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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,133
COMMITMENTS
   1,368       50    1,090   34,138   35,881   36,596   37,021      537      112

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -7,762)
    -815     -200      130   -6,780   -7,375   -7,465   -7,445     -297     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.1      2.9     91.9     96.6     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        1        1       38       40       39       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,309
COMMITMENTS
       0        0        0   19,072   19,245   19,072   19,245      237       64

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -5,600)
       0        0        0   -5,336   -5,246   -5,336   -5,246     -264     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8     99.7     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       25       33       25       33
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,106
COMMITMENTS
       0        0        0    2,537    2,435    2,537    2,435      569      671

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -401)
       0        0        0     -381     -576     -381     -576      -20      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     81.7     78.4     81.7     78.4     18.3     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19       19       19       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,218
COMMITMENTS
     163      192      406   10,978   10,964   11,547   11,562    1,671    1,656

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,181)
    -132     -234       53     -836     -688     -915     -869     -266     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.5      3.1     83.1     82.9     87.4     87.5     12.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       39       41       43       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,112
COMMITMENTS
     274       54      322    5,657    6,156    6,253    6,532      859      580

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,325)
    -103     -105     -155   -1,121   -1,127   -1,379   -1,387       54       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.8      4.5     79.5     86.6     87.9     91.8     12.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        1        2       46       49       50       52
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,539
COMMITMENTS
     498        0      309    2,158    2,718    2,965    3,027      574      512

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,050)
    -641      -35      -10     -297     -971     -948   -1,016     -102      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      0.0      8.7     61.0     76.8     83.8     85.5     16.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       18       22       20       23
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,780
COMMITMENTS
       0      140        9    1,291    1,150    1,300    1,299      480      481

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -621)
     -60     -181        4     -727     -492     -783     -669      162       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.9      0.5     72.5     64.6     73.0     73.0     27.0     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        2       14       13       16       16
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,003
COMMITMENTS
       0        0        0    1,566    1,753    1,566    1,753      437      250

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -616)
       0      -98      -12     -496     -364     -508     -474     -108     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     78.2     87.5     78.2     87.5     21.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       19       15       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,284
COMMITMENTS
       0        0        0   10,143   10,254   10,143   10,254      141       30

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -5,542)
       0     -700        0   -5,542   -4,793   -5,542   -5,493        0      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.6     99.7     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       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 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        6,062
COMMITMENTS
       0      339        0    5,810    5,619    5,810    5,958      252      104

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -907)
       0      -74        0     -891     -817     -891     -891      -16      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.6      0.0     95.8     92.7     95.8     98.3      4.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17       17       17       19
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,069
COMMITMENTS
       0    2,752      318   19,611   16,999   19,929   20,069      140        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -2,863)
       0   -1,088        0   -2,843   -1,775   -2,843   -2,863      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.7      1.6     97.7     84.7     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       26       22       27       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      353,117
COMMITMENTS
  39,313   39,067   73,406  205,190  202,668  317,910  315,141   35,207   37,976

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        348)
   1,578    1,252    7,784  -10,783   -8,172   -1,421      863    1,769     -515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     11.1     20.8     58.1     57.4     90.0     89.2     10.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      36       42       44       70       80      131      143
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,309
COMMITMENTS
     100    2,330      400   11,615    9,479   12,115   12,209      194      100

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -3,379)
    -450     -823       41   -2,980   -2,521   -3,389   -3,303       10      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     18.9      3.2     94.4     77.0     98.4     99.2      1.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        3        2       31       38       35       43
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,339
COMMITMENTS
     993    1,550        0   15,328   14,759   16,321   16,309       18       30

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -453)
      60    1,550        0     -491   -2,003     -431     -453      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      9.5      0.0     93.8     90.3     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        1        0       28       29       33       30
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,017
COMMITMENTS
       0        0        0    9,280    9,804    9,280    9,804      737      213

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.6     97.9     92.6     97.9      7.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19       13       19       13
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,239,440
COMMITMENTS
 252,529  350,881  484,782  424,514  346,627  1161825  1182290   77,615   57,150

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      2,237)
  11,358    7,654   -4,649   -6,599   -7,380      110   -4,375    2,126    6,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     28.3     39.1     34.3     28.0     93.7     95.4      6.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
     113      128      163       72       70      286      270
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       39,601
COMMITMENTS
     627    7,807      576   34,937   25,535   36,140   33,918    3,461    5,683

