GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,825 COMMITMENTS 2,397 25 500 38,861 41,287 41,758 41,812 67 13 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 2,158) 50 0 50 2,282 2,133 2,382 2,183 -224 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.1 1.2 92.9 98.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 1 2 37 38 42 41 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,215 COMMITMENTS 550 120 75 23,475 23,870 24,100 24,065 115 150 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 151) 0 0 0 391 286 391 286 -240 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.5 0.3 96.9 98.6 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 1 1 33 35 35 37 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,188 COMMITMENTS 677 25 452 4,732 5,737 5,861 6,214 1,327 974 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 26) 0 0 0 -12 9 -12 9 38 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 0.3 6.3 65.8 79.8 81.5 86.4 18.5 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 17 19 18 21 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,724 COMMITMENTS 332 531 281 10,299 10,113 10,912 10,925 812 799 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 526) 20 175 -98 932 699 854 776 -328 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 4.5 2.4 87.8 86.3 93.1 93.2 6.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 4 3 41 44 44 51 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,896 COMMITMENTS 15 15 285 7,906 7,794 8,206 8,094 690 802 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 644) 0 0 75 472 436 547 511 97 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 3.2 88.9 87.6 92.2 91.0 7.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 1 3 45 49 48 52 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,352 COMMITMENTS 720 45 0 1,824 2,927 2,544 2,972 808 380 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -18) 0 0 0 95 13 95 13 -113 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 1.3 0.0 54.4 87.3 75.9 88.7 24.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 16 20 17 21 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,400 COMMITMENTS 0 0 0 1,517 1,810 1,517 1,810 883 590 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 27) 0 0 0 142 34 142 34 -115 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 63.2 75.4 63.2 75.4 36.8 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 17 15 17 15 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,462 COMMITMENTS 0 0 0 7,462 7,462 7,462 7,462 0 0 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 16 16 16 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 286,992 COMMITMENTS 40,145 9,769 41,153 161,122 206,604 242,420 257,526 44,572 29,466 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 5,413) -1,096 -3,132 1,408 4,761 4,982 5,073 3,258 340 2,155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 3.4 14.3 56.1 72.0 84.5 89.7 15.5 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 36 20 41 63 64 123 110 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 23,506 COMMITMENTS 631 168 447 22,294 22,291 23,372 22,906 134 600 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,553) -6 0 0 1,878 1,455 1,872 1,455 -319 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.7 1.9 94.8 94.8 99.4 97.4 0.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 4 3 5 41 54 48 59 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,860 COMMITMENTS 505 0 150 20,640 21,400 21,295 21,550 1,565 1,310 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 625) 210 0 0 1,320 775 1,530 775 -905 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.7 90.3 93.6 93.2 94.3 6.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 0 1 27 26 31 27 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,399 COMMITMENTS 6,759 0 431 13,044 18,153 20,234 18,584 165 1,815 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 411) -450 0 171 525 375 246 546 165 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 0.0 2.1 63.9 89.0 99.2 91.1 0.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 0 2 13 14 18 16 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,927 COMMITMENTS 50 50 100 2,127 2,487 2,277 2,637 650 290 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 750) 0 0 0 600 650 600 650 150 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.7 3.4 72.7 85.0 77.8 90.1 22.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 17 14 19 16 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 720,428 COMMITMENTS 80,357 233,720 252,013 294,883 189,931 627,253 675,664 93,175 44,764 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 7,118) -23,212 -9,502 10,604 17,854 6,759 5,246 7,861 1,872 -743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 32.4 35.0 40.9 26.4 87.1 93.8 12.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 77 84 104 83 65 229 197 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 88,990 COMMITMENTS 1,485 590 2,312 77,624 79,263 81,421 82,165 7,569 6,825 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 56) 407 590 52 365 -405 824 237 -768 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.7 2.6 87.2 89.1 91.5 92.3 8.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 3 24 27 27 30 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,022 COMMITMENTS 1,296 12,704 1,485 44,640 25,039 47,421 39,228 9,601 17,794 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 61) 0 -454 248 -144 0 104 -206 -43 267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 22.3 2.6 78.3 43.9 83.2 68.8 16.8 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 3 15 15 18 18 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 81,800 COMMITMENTS 4,177 0 2,914 67,076 67,510 74,167 70,424 7,633 11,376 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -728) 554 0 -734 -548 -240 -728 -974 0 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.0 3.6 82.0 82.5 90.7 86.1 9.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 3 25 26 29 29 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,814 COMMITMENTS 0 0 0 82,481 83,696 82,481 83,696 12,333 11,118 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 12) 0 0 0 -50 0 -50 0 62 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.0 88.3 87.0 88.3 13.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 23 22 23 22 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 88,371 COMMITMENTS 3,357 2,541 5,079 72,576 75,882 81,012 83,502 7,359 4,869 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 551) 3,162 -1,583 -251 -3,390 2,385 -479 551 1,030 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 2.9 5.7 82.1 85.9 91.7 94.5 8.