591      594        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -2,794)
    -220        0        0   -2,574   -2,794   -2,794   -2,794        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     12.3      0.2     95.3     87.5     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       15       17       17       18
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,750
COMMITMENTS
     444      974      176   14,194   14,304   14,814   15,454      936      296

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -386)
     -66      384        0     -298     -726     -364     -342      -22      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      6.2      1.1     90.1     90.8     94.1     98.1      5.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       16       16       18       17
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,975
COMMITMENTS
     254    1,130        0   12,573   11,548   12,827   12,678      148      297

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -468)
     -44      -66        0     -402     -380     -446     -446      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      8.7      0.0     96.9     89.0     98.9     97.7      1.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       10       17       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      891,992
COMMITMENTS
       0   65,017   23,400  868,592  803,575  891,992  891,992        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -52,136)
       0   -3,920        0  -52,136  -48,216  -52,136  -52,136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      2.6     97.4     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       19       15       20       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,006,241
COMMITMENTS
  27,690  107,255   15,840  962,711  883,146  1006241  1006241        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    109,130)
  -3,920   62,570   -3,920  116,970   50,480  109,130  109,130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     10.7      1.6     95.7     87.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       14       14       16       15
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      538,474
COMMITMENTS
 207,018        0   58,840  272,616  479,634  538,474  538,474        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -39,774)
  -2,864        0  -11,595  -25,315  -28,179  -39,774  -39,774        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4      0.0     10.9     50.6     89.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       13       12       15       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      147,216
COMMITMENTS
       0    7,416        0  147,216  139,800  147,216  147,216        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -11,368)
       0     -392        0  -11,368  -10,976  -11,368  -11,368        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.0    100.0     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       12        9       14
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,657
COMMITMENTS
   2,160      122       35   24,096   25,945   26,291   26,102      366      555

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -619)
    -243       77      -42     -381     -585     -666     -550       47      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      0.5      0.1     90.4     97.3     98.6     97.9      1.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        2        1       35       33       37       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,396
COMMITMENTS
   1,175       26        0    5,514    7,005    6,689    7,031      707      365

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,426)
    -105       26        0   -1,516   -1,455   -1,621   -1,429      195        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      0.4      0.0     74.6     94.7     90.4     95.1      9.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        0       16       14       19       15
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,720
COMMITMENTS
      90    1,589       81    8,199    6,397    8,370    8,067      350      653

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        -36)
     -15       89       16       13      -68       14       37      -50      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     18.2      0.9     94.0     73.4     96.0     92.5      4.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       18       15       20       17
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,467
COMMITMENTS
   1,010        0        0    7,930    8,833    8,940    8,833      527      634

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -888)
     -50        0        0     -772     -847     -822     -847      -66      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      0.0      0.0     83.8     93.3     94.4     93.3      5.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       23       19       24       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,456,604
COMMITMENTS
 326,346  179,509  428,216  621,295  774,957  1375857  1382682   80,747   73,922

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     16,497)
 -16,894   15,154    9,076   14,772  -14,983    6,954    9,247    9,543    7,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     12.3     29.4     42.7     53.2     94.5     94.9      5.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     105      105      154       92       96      285      286
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      196,632
COMMITMENTS
  62,363   14,459    1,554   93,086  121,144  157,003  137,157   39,629   59,475

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -8,336)
  -4,861     -871     -579   -3,666   -3,819   -9,106   -5,269      770   -3,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      7.4      0.8     47.3     61.6     79.8     69.8     20.2     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        4        5       16       18       24       25
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,829
COMMITMENTS
   1,068      605    1,020   13,724   14,187   15,812   15,812       17       17

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -5,547)
    -444     -783    1,020   -6,112   -5,773   -5,536   -5,536      -11      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      3.8      6.4     86.7     89.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        2       21       22       24       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       83,051
COMMITMENTS
   4,865    9,749    3,998   71,129   64,677   79,992   78,424    3,059    4,627

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,258)
    -220        0   -5,096    3,995    3,755   -1,321   -1,341       63       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     11.7      4.8     85.6     77.9     96.3     94.4      3.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6       10       21       18       32       29
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,638
COMMITMENTS
   2,478    1,848    2,546   26,578   27,764   31,602   32,158    3,036    2,480

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:         87)
    -132      -65      150      -91      161      -73      246      160     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      5.3      7.4     76.7     80.2     91.2     92.8      8.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        3       13       13       18       18
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,290
COMMITMENTS
   2,308        0        0    2,885    5,236    5,193    5,236       97       54

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,097)
    -500        0        0     -587   -1,097   -1,087   -1,097      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6      0.0      0.0     54.5     99.0     98.2     99.0      1.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        0       14       15       18       15
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,265
COMMITMENTS
   4,865    6,533    6,437   12,473    9,753   23,775   22,723    2,490    3,542

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        113)
     347      847     -908      344      -16     -217      -77      330      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     24.9     24.5     47.5     37.1     90.5     86.5      9.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        6        6       10       10       18       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,719
COMMITMENTS
  11,964    8,514      376    9,072   12,358   21,412   21,248    1,307    1,471

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,606)
     226     -481   -1,101     -295      281   -1,170   -1,301     -436     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.7     37.5      1.7     39.9     54.4     94.2     93.5      5.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      50       52        9       29       30       86       87
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       49,838
COMMITMENTS
  32,229   17,495      569   11,394   28,697   44,192   46,761    5,646    3,077

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      1,389)
   1,149      502      142     -259      928    1,032    1,572      357     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.7     35.1      1.1     22.9     57.6     88.7     93.8     11.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      83       51       13       26       32      113       92
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      292,481
COMMITMENTS
  85,962   19,743   46,855  141,201  208,729  274,018  275,327   18,463   17,154

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      3,012)
  -5,775      149   11,025     -354   -8,771    4,896    2,403   -1,884      609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      6.8     16.0     48.3     71.4     93.7     94.1      6.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      61       26       49       75       87      157      145
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,192
COMMITMENTS
   6,086        0      125    5,591   12,433   11,802   12,558    6,390    5,634

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -5,207)
  -4,105        0      -43   -1,428   -4,764   -5,576   -4,807      369     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      0.0      0.7     30.7     68.3     64.9     69.0     35.1     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        2       10       17       14       19
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,505
COMMITMENTS
      70    2,240      204    8,063    5,854    8,337    8,298      168      207

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,794)
      46     -839      -46   -1,750     -909   -1,750   -1,794      -44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     26.3      2.4     94.8     68.8     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        1       27       25       28       28
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       47,307
COMMITMENTS
   3,185        0      450   43,096   46,701   46,731   47,151      576      156

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -8,349)
    -715     -200        0   -7,592   -8,129   -8,307   -8,329      -42      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      1.0     91.1     98.7     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        0        2       47       29       53       31
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,379
COMMITMENTS
     329        0        0   27,050   27,379   27,379   27,379        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -663)
      67        0        0     -658     -663     -591     -663      -72        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     98.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       23       17       24       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,274
COMMITMENTS
     350    5,763      150   10,534    5,361   11,034   11,274      240        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -349)
     150      600      150     -709   -1,099     -409     -349       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     51.1      1.3     93.4     47.6     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       23       18       24       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,952
COMMITMENTS
   5,385      514    4,213   25,058   29,695   34,656   34,422      296      530

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -3,105)
    -886        0      148   -2,377   -3,232   -3,115   -3,084       10      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      1.5     12.1     71.7     85.0     99.2     98.5      0.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      10        2        4       39       43       50       48
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,079
COMMITMENTS
      96    3,706        0    6,923    2,890    7,019    6,596       60      483

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -519)
       0     -166        0     -519     -323     -519     -489        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     52.4      0.0     97.8     40.8     99.2     93.2      0.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       18       14       19       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,357
COMMITMENTS
   1,197    1,989      274    8,868    7,889   10,339   10,152       18      205

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,517)
     150     -190     -201   -1,431   -1,121   -1,482   -1,512      -35       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     19.2      2.6     85.6     76.2     99.8     98.0      0.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        3        2       29       24       34       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,863
COMMITMENTS
  10,414    2,012      470   17,989   26,487   28,873   28,969      990      894

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,734)
    -999      139      -99     -999   -1,751   -2,097   -1,711      363      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9      6.7      1.6     60.2     88.7     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        9        3       27       37       33       48
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,517
COMMITMENTS
     530      266    3,455   14,016   14,461   18,001   18,182      516      335

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.4     18.7     75.7     78.1     97.2     98.2      2.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        3       14       15       17       18
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,312
COMMITMENTS
   2,570        0      150   14,945   15,133   17,665   15,283    4,647    7,029

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -4,252)
    -602     -513        0   -3,205   -6,347   -3,807   -6,860     -445    2,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      0.0      0.7     67.0     67.8     79.2     68.5     20.8     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       17       19       19       20
```

----

Updated June 8, 2012