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -4,728)
       2     -300     -302   -3,948   -3,876   -4,248   -4,478     -480     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    2,180,407
COMMITMENTS
 120,810  114,925  833,621  1221623  1229178  2176054  2177723    4,353    2,685

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     39,961)
   5,219    1,302   13,451   22,151   28,839   40,821   43,592     -860   -3,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      5.3     38.2     56.0     56.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      45       41       68       61       62      138      139
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       64,871
COMMITMENTS
  10,973   31,256   14,900   35,649   15,987   61,522   62,144    3,349    2,728

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -21,383)
  -1,458      920   -9,002   -6,242  -13,934  -16,702  -22,016   -4,681      633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     48.2     23.0     55.0     24.6     94.8     95.8      5.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        7       14       17       18       31       33
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       93,565
COMMITMENTS
  35,792   30,041   38,601   18,777   24,571   93,170   93,213      395      352

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      1,693)
     858      887      607      180      192    1,645    1,687       48        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3     32.1     41.3     20.1     26.3     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6       14       16       16       20       33       39
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       67,855
COMMITMENTS
       0    1,430    2,725   58,981   55,333   61,706   59,488    6,149    8,367

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -5,210)
       0     -180     -326   -4,164   -4,212   -4,490   -4,718     -720     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      4.0     86.9     81.5     90.9     87.7      9.1     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 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,686,356
COMMITMENTS
 460,746   85,206  795,449  1396052  1778156  2652247  2658811   34,109   27,545

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:   -129,302)
   2,183  -70,893  -23,404 -105,143   -8,399 -126,364 -102,696   -2,938  -26,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      3.2     29.6     52.0     66.2     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      32       18       43       92       81      141      128
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,287,643
COMMITMENTS
 209,242  113,102  357,093  718,453  814,995  1284788  1285190    2,855    2,453

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     12,821)
 -13,138    6,168      690   27,391    7,158   14,943   14,016   -2,122   -1,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      8.8     27.7     55.8     63.3     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       19       33       45       38       82       74
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,255
COMMITMENTS
     157    1,874      203   23,518   21,809   23,878   23,886      377      369

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -2,207)
       0      133      -15   -2,208   -2,285   -2,223   -2,167       16      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      7.7      0.8     97.0     89.9     98.4     98.5      1.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        5        4       36       43       42       49
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,292
COMMITMENTS
      53       75        0      975      963    1,028    1,038      264      254

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -497)
      -5      -87      -59     -420     -158     -484     -304      -13     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.8      0.0     75.5     74.5     79.6     80.3     20.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       17       15       18       16
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      194,723
COMMITMENTS
  12,246      140   24,619  155,492  168,067  192,357  192,826    2,366    1,897

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -15,615)
    -727      -43   -2,585  -12,282  -13,092  -15,594  -15,719      -21      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.1     12.6     79.9     86.3     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        1        5       34       35       41       40
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,249
COMMITMENTS
   3,338    1,042    4,108   23,541   26,265   30,987   31,415    1,262      834

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -3,581)
      11       94     -761   -2,790   -3,128   -3,541   -3,795      -40      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      3.2     12.7     73.0     81.4     96.1     97.4      3.9      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 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,512
COMMITMENTS
   4,190    1,035      496    7,786   11,619   12,472   13,150    1,040      362

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -169)
     286       13      -42     -367     -191     -124     -221      -45       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0      7.7      3.7     57.6     86.0     92.3     97.3      7.7      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 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,817
COMMITMENTS
     558    2,680      548   21,525   20,668   22,631   23,896    2,186      921

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,692)
     -68     -160        0   -1,712   -1,326   -1,780   -1,486       88     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     10.8      2.2     86.7     83.3     91.2     96.3      8.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       26       24       29       27
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,068
COMMITMENTS
   1,150        0      226    6,208    6,923    7,584    7,149    1,484    1,919

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -413)
      46        0      -50     -388     -262     -392     -312      -21     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      0.0      2.5     68.5     76.3     83.6     78.8     16.4     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       16       18       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,949
COMMITMENTS
   4,076    2,536      136    7,745    9,463   11,957   12,135      992      814