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 3 25 27 28 32 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 119,195 COMMITMENTS 0 5,306 6,607 106,300 100,932 112,907 112,845 6,288 6,350 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 81) 0 198 -620 768 452 148 30 -67 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 5.5 89.2 84.7 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 3 3 22 30 25 33 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 36,852 COMMITMENTS 0 4,405 630 33,519 26,427 34,149 31,462 2,703 5,390 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.0 1.7 91.0 71.7 92.7 85.4 7.3 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 16 13 18 15 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 74,298 COMMITMENTS 1,169 11,232 11,400 56,982 43,890 69,551 66,522 4,747 7,776 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -513) -1,031 2,490 -2,932 3,388 -675 -575 -1,117 62 604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 15.1 15.3 76.7 59.1 93.6 89.5 6.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 15 17 18 20 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,734 COMMITMENTS 1,192 0 310 41,974 47,459 43,476 47,769 12,258 7,965 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 305) 0 0 0 305 -271 305 -271 0 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.6 75.3 85.2 78.0 85.7 22.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 22 20 23 21 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 99,180 COMMITMENTS 3,007 1,334 7,420 81,465 82,657 91,892 91,411 7,288 7,769 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -1,186) 1,280 -932 -419 -1,956 8 -1,095 -1,343 -91 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.3 7.5 82.1 83.3 92.7 92.2 7.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 5 27 30 32 35 CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 68,590 COMMITMENTS 0 3,875 4,886 58,580 50,767 63,466 59,528 5,124 9,062 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 7,377) 0 -1,565 918 6,459 7,569 7,377 6,922 0 455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.6 7.1 85.4 74.0 92.5 86.8 7.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 2 12 15 14 17 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 128,126 COMMITMENTS 0 6,952 0 126,968 117,518 126,968 124,470 1,158 3,656 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 0.0 99.1 91.7 99.1 97.1 0.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 17 17 17 19 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 223,187 COMMITMENTS 12,495 10,923 4,720 199,681 200,993 216,896 216,636 6,291 6,551 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,564) 205 302 470 1,577 778 2,252 1,550 -688 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 4.9 2.1 89.5 90.1 97.2 97.1 2.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 7 1 6 42 37 50 43 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 154,995 COMMITMENTS 1,875 3,271 2,287 139,702 145,226 143,864 150,784 11,131 4,211 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 30) 0 -124 3 -63 -62 -60 -183 90 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.1 1.5 90.1 93.7 92.8 97.3 7.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 2 31 28 33 30 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 273,790 COMMITMENTS 18,759 400 11,607 225,138 247,345 255,504 259,352 18,286 14,438 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 3,195) 1,215 400 -1,179 2,797 6,122 2,833 5,343 362 -2,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.1 4.2 82.2 90.3 93.3 94.7 6.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 1 3 42 42 45 46 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 93,734 COMMITMENTS 0 3,588 1,248 84,325 81,705 85,573 86,541 8,161 7,193 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 290) 0 350 0 463 919 463 1,269 -173 -979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.8 1.3 90.0 87.2 91.3 92.3 8.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 4 3 19 18 22 23 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,624 COMMITMENTS 0 0 0 50,710 48,199 50,710 48,199 4,914 7,425 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -191) 0 0 0 -191 -493 -191 -493 0 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.2 86.7 91.2 86.7 8.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 17 18 17 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,056,387 COMMITMENTS 616,525 107,975 993,641 1423060 1944125 3033226 3045741 23,161 10,646 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 19,001) -5,274 -7,591 -12,523 47,789 44,024 29,992 23,910 -10,991 -4,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 3.5 32.5 46.6 63.6 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 35 23 53 109 101 167 156 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,215,250 COMMITMENTS 251,851 73,861 252,559 703,871 886,008 1208281 1212428 6,969 2,822 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 27,127) 34,038 2,083 -3,561 5,051 30,327 35,528 28,849 -8,401 -1,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 6.1 20.8 57.9 72.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 30 20 35 43 41 87 82 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,892 COMMITMENTS 65 222 93 1,338 1,200 1,496 1,515 396 377 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 11.7 4.9 70.7 63.4 79.1 80.1 20.9 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 15 15 17 18 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,446 COMMITMENTS 1,938 1,362 576 33,534 34,444 36,048 36,382 398 64 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 526) 160 40 -20 386 506 526 526 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 3.7 1.6 92.0 94.5 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 6 6 36 30 42 38 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,395 COMMITMENTS 0 0 0 6,967 7,244 6,967 7,244 428 151 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.2 98.0 94.2 98.0 5.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 13 16 13 16 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,075 COMMITMENTS 3,222 0 86 16,184 19,777 19,492 19,863 1,583 1,212 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 14) 0 0 0 -26 -64 -26 -64 40 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 0.0 0.4 76.8 93.8 92.5 94.2 7.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 19 19 21 21 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,210 COMMITMENTