```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,857
COMMITMENTS
     672      243      920   35,600   36,516   37,192   37,679      665      178

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -7,970)
  -1,050       -2     -100   -6,906   -7,984   -8,056   -8,086       86      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.6      2.4     94.0     96.5     98.2     99.5      1.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        2        2       33       39       35       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,538
COMMITMENTS
       0        0        0   15,255   15,434   15,255   15,434      283      104

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,664)
       0        0        0   -3,685   -3,684   -3,685   -3,684       21       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.2     99.3     98.2     99.3      1.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       19       26       19       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,542
COMMITMENTS
     231      153      935   11,260   11,391   12,426   12,479    1,116    1,063

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,073)
     -94     -141      -45   -1,962   -1,892   -2,101   -2,078       28        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.1      6.9     83.1     84.1     91.8     92.2      8.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        1        5       39       43       44       49
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,850
COMMITMENTS
     577       45       38    5,530    6,159    6,145    6,242      705      608

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,793)
     170      -24     -317   -1,634   -1,604   -1,781   -1,945      -12      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.7      0.6     80.7     89.9     89.7     91.1     10.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        1        2       41       48       45       51
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,973
COMMITMENTS
       0       70        0    5,466    5,355    5,466    5,425      507      548

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -452)
       0       27       -5     -541     -420     -546     -398       94      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.0     91.5     89.7     91.5     90.8      8.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       19       20       19       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,896
COMMITMENTS
       0      309      284    2,698    2,993    2,982    3,586      914      310

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -685)
    -503      309     -232     -180     -740     -915     -663      230      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.9      7.3     69.3     76.8     76.5     92.0     23.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       18       21       20       23
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,016
COMMITMENTS
     105       61       63    1,235    1,484    1,403    1,608      613      408

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -464)
      10        3        5     -500     -515     -485     -507       21       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      3.0      3.1     61.3     73.6     69.6     79.8     30.4     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       14       14       17       15
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,616
COMMITMENTS
       0        0        0   11,457   11,586   11,457   11,586      159       30

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,708)
       0        0        0   -2,726   -2,708   -2,726   -2,708       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       27)
       0        0        0       22       15       22       15
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,904
COMMITMENTS
       0      399        0    5,463    5,342    5,463    5,741      441      163

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,314)
       0      -69        0   -1,488   -1,232   -1,488   -1,301      174      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.8      0.0     92.5     90.5     92.5     97.2      7.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       15       14       15       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,922
COMMITMENTS
       0    1,731      348   17,454   15,843   17,802   17,922      120        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,544)
       0   -1,693      225   -3,749   -2,076   -3,524   -3,544      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.7      1.9     97.4     88.4     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       29       23       30       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      347,184
COMMITMENTS
  40,568   39,533   70,892  197,529  202,123  308,989  312,548   38,195   34,636

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -18,235)
  -2,935     -373   -4,903  -11,932   -9,629  -19,770  -14,905    1,534   -3,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     11.4     20.4     56.9     58.2     89.0     90.0     11.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      34       38       41       73       76      129      136
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       10,791
COMMITMENTS
     230    1,931        8   10,277    8,627   10,515   10,566      276      225

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,769)
      30     -499      -92   -3,797   -3,303   -3,859   -3,894       90      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     17.9      0.1     95.2     79.9     97.4     97.9      2.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        5        1       37       37       40       43
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,505
COMMITMENTS
     555    1,500        0   15,710   14,975   16,265   16,475      240       30

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,144)
    -588      -50        0   -1,778   -2,094   -2,366   -2,144      222        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      9.1      0.0     95.2     90.7     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        0       24       29       26       30
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,032
COMMITMENTS
       0        0        0    9,737   10,769    9,737   10,769    1,295      263

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -164)
       0        0        0     -241     -150     -241     -150       77      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.3     97.6     88.3     97.6     11.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       14       19       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,155,432
COMMITMENTS
 243,427  336,011  400,290  438,648  371,387  1082365  1107688   73,067   47,744

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -24,093)
   6,685  -12,339   -5,719  -24,061   -2,853  -23,095  -20,911     -999   -3,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     29.1     34.6     38.0     32.1     93.7     95.9      6.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     111      124      156       72       70      282      262
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       33,478
COMMITMENTS
     629    6,007      514   28,997   21,534   30,140   28,055    3,338    5,423

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -6,123)
       2   -1,800      -62   -5,916   -4,001   -5,976   -5,863     -147     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     17.9      1.5     86.6     64.3     90.0     83.8     10.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2        9       12       11       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,085,710
COMMITMENTS
 115,902  114,492  778,923  1186603  1189953  2081428  2083368    4,282    2,342

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      4,646)
  -1,435   -2,224    2,998    2,891    3,991    4,454    4,765      192     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      5.5     37.3     56.9     57.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      42       44       65       63       66      139      141
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       75,924
COMMITMENTS
  12,272   39,011   14,394   45,971   19,969   72,637   73,375    3,287    2,549

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,186)
  -3,425   12,760   -6,281    6,926   -9,537   -2,780   -3,057     -406     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     51.4     19.0     60.5     26.3     95.7     96.6      4.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        8       14       17       18       32       34
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       90,873
COMMITMENTS
  34,093   29,906   38,126   18,264   22,483   90,483   90,514      390      359

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -261)
     929      141     -496     -729       21     -296     -334       35       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5     32.9     42.0     20.1     24.7     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6       15       16       15       20       32       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,102
COMMITMENTS
       0    1,436    2,476   54,977   51,388   57,453   55,300    5,649    7,802

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -5,323)
       0      -16     -356   -4,405   -4,386   -4,761   -4,758     -562     -565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      3.9     87.1     81.4     91.0     87.6      9.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       15       17       17       19
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,676,744
COMMITMENTS
 473,263   45,203  798,548  1371886  1807719  2643697  2651470   33,047   25,274

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:   -128,048)
  24,047      115  -53,367 -100,030  -72,997 -129,350 -126,249    1,302   -1,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      1.7     29.8     51.3     67.5     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      34       14       44       93       82      142      128
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,297,321
COMMITMENTS
 192,798  127,178  372,911  727,799  794,902  1293508  1294991    3,813    2,330

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:   -142,091)
 -45,267  -53,680  -17,847  -79,871  -71,083 -142,985 -142,610      894      519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      9.8     28.7     56.1     61.3     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21       21       30       44       40       79       77
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,223
COMMITMENTS
   3,366    3,939    1,452    1,902    1,225    6,720    6,616      503      607

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.6     54.5     20.1     26.3     17.0     93.0     91.6      7.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5       10       13        5        5       19       19
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,724
COMMITMENTS
     250    1,846       97   21,130   19,414   21,477   21,357      247      367

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,939)
     -17      101      -92   -3,769   -3,924   -3,878   -3,915      -61      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      8.5      0.4     97.3     89.4     98.9     98.3      1.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        3       33       43       37       49
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,473
COMMITMENTS
      80       39       55      805      986      940    1,080      533      393

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -385)
     -11      -41       15     -502     -360     -498     -386      113        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      2.6      3.7     54.7     66.9     63.8     73.3     36.2     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       17       17       19       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      181,967
COMMITMENTS
  10,372        0   23,924  145,457  156,231  179,753  180,154    2,214    1,813

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -16,004)
  -1,414     -140   -1,562  -12,975  -14,301  -15,950  -16,003      -53       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0     13.1     79.9     85.9     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        0        4       34       34       39       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,627
COMMITMENTS
   2,855    1,054    3,730   21,714   24,149   28,299   28,933    1,328      694

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,268)
      62       70     -292   -1,102     -894   -1,332   -1,116       64     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      3.6     12.6     73.3     81.5     95.5     97.7      4.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       20       17       23       20
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,289
COMMITMENTS
   4,012      785      734    7,528   11,495   12,274   13,013    1,015      276

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -236)
    -118     -178      172     -240     -147     -187     -153      -49      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2      5.9      5.5     56.6     86.5     92.4     97.9      7.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       16       19       19       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,434
COMMITMENTS
     698    2,480      418   20,594   19,528   21,710   22,426    1,724    1,008

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,515)
     -40     -200        4   -1,439   -1,406   -1,475   -1,602      -40       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     10.6      1.8     87.9     83.3     92.6     95.7      7.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        3       26       24       29       27
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,635
COMMITMENTS
   1,128        0      176    5,900    6,623    7,204    6,799    1,431    1,836

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -469)
     -22        0      -50     -344     -326     -416     -376      -53      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      0.0      2.0     68.3     76.7     83.4     78.7     16.6     21.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,620
COMMITMENTS
   4,138    2,624      156    7,312    9,100   11,606   11,880    1,014      740

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -414)
      58       68       20     -454     -436     -376     -348      -38      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8     20.8      1.2     57.9     72.1     92.0     94.1      8.0      5.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,156
COMMITMENTS
     378    2,332      884   10,862    9,106   12,124   12,322    1,032      834

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -738)
     100     -108     -106     -873     -504     -879     -718      141      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     17.7      6.7     82.6     69.2     92.2     93.7      7.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       18       17       21       20
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,624
COMMITMENTS
       0        0        0   58,624   58,624   58,624   58,624        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,211)
       0        0        0   -3,211   -3,211   -3,211   -3,211        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       15       19       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      966,448
COMMITMENTS
       0        0        0  966,448  966,448  966,448  966,448        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -37,217)
       0        0        0  -37,217  -37,217  -37,217  -37,217        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       16       16       16
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       27,041
COMMITMENTS
       0        0        0   27,041   27,041   27,041   27,041        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,113)
       0        0        0   -1,113   -1,113   -1,113   -1,113        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       10       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      101,190
COMMITMENTS
      42        0        0  100,893  100,956  100,935  100,956      255      234

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -6,783)
      42        0        0   -6,825   -6,762   -6,783   -6,762        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       17       29       18       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,396,074
COMMITMENTS
   3,920        0        0  1392154  1396074  1396074  1396074        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:   -100,144)
   3,920        0        0 -104,064 -100,144 -100,144 -100,144        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       17       24       18       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       64,136
COMMITMENTS
   5,377    2,665    7,800   50,959   53,671   64,136   64,136        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,310)
    -315     -210        0   -1,995   -2,100   -2,310   -2,310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      4.2     12.2     79.5     83.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       27       21       31       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,138,181
COMMITMENTS
  50,425   94,050   37,710  1050046  1006421  1138181  1138181        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -54,528)
  -7,376   -3,840   -2,304  -44,848  -48,384  -54,528  -54,528        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      8.3      3.3     92.3     88.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       29       23       33       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,848
COMMITMENTS
       0    3,767        0   49,721   45,550   49,721   49,317      127      531

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,045)
       0      -21        0   -3,024   -3,003   -3,024   -3,024      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.6      0.0     99.7     91.4     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       18       15       18       17
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,651
COMMITMENTS
       0    6,165      200   24,324   18,286   24,524   24,651      127        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     25.0      0.8     98.7     74.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       13       14       14
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,420
COMMITMENTS
   1,905    5,735        0   40,942   37,685   42,847   43,420      573        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,171)
     425        0     -105   -3,470   -3,066   -3,150   -3,171      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     13.2      0.0     94.3     86.8     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       14       16       16       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,268
COMMITMENTS
     381      974      176   13,796   13,864   14,353   15,014      915      254

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -841)
     -63        0        0     -757     -799     -820     -799      -21      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      6.4      1.2     90.4     90.8     94.0     98.3      6.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       17       15       19       16
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,261
COMMITMENTS
     212    1,067        0   11,922   10,918   12,134   11,985      127      276

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -714)
     -42      -63        0     -651     -630     -693     -693      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      8.7      0.0     97.2     89.0     99.0     97.7      1.0      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      840,312
COMMITMENTS
       0   60,185   23,400  816,912  756,727  840,312  840,312        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -53,760)
       0   -6,912        0  -53,760  -46,848  -53,760  -53,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.2      2.8     97.2     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       20       15       21       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      963,233
COMMITMENTS
  23,850  111,095   12,000  927,383  840,138  963,233  963,233        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -43,008)
  -3,840    3,840   -3,840  -35,328  -43,008  -43,008  -43,008        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     11.5      1.2     96.3     87.2    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      515,402
COMMITMENTS
 179,370        0   56,920  279,112  458,482  515,402  515,402        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -30,888)
 -27,648        0   -1,920   -1,320  -28,968  -30,888  -30,888        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8      0.0     11.0     54.2     89.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       14       12       16       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      140,744
COMMITMENTS
       0    7,032        0  140,744  133,712  140,744  140,744        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -11,136)
       0     -384        0  -11,136  -10,752  -11,136  -11,136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,271
COMMITMENTS
     174       41      326    8,751    8,904    9,251    9,271       20       -0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        214)
     -10        1       12      212      201      214      214        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.4      3.5     94.4     96.0     99.8    100.0      0.2     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        3       16       18       19       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,853
COMMITMENTS
   2,216      122       35   26,119   28,171   28,370   28,328      483      525

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        743)
       0        0        0      740      743      740      743        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.4      0.1     90.5     97.6     98.3     98.2      1.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        2        1       36       33       39       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,050
COMMITMENTS
   1,067        0        0    5,632    6,595    6,699    6,595      351      455

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -861)
     -30      -26        0     -820     -930     -850     -956      -11       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      0.0      0.0     79.9     93.5     95.0     93.5      5.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       15       14       17       14
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,898
COMMITMENTS
     233    1,527       86    8,324    6,757    8,643    8,370      255      528

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -788)
     143      -57      -15     -844     -643     -716     -715      -72      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     17.2      1.0     93.5     75.9     97.1     94.1      2.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        1       19       19       22       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,623
COMMITMENTS
     945        0        0    8,563    9,068    9,508    9,068      115      555

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -900)
     -65        0        0     -825     -791     -890     -791      -10     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      0.0      0.0     89.0     94.2     98.8     94.2      1.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       20       18       21       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,448,998
COMMITMENTS
 334,206  133,621  841,594  1193586  1395316  2369386  2370531   79,612   78,467

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     21,478)
  21,833      114    2,561    7,992   17,340   32,385   20,015  -10,907    1,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      5.5     34.4     48.7     57.0     96.7     96.8      3.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     150      113      200       96      100      347      326
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      277,301
COMMITMENTS
  84,048   38,356   62,020  130,153  173,348  276,221  273,724    1,080    3,577

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,175)
   1,772   -2,259   -1,748   -2,109    2,163   -2,086   -1,844      -90     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     13.8     22.4     46.9     62.5     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        8       11       24       27       35       41
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      192,464
COMMITMENTS
  61,879   19,586      880   89,812  121,137  152,571  141,603   39,893   50,861

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -9,860)
  -2,200     -271     -404   -5,501   -9,172   -8,105   -9,847   -1,755      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2     10.2      0.5     46.7     62.9     79.3     73.6     20.7     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        6        6       17       19       26       28
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,901
COMMITMENTS
  11,389    1,393   13,543   40,579   51,400   65,511   66,337    3,390    2,565

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      1,567)
  -2,032   -1,144      787    2,774    1,931    1,528    1,574       38       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      2.0     19.7     58.9     74.6     95.1     96.3      4.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18        4       17       21       24       43       42
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      382,114
COMMITMENTS
  32,213    3,341   64,811  276,817  300,148  373,841  368,300    8,273   13,813

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -27,416)
  -9,844      226   -7,070  -10,131  -19,903  -27,044  -26,747     -372     -670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.9     17.0     72.4     78.5     97.8     96.4      2.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      13        2       15       30       30       45       45
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,570
COMMITMENTS
     768    1,275      275   13,510   13,020   14,553   14,570       17        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,955)
    -300      695     -845   -2,810   -3,805   -3,955   -3,955        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      8.8      1.9     92.7     89.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        3       24       21       28       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,834
COMMITMENTS
   4,158   10,831    6,096   74,475   66,124   84,729   83,051    3,105    4,783

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      1,867)
    -644      293    1,642    1,249      -65    2,247    1,870     -380       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     12.3      6.9     84.8     75.3     96.5     94.6      3.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        6        8       22       19       31       29
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,900
COMMITMENTS
   2,428    1,848    7,573   31,225   31,830   41,226   41,251    2,674    2,649

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      2,312)
    -371        0    1,326    1,062      781    2,017    2,107      295      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      4.2     17.3     71.1     72.5     93.9     94.0      6.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        5       14       14       20       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,140
COMMITMENTS
   1,350        0        0    2,745    4,086    4,095    4,086       45       54

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,060)
    -550        0        0     -545   -1,060   -1,095   -1,060       35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6      0.0      0.0     66.3     98.7     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11       12       13       12
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,598
COMMITMENTS
   3,180    5,734   10,785   16,609   14,396   30,574   30,916    4,025    3,683

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,703)
    -730   -1,145     -317   -2,320   -2,292   -3,367   -3,754     -336       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     16.6     31.2     48.0     41.6     88.4     89.4     11.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7       10       14       12       11       27       27
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,914
COMMITMENTS
   3,761    1,293      647    8,721   11,345   13,129   13,285      785      629

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,025)
     206     -327       16   -2,371   -1,865   -2,149   -2,175      124      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      9.3      4.6     62.7     81.5     94.4     95.5      5.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        7        7       15       15       27       28
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      113,265
COMMITMENTS
   6,164      382   13,888   84,354   89,944  104,406  104,214    8,859    9,051

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -11,613)
  -1,782   -1,403   -3,984   -6,173   -5,525  -11,940  -10,912      327     -701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.3     12.3     74.5     79.4     92.2     92.0      7.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        7       22       22       29       29
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,487
COMMITMENTS
       0        0        0   17,477   17,487   17,477   17,487       10        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        526)