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -314)
     324     -242      -24     -582      -60     -282     -326      -32       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     19.6      1.1     59.8     73.1     92.3     93.7      7.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       16       16       19       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,724
COMMITMENTS
     278    2,490      976   11,579    9,644   12,833   13,110      891      614

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -492)
      40       32      -58      131     -364      113     -390     -605     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     18.1      7.1     84.4     70.3     93.5     95.5      6.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       20       18       23       21
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,560
COMMITMENTS
       0        0        0   61,560   61,560   61,560   61,560        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -2,355)
       0        0        0   -2,355   -2,355   -2,355   -2,355        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,003,370
COMMITMENTS
       0        0        0  1003370  1003370  1003370  1003370        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -22,791)
       0        0        0  -22,791  -22,791  -22,791  -22,791        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      105,650
COMMITMENTS
       0        0        0  105,395  105,395  105,395  105,395      255      255

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -10,560)
       0        0        0  -10,560  -10,815  -10,560  -10,815        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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       27       17       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,463,245
COMMITMENTS
       0        0        0  1463245  1463245  1463245  1463245        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:   -177,968)
  -1,960   -1,960        0 -176,008 -176,008 -177,968 -177,968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       64,768
COMMITMENTS
   5,692    2,875    7,800   51,276   54,093   64,768   64,768        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -2,824)
       0     -220     -110   -2,714   -2,494   -2,824   -2,824        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      4.4     12.0     79.2     83.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        2       25       20       29       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,138,460
COMMITMENTS
  57,801   97,890   40,014  1040645  1000556  1138460  1138460        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -39,184)
   4,312   -1,960   -6,272  -37,224  -30,952  -39,184  -39,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      8.6      3.5     91.4     87.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       28       23       32       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,107
COMMITMENTS
       0    1,852        0   50,959   48,703   50,959   50,555      148      552

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -3,234)
       0       88     -110   -3,102   -3,212   -3,212   -3,234      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.0     99.7     95.3     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       18       14       18       16
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       46,591
COMMITMENTS
   1,480    5,735      105   44,412   40,751   45,997   46,591      594        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -2,794)
    -220        0        0   -2,574   -2,794   -2,794   -2,794        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,769
COMMITMENTS
     444      974      176   14,213   14,323   14,833   15,473      936      296

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -388)
     -66      384        0     -300     -728     -366     -344      -22      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      6.2      1.1     90.1     90.8     94.1     98.1      5.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       16       20       17
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,975
COMMITMENTS
     254    1,130        0   12,573   11,548   12,827   12,678      148      297

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -468)
     -44      -66        0     -402     -380     -446     -446      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      891,992
COMMITMENTS
       0   65,017   23,400  868,592  803,575  891,992  891,992        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -52,136)
       0   -3,920        0  -52,136  -48,216  -52,136  -52,136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.3      2.6     97.4     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       19       15       20       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,006,241
COMMITMENTS
  27,690  107,255   15,840  962,711  883,146  1006241  1006241        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    109,130)
  -3,920   62,570   -3,920  116,970   50,480  109,130  109,130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      538,474
COMMITMENTS
 207,018        0   58,840  272,616  479,634  538,474  538,474        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -39,774)
  -2,864        0  -11,595  -25,315  -28,179  -39,774  -39,774        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      147,216
COMMITMENTS
       0    7,416        0  147,216  139,800  147,216  147,216        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -11,368)
       0     -392        0  -11,368  -10,976  -11,368  -11,368        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.0      0.0    100.0     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       12        9       14
 
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE        Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,542
COMMITMENTS
     194       44      279    8,049    8,219    8,522    8,542       20       -0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:         -4)
       4       -2       -3       -5        2       -4       -4        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.5      3.3     94.2     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 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,657
COMMITMENTS
   2,160      122       35   24,096   25,945   26,291   26,102      366      555

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -619)
    -243       77      -42     -381     -585     -666     -550       47      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.5      0.1     90.4     97.3     98.6     97.9      1.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        2        1       35       33       37       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,396
COMMITMENTS
   1,175       26        0    5,514    7,005    6,689    7,031      707      365

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,426)
    -105       26        0   -1,516   -1,455   -1,621   -1,429      195        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      0.4      0.0     74.6     94.7     90.4     95.1      9.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        0       16       14       19       15
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,720
COMMITMENTS
      90    1,589       81    8,199    6,397    8,370    8,067      350      653

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        -36)
     -15       89       16       13      -68       14       37      -50      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     18.2      0.9     94.0     73.4     96.0     92.5      4.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       18       15       20       17
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,467
COMMITMENTS
   1,010        0        0    7,930    8,833    8,940    8,833      527      634

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -888)
     -50        0        0     -772     -847     -822     -847      -66      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.0      0.0     83.8     93.3     94.4     93.3      5.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       23       19       24       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,442,800
COMMITMENTS
 335,602  124,893  871,722  1137553  1360435  2344877  2357051   97,922   85,749

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    135,835)
 -11,424   11,276   85,761   47,801   29,412  122,138  126,450   13,697    9,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      5.1     35.7     46.6     55.7     96.0     96.5      4.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     156      104      208       99      102      354      332
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      238,784
COMMITMENTS
  88,114   27,645   52,161   97,607  156,065  237,882  235,871      901    2,913

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -9,227)
   2,845   -1,775   -4,675   -7,406   -2,848   -9,236   -9,298        8       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9     11.6     21.8     40.9     65.4     99.6     98.8      0.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        8       12       23       25       35       39
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      196,632
COMMITMENTS
  62,363   14,459    1,554   93,086  121,144  157,003  137,157   39,629   59,475

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -8,336)
  -4,861     -871     -579   -3,666   -3,819   -9,106   -5,269      770   -3,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7      7.4      0.8     47.3     61.6     79.8     69.8     20.2     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        4        5       16       18       24       25
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,047
COMMITMENTS
  11,602    1,877   13,055   39,309   49,618   63,965   64,550    3,081    2,497

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -715)
    -148      666     -675     -265   -1,078   -1,087   -1,087      373      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      2.8     19.5     58.6     74.0     95.4     96.3      4.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      21        5       17       21       24       46       42
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      391,053
COMMITMENTS
  33,902    2,551   66,010  281,823  308,067  381,735  376,628    9,318   14,425

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -5,885)
   4,997     -338     -645   -9,629   -5,352   -5,277   -6,335     -608      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      0.7     16.9     72.1     78.8     97.6     96.3      2.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11        3       14       31       31       45       45
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,829
COMMITMENTS
   1,068      605    1,020   13,724   14,187   15,812   15,812       17       17

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -5,547)
    -444     -783    1,020   -6,112   -5,773   -5,536   -5,536      -11      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      3.8      6.4     86.7     89.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        2       21       22       24       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       83,051
COMMITMENTS
   4,865    9,749    3,998   71,129   64,677   79,992   78,424    3,059    4,627

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,258)
    -220        0   -5,096    3,995    3,755   -1,321   -1,341       63       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     11.7      4.8     85.6     77.9     96.3     94.4      3.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6       10       21       18       32       29
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,638
COMMITMENTS
   2,478    1,848    2,546   26,578   27,764   31,602   32,158    3,036    2,480

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:         87)
    -132      -65      150      -91      161      -73      246      160     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      5.3      7.4     76.7     80.2     91.2     92.8      8.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        3       13       13       18       18
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,290
COMMITMENTS
   2,308        0        0    2,885    5,236    5,193    5,236       97       54

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,097)
    -500        0        0     -587   -1,097   -1,087   -1,097      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6      0.0      0.0     54.5     99.0     98.2     99.0      1.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        0       14       15       18       15
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,202
COMMITMENTS
   4,787    7,029    9,036   19,036   15,628   32,859   31,693    3,343    4,509

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      3,783)
     311      850     -410    3,473    3,163    3,375    3,603      408      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     19.4     25.0     52.6     43.2     90.8     87.5      9.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        9       13       11       11       26       26
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,222
COMMITMENTS
   3,994    3,702    1,044   14,581   14,580   19,619   19,326      603      896

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      5,903)
     147    1,787      111    5,630    3,786    5,888    5,684       15      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     18.3      5.2     72.1     72.1     97.0     95.6      3.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        7        9       15       15       28       29
 
 
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      108,128
COMMITMENTS
   5,628    2,467   15,871   78,204   81,635   99,703   99,973    8,425    8,154

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      1,206)
   2,448    1,201     -276     -251       82    1,921    1,006     -715      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      2.3     14.7     72.3     75.5     92.2     92.5      7.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        4        8       21       21       29       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,592
COMMITMENTS
  12,956    8,524      722    9,605   13,870   23,282   23,116    1,309    1,475

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,510)
     303     -494   -1,072     -303      364   -1,072   -1,201     -438     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.7     34.7      2.9     39.1     56.4     94.7     94.0      5.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      55       51       14       30       35       92       95
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       54,131
COMMITMENTS
  33,145   17,507    2,025   13,314   31,514   48,484   51,046    5,647    3,085

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      1,403)
   1,243      565       51     -245      971    1,049    1,587      354     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.2     32.3      3.7     24.6     58.2     89.6     94.3     10.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      85       51       16       33       38      122      101
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      314,513
COMMITMENTS
  84,796   14,258   62,500  147,457  219,988  294,753  296,747   19,760   17,767

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      9,502)
  -5,672     -760   15,233    1,335   -5,780   10,896    8,693   -1,394      809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      4.5     19.9     46.9     69.9     93.7     94.4      6.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      62       26       50       77       87      160      146
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,192
COMMITMENTS
   6,086        0      125    5,591   12,433   11,802   12,558    6,390    5,634

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -5,207)
  -4,105        0      -43   -1,428   -4,764   -5,576   -4,807      369     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      0.0      0.7     30.7     68.3     64.9     69.0     35.1     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        2       10       17       14       19
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,505
COMMITMENTS
      70    2,240      204    8,063    5,854    8,337    8,298      168      207

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,794)
      46     -839      -46   -1,750     -909   -1,750   -1,794      -44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     26.3      2.4     94.8     68.8     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        1       27       25       28       28
 
 
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE           Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,656
COMMITMENTS
     201        0       84    4,230    4,572    4,516    4,656      140        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      1,420)
      77        0       27    1,310    1,393    1,414    1,420        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      1.8     90.9     98.2     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       15       16       17       17
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       47,307
COMMITMENTS
   3,185        0      450   43,096   46,701   46,731   47,151      576      156

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -8,349)
    -715     -200        0   -7,592   -8,129   -8,307   -8,329      -42      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      1.0     91.1     98.7     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        0        2       47       29       53       31
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,379
COMMITMENTS
     329        0        0   27,050   27,379   27,379   27,379        0        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -663)
      67        0        0     -658     -663     -591     -663      -72        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.0     98.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       23       17       24       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,274
COMMITMENTS
     350    5,763      150   10,534    5,361   11,034   11,274      240        0

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -349)
     150      600      150     -709   -1,099     -409     -349       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     51.1      1.3     93.4     47.6     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       23       18       24       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,952
COMMITMENTS
   5,385      514    4,213   25,058   29,695   34,656   34,422      296      530

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -3,105)
    -886        0      148   -2,377   -3,232   -3,115   -3,084       10      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      1.5     12.1     71.7     85.0     99.2     98.5      0.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      10        2        4       39       43       50       48
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,079
COMMITMENTS
      96    3,706        0    6,923    2,890    7,019    6,596       60      483

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:       -519)
       0     -166        0     -519     -323     -519     -489        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     52.4      0.0     97.8     40.8     99.2     93.2      0.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       18       14       19       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,357
COMMITMENTS
   1,197    1,989      274    8,868    7,889   10,339   10,152       18      205

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,517)
     150     -190     -201   -1,431   -1,121   -1,482   -1,512      -35       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     19.2      2.6     85.6     76.2     99.8     98.0      0.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        3        2       29       24       34       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,863
COMMITMENTS
  10,414    2,012      470   17,989   26,487   28,873   28,969      990      894

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,734)
    -999      139      -99     -999   -1,751   -2,097   -1,711      363      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      6.7      1.6     60.2     88.7     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        9        3       27       37       33       48
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,517
COMMITMENTS
     530      266    3,455   14,016   14,461   18,001   18,182      516      335

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      1.4     18.7     75.7     78.1     97.2     98.2      2.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        3       14       15       17       18
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,312
COMMITMENTS
   2,570        0      150   14,945   15,133   17,665   15,283    4,647    7,029

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -4,252)
    -602     -513        0   -3,205   -6,347   -3,807   -6,860     -445    2,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      0.0      0.7     67.0     67.8     79.2     68.5     20.8     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       17       19       19       20
```

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Updated June 8, 2012