```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,427
COMMITMENTS
   1,805      100      970   39,073   41,235   41,848   42,305      579      122

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      3,400)
     310      -50        0    3,049    3,430    3,359    3,380       41       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.2      2.3     92.1     97.2     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        1        1       39       45       40       47
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,240
COMMITMENTS
       0        0        0   18,988   19,176   18,988   19,176      252       64

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        131)
       0        0        0      131      131      131      131        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.7     99.7     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       26       34       26       34
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,395
COMMITMENTS
       0        0        0    2,811    2,699    2,811    2,699      584      696

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        273)
       0        0        0      249      254      249      254       24       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     82.8     79.5     82.8     79.5     17.2     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19       19       19       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,280
COMMITMENTS
     288      234      579   12,375   12,472   13,242   13,285    1,038      995

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        466)
     134       62       50      982    1,068    1,166    1,180     -700     -714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.6      4.1     86.7     87.3     92.7     93.0      7.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        2        5       41       43       46       49
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,188
COMMITMENTS
     325       79      332    6,734    7,272    7,391    7,683      797      505

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        435)
      29       30        5      437      417      471      452      -36      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      1.0      4.1     82.2     88.8     90.3     93.8      9.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        2        4       46       53       51       58
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,019
COMMITMENTS
       0        0        0    4,597    4,444    4,597    4,444      422      575

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        430)
       0        0        0      540      765      540      765     -110     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.6     88.5     91.6     88.5      8.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       21       21       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,119
COMMITMENTS
     456        0      358    2,680    3,435    3,494    3,793      625      326

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        407)
    -133        0      120      473      384      460      504      -53      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      0.0      8.7     65.1     83.4     84.8     92.1     15.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       21       25       23       26
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| 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
       0      135       25    1,586    1,389    1,611    1,549      405      467

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        111)
       0       15       -4      146      119      142      130      -31      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.7      1.2     78.7     68.9     79.9     76.8     20.1     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       17       15       18       18
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,329
COMMITMENTS
      15        0       35    1,684    1,962    1,734    1,997      595      332

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        118)
     -30        0       22       77       46       69       68       49       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      1.5     72.3     84.2     74.5     85.7     25.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       16       19       17       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       12,489
COMMITMENTS
       0        0        0   12,348   12,459   12,348   12,459      141       30

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,466)
       0        0        0    1,466    1,466    1,466    1,466        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.9     99.8     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       18       24       18
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,980
COMMITMENTS
       0      420        0    6,713    6,384    6,713    6,804      267      176

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        495)
       0       81        0      495      414      495      495        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.0      0.0     96.2     91.5     96.2     97.5      3.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        0       18       19       18       22
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,902
COMMITMENTS
       0    3,029      318   20,444   17,555   20,762   20,902      140        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        547)
       0       75        0      547      472      547      547        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.5      1.5     97.8     84.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       30       22       31       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      368,338
COMMITMENTS
  41,652   35,744   76,555  208,300  214,856  326,507  327,156   41,831   41,182

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     14,276)
   1,334    1,407     -591    9,617    9,515   10,361   10,331    3,916    3,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      9.7     20.8     56.6     58.3     88.6     88.8     11.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      42       35       43       74       78      134      141
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       13,578
COMMITMENTS
     200    2,330      100   13,096   11,048   13,396   13,478      182      100

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        612)
       0        0     -150      758      762      608      612        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     17.2      0.7     96.5     81.4     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        3        1       37       45       41       49
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,119
COMMITMENTS
   1,143    1,550        0   16,958   16,539   18,101   18,089       18       30

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        375)
       0        0        0      375      375      375      375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      8.6      0.0     93.6     91.3     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        1        0       27       32       32       33
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,974
COMMITMENTS
       0        0        0    9,822   10,715    9,822   10,715    1,152      259

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      382      385      382      385       18       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     89.5     97.6     89.5     97.6     10.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       13       19       13
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,224,395
COMMITMENTS
 249,922  365,363  436,654  463,139  369,936  1149716  1171954   74,679   52,442

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     12,240)
 -10,020   -1,821   -8,984   31,834   29,716   12,830   18,911     -590   -6,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     29.8     35.7     37.8     30.2     93.9     95.7      6.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     111      124      162       71       74      277      277
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       39,601
COMMITMENTS
     627    7,807      576   34,937   25,535   36,140   33,918    3,461    5,683

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     19.7      1.5     88.2     64.5     91.3     85.6      8.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2        9       12       11       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,250,908
COMMITMENTS
 117,715  117,576  871,643  1256970  1258791  2246328  2248009    4,580    2,899

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -3,691)
  -4,911   -4,100    6,585   -5,432   -6,228   -3,757   -3,743       66       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      5.2     38.7     55.8     55.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      43       46       69       63       63      142      142
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       77,539
COMMITMENTS
  16,574   27,027   19,325   37,862   28,092   73,761   74,444    3,778    3,095

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      5,544)
   3,712    2,698     -114    1,608    2,572    5,205    5,156      339      388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     34.9     24.9     48.8     36.2     95.1     96.0      4.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        6       15       17       17       32       34
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       92,508
COMMITMENTS
  35,298   30,341   38,054   18,773   23,776   92,125   92,171      383      337

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -9,972)
  -3,466   -2,609   -3,476   -2,987   -3,845   -9,929   -9,930      -43      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.2     32.8     41.1     20.3     25.7     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       16       16       14       20       31       41
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       68,021
COMMITMENTS
       0    1,452    2,832   59,040   55,370   61,872   59,654    6,149    8,367

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        332)
       0      125      -24      356      231      332      332       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      4.2     86.8     81.4     91.0     87.7      9.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       16       17       18       19
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,761,927
COMMITMENTS
 447,496   57,189  838,442  1440272  1838376  2726210  2734007   35,717   27,920

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     30,439)
  -2,981  -10,745   12,988   20,210   28,071   30,217   30,314      222      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      2.1     30.4     52.1     66.6     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      33       18       44       94       82      145      130
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,391,678
COMMITMENTS
 229,483  173,915  381,527  777,671  834,248  1388681  1389690    2,997    1,988

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     52,070)
  17,505   47,856       90   34,296    4,678   51,891   52,624      179     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     12.5     27.4     55.9     59.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       22       34       45       39       84       77
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       25,154
COMMITMENTS
     162    1,935      248   24,476   22,605   24,886   24,788      268      366

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        316)
      -5      156     -109      486      274      372      321      -56       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      7.7      1.0     97.3     89.9     98.9     98.5      1.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        4        4       35       46       40       53
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,307
COMMITMENTS
     127       78       60    1,662    1,373    1,849    1,511      458      796

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        212)
      15      -14       -2      158      165      171      149       41       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      3.4      2.6     72.0     59.5     80.1     65.5     19.9     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       19       18       21       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,713
COMMITMENTS
      79       80       40    1,252    1,206    1,371    1,326      342      387

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        322)
      10        0       25      203      218      238      243       84       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      4.7      2.3     73.1     70.4     80.0     77.4     20.0     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       19       17       21       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      198,674
COMMITMENTS
  11,018      140   26,269  158,902  170,353  196,189  196,763    2,484    1,911

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -1,219)
     312        0     -826     -631     -438   -1,145   -1,264      -74       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.1     13.2     80.0     85.7     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        1        5       34       35       40       40
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,928
COMMITMENTS
   3,479    1,114    4,225   23,962   26,745   31,666   32,084    1,262      844

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:       -350)
    -374       92       44      -20     -486     -350     -350       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      3.4     12.8     72.8     81.2     96.2     97.4      3.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       22       17       25       20
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,471
COMMITMENTS
   4,130    1,002      512    7,754   11,598   12,396   13,112    1,075      360

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        -65)
     -60        6       -3        5      -67      -58      -64       -7       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7      7.4      3.8     57.6     86.1     92.0     97.3      8.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       16       20       19       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,973
COMMITMENTS
     738    2,680      414   21,611   20,718   22,763   23,812    2,210    1,161

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:       -224)
     240        0     -224     -240     -240     -224     -464        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     10.7      1.7     86.5     83.0     91.2     95.4      8.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       26       24       29       27
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,084
COMMITMENTS
   1,150        0      226    6,224    6,939    7,600    7,165    1,484    1,919

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      0.0      2.5     68.5     76.4     83.7     78.9     16.3     21.1

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 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,008
COMMITMENTS
   4,080    2,556      136    7,750    9,510   11,966   12,202    1,042      806

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:         24)
       4       20        0        0        4        4       24       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4     19.6      1.0     59.6     73.1     92.0     93.8      8.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       16       16       19       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,894
COMMITMENTS
     278    2,500      990   11,735    9,550   13,003   13,040      891      854

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:         64)
       0        0       14       50     -190       64     -176        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     18.0      7.1     84.5     68.7     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       20       18       23       21
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,877
COMMITMENTS
       0        0        0   61,877   61,877   61,877   61,877        0        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        146)
       0        0        0      146      146      146      146        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       18       15       18       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,005,329
COMMITMENTS
       0        0        0  1005329  1005329  1005329  1005329        0        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,959)
       0        0        0    1,959    1,959    1,959    1,959        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 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,154
COMMITMENTS
       0        0        0   28,154   28,154   28,154   28,154        0        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       10       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      107,780
COMMITMENTS
       0        0        0  107,525  107,525  107,525  107,525      255      255

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,690)
       0        0        0    1,690    1,690    1,690    1,690        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.8     99.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       17       28       17       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,494,650
COMMITMENTS
       0        0        0  1494650  1494650  1494650  1494650        0        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     31,405)
       0        0        0   31,405   31,405   31,405   31,405        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:       33)
       0        0        0       17       23       17       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       64,916
COMMITMENTS
   5,692    2,875    7,800   51,424   54,241   64,916   64,916        0        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        148)
       0        0        0      148      148      148      148        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      4.4     12.0     79.2     83.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       26       21       30       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,189,940
COMMITMENTS
  57,801   97,890   40,014  1092125  1052036  1189940  1189940        0        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      8.2      3.4     91.8     88.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       28       23       32       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,893
COMMITMENTS
       0    3,788        0   52,745   48,553   52,745   52,341      148      552

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,786)
       0    2,041        0    1,786     -255    1,786    1,786        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.2      0.0     99.7     91.8     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       19       15       19       17
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,591
COMMITMENTS
   1,480    5,735      105   44,412   40,751   45,997   46,591      594        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     12.3      0.2     95.3     87.5     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       15       17       17       18
 
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       30,911
COMMITMENTS
  13,168        0    1,690   16,053   29,221   30,911   30,911        0        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.6      0.0      5.5     51.9     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       10       13       12       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,110
COMMITMENTS
     444      974      176   14,554   14,664   15,174   15,814      936      296

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:          1)
       0        0        0        1        1        1        1       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      6.0      1.1     90.3     91.0     94.2     98.2      5.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       19       16       21       17
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,975
COMMITMENTS
     254    1,130        0   12,573   11,548   12,827   12,678      148      297

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      8.7      0.0     96.9     89.0     98.9     97.7      1.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       10       17       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      894,072
COMMITMENTS
       0   67,097   23,400  870,672  803,575  894,072  894,072        0        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      2,080)
       0    2,080        0    2,080        0    2,080    2,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.5      2.6     97.4     89.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       20       15       21       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,006,241
COMMITMENTS
  27,690  107,255   15,840  962,711  883,146  1006241  1006241        0        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     10.7      1.6     95.7     87.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       14       14       16       15
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      538,474
COMMITMENTS
 207,018        0   58,840  272,616  479,634  538,474  538,474        0        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4      0.0     10.9     50.6     89.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       13       12       15       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      151,880
COMMITMENTS
       0    7,416        0  151,880  144,464  151,880  151,880        0        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      0.0    100.0     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       12        9       14
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,971
COMMITMENTS
     179       42      300    8,472    8,629    8,951    8,971       20        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        154)
       5        6       -9      159      158      154      154       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.5      3.3     94.4     96.2     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 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,021
COMMITMENTS
   2,160      122       35   25,346   27,339   27,541   27,496      480      525

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        665)