       0        0        0      516      526      516      526       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       12       16       12
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,869
COMMITMENTS
  13,508    8,828    1,095    7,857   12,324   22,459   22,246    1,410    1,622

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        487)
     182      547      141        3     -253      326      435      161       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.6     37.0      4.6     32.9     51.6     94.1     93.2      5.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      53       55       17       28       34       89      102
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       50,674
COMMITMENTS
  34,983   14,874      825    9,825   32,401   45,634   48,101    5,040    2,573

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -679)
     193   -1,052     -106     -524      990     -437     -169     -242     -511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.0     29.4      1.6     19.4     63.9     90.1     94.9      9.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      81       41       11       27       35      111       84
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      276,409
COMMITMENTS
  84,330   15,939   48,025  125,990  196,412  258,344  260,376   18,065   16,033

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -27,360)
   1,220   -2,729   -3,499  -25,009  -17,661  -27,288  -23,889      -72   -3,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5      5.8     17.4     45.6     71.1     93.5     94.2      6.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      56       32       46       72       91      150      152
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,603
COMMITMENTS
   2,010        0    1,180    7,903    8,663   11,093    9,843    4,510    5,760

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -4,558)
  -5,697        0      995    1,245   -6,198   -3,457   -5,203   -1,101      645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      0.0      7.6     50.7     55.5     71.1     63.1     28.9     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1        9       13       13       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,869
COMMITMENTS
      66    1,941      204    7,439    5,537    7,709    7,682      160      187

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,728)
      -4     -299        0   -1,651   -1,359   -1,655   -1,658      -73      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     24.7      2.6     94.5     70.4     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        1       27       29       28       33
 
 
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE           Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,083
COMMITMENTS
     171        0       60    3,718    4,023    3,949    4,083      134        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,313)
     -23        0      -35   -1,246   -1,278   -1,304   -1,313      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      1.5     91.1     98.5     96.7    100.0      3.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       16       15       18       16
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,893
COMMITMENTS
   1,000       75      113   45,273   46,590   46,386   46,778      507      115

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -9,183)
  -1,525       75       63   -7,676   -9,343   -9,138   -9,205      -45       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.2      0.2     96.5     99.4     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        1        2       38       30       42       32
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,156
COMMITMENTS
     309        0        0   29,727   30,156   30,036   30,156      120        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,769)
     -41        0        0   -2,788   -2,769   -2,829   -2,769       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     98.6    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       19       20       20       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,595
COMMITMENTS
     300    4,890      150   10,965    6,555   11,415   11,595      180        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,339)
     -50   -1,123        0   -2,289   -1,216   -2,339   -2,339        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     42.2      1.3     94.6     56.5     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        1       25       21       26       26
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,418
COMMITMENTS
   2,487      223    6,792   27,119   29,241   36,398   36,256       20      162

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -5,140)
  -2,211      223        5   -2,899   -5,286   -5,105   -5,058      -35      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.6     18.7     74.5     80.3     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6        3        6       40       48       49       57
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,927
COMMITMENTS
     278    6,136        0    9,313    3,446    9,591    9,582      336      345

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -117)
       0       27        0     -213     -124     -213      -97       96      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     61.8      0.0     93.8     34.7     96.6     96.5      3.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       20       14       22       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,144
COMMITMENTS
   2,284    1,954       25    7,727    8,062   10,036   10,041      108      103

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,949)
    -114      152     -205   -1,720   -1,896   -2,039   -1,949       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     19.3      0.2     76.2     79.5     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        5        1       24       22       29       28
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,847
COMMITMENTS
  11,270    1,624      618   15,867   25,786   27,755   28,028    1,092      819

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,842)
    -261     -234     -153   -1,641   -1,602   -2,055   -1,989      213      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1      5.6      2.1     55.0     89.4     96.2     97.2      3.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       8        6        3       24       32       33       40
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,653
COMMITMENTS
     540      276    3,735   15,162   15,612   19,437   19,623      216       30

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        326)
      10       10      -20      336      341      326      331        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      1.4     19.0     77.1     79.4     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        4       14       15       18       19
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,743
COMMITMENTS
   2,494      265      624   18,092   19,387   21,210   20,276    1,533    2,467

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,120)
    -898      265      130   -2,054   -2,942   -2,822   -2,547     -298     -573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      1.2      2.7     79.5     85.2     93.3     89.2      6.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        2       18       23       22       26
```

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Updated July 3, 2012