       0        0        0      625      665      625      665       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.4      0.1     90.5     97.6     98.3     98.1      1.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        2        1       35       33       37       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,791
COMMITMENTS
   1,097       26        0    6,287    7,405    7,384    7,431      407      360

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      0.3      0.0     80.7     95.0     94.8     95.4      5.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        0       18       15       21       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,516
COMMITMENTS
      90    1,649       86    8,990    7,042    9,166    8,777      350      739

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        460)
       0        5        0      460      445      460      450        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     17.3      0.9     94.5     74.0     96.3     92.2      3.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       20       17       22       19
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,151
COMMITMENTS
   1,010        0        0    9,076    9,476   10,086    9,476       65      675

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        412)
       0        0        0    1,009      401    1,009      401     -597       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      0.0      0.0     89.4     93.4     99.4     93.4      0.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       22       18       23       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,350,268
COMMITMENTS
 317,423  125,364  797,066  1150076  1348186  2264564  2270616   85,703   79,651

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:   -138,089)
  -6,047    2,896 -104,171  -15,257  -31,088 -125,475 -132,362  -12,614   -5,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      5.3     33.9     48.9     57.4     96.4     96.6      3.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
     144      102      192       97       98      331      314
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      236,565
COMMITMENTS
  75,503   32,228   54,233  105,828  146,843  235,564  233,304    1,002    3,262

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -28,539)
 -11,418      886   -7,259   -9,889  -21,912  -28,566  -28,285       27     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9     13.6     22.9     44.7     62.1     99.6     98.6      0.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        8       11       24       26       35       40
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      201,207
COMMITMENTS
  63,979   19,948    1,392   95,725  126,893  161,096  148,233   40,111   52,974

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      2,431)
   1,040    5,192      -30    1,354      615    2,364    5,777       67   -3,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.8      9.9      0.7     47.6     63.1     80.1     73.7     19.9     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        5        5       17       19       25       27
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       65,209
COMMITMENTS
  12,278    1,877   12,777   37,066   48,174   62,122   62,829    3,087    2,380

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -3,540)
     867     -223     -547   -3,446   -2,219   -3,127   -2,989     -413     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      2.9     19.6     56.8     73.9     95.3     96.4      4.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      20        4       16       22       25       45       42
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      389,645
COMMITMENTS
  35,828    3,566   67,291  278,144  305,159  381,263  376,017    8,383   13,629

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -5,135)
     497    1,045      715   -5,183   -5,866   -3,971   -4,106   -1,165   -1,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.9     17.3     71.4     78.3     97.8     96.5      2.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        3       15       31       31       46       46
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,841
COMMITMENTS
   1,068      580    1,120   14,636   15,141   16,824   16,841       17        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        662)
       0      -25        0      662      704      662      679        0      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      3.4      6.7     86.9     89.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        3       24       26       28       31
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       85,076
COMMITMENTS
   5,012   10,230    3,568   73,392   66,492   81,972   80,290    3,104    4,786

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        651)
     263      200       49      175      363      487      612      164       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     12.0      4.2     86.3     78.2     96.4     94.4      3.6      5.6

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 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,181
COMMITMENTS
   2,607    1,848    1,757   25,629   27,137   29,993   30,742    3,188    2,439

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -2,861)
    -268        0       73   -2,626   -2,909   -2,821   -2,836      -40      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      5.6      5.3     77.2     81.8     90.4     92.6      9.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        4       13       13       18       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,200
COMMITMENTS
   1,900        0        0    3,290    5,146    5,190    5,146       10       54

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        -90)
    -258        0        0      210      -90      -48      -90      -42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5      0.0      0.0     63.3     99.0     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       15       14       18       14
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,245
COMMITMENTS
   4,723    6,512   10,765   17,804   15,587   33,292   32,864    2,953    3,381

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:       -104)
    -466       51      949     -465     -716       18      283     -122     -387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     18.0     29.7     49.1     43.0     91.9     90.7      8.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        9       15       11       11       26       28
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,609
COMMITMENTS
   3,650    1,834      677    9,659   11,636   13,985   14,146      623      462

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -1,747)
    -393      503     -304   -1,007   -1,611   -1,703   -1,411      -44     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     12.6      4.6     66.1     79.7     95.7     96.8      4.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        8       10       15       15       29       30
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      114,567
COMMITMENTS
   7,169    2,920   15,564   82,870   86,671  105,603  105,155    8,963    9,412

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,057)
     794      296     -642      681      949      834      603      223      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      2.5     13.6     72.3     75.7     92.2     91.8      7.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        7       22       22       29       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,857
COMMITMENTS
  13,406    6,809      913    7,147   13,802   21,467   21,524    1,390    1,333

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -1,033)
    -112     -821        8   -1,039     -196   -1,144   -1,010      111      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.7     29.8      4.0     31.3     60.4     93.9     94.2      6.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      59       43       20       28       32       95       91
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       56,498
COMMITMENTS
  33,875   14,903    2,237   14,896   36,388   51,008   53,529    5,490    2,970

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      2,173)
      90   -1,697      271    1,477    3,990    1,837    2,564      336     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.0     26.4      4.0     26.4     64.4     90.3     94.7      9.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      87       39       13       33       37      122       87
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      332,062
COMMITMENTS
  81,001   15,879   62,458  168,645  234,854  312,104  313,192   19,957   18,870

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      8,927)
   1,996      264    3,883    3,764    4,177    9,643    8,325     -717      602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      4.8     18.8     50.8     70.7     94.0     94.3      6.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      64       27       56       75       90      161      159
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,608
COMMITMENTS
   8,077        0      204    6,990   15,178   15,271   15,382    5,337    5,226

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        656)
     813        0      137      570      819    1,520      956     -864     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2      0.0      1.0     33.9     73.7     74.1     74.6     25.9     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        2       12       21       17       23
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,591
COMMITMENTS
      70    2,240      204    9,134    6,940    9,408    9,384      183      207

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        469)
       0     -256        0      454      725      454      469       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     23.4      2.1     95.2     72.4     98.1     97.8      1.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        1       28       29       29       32
 
 
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE           Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,024
COMMITMENTS
     195        0       90    4,601    4,934    4,885    5,024      138        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        380)
      -4        0        4      381      376      380      380       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      1.8     91.6     98.2     97.2    100.0      2.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       16       16       18       17
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,135
COMMITMENTS
   2,750        0      450   52,187   55,592   55,387   56,042      748       93

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      3,299)
    -485        0        0    3,810    3,299    3,325    3,299      -26        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      0.8     93.0     99.0     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        0        2       47       26       54       28
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,370
COMMITMENTS
     350        0        0   29,960   30,370   30,310   30,370       60        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        440)
       0        0        0      380      440      380      440       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.0     98.6    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       23       22       24       22
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,314
COMMITMENTS
     350    5,913      150   12,634    7,251   13,134   13,314      180        0

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        955)
       0      150        0      955      805      955      955        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     44.4      1.1     94.9     54.5     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        1       27       20       28       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,914
COMMITMENTS
   4,501        0    6,349   28,041   32,353   38,891   38,702       23      212

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      2,387)
    -564        0    1,231    1,986    1,400    2,653    2,631     -266     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.0     16.3     72.1     83.1     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      10        0        5       43       47       53       52
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,602
COMMITMENTS
      96    5,806        0    9,266    3,289    9,362    9,095      240      507

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        840)
       0      750        0      660       39      660      789      180       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     60.5      0.0     96.5     34.3     97.5     94.7      2.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       19       15       20       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,271
COMMITMENTS
   2,174    1,159      441    8,632    9,540   11,247   11,140       24      131

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:       -273)
     502   -1,185        3     -784      965     -279     -217        6      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     10.3      3.9     76.6     84.6     99.8     98.8      0.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        4        2       29       23       37       28
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,617
COMMITMENTS
  11,734    1,788      489   16,530   26,708   28,753   28,985      864      632

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        767)
     717      -83      -86      310    1,148      941      979     -174     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6      6.0      1.7     55.8     90.2     97.1     97.9      2.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        9        4       26       36       34       47
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,757
COMMITMENTS
     530      266    3,455   14,256   14,701   18,241   18,422      516      335

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        135)
       0        0        0      135      135      135      135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      1.4     18.4     76.0     78.4     97.2     98.2      2.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        3       14       15       17       18
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,363
COMMITMENTS
   3,223      300      494   19,126   17,900   22,843   18,694    2,520    6,669

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,284)
     512      300      494    3,557    1,676    4,563    2,470   -3,279   -1,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      1.2      1.9     75.4     70.6     90.1     73.7      9.9     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       20       22       23       24
```

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Updated June 22, 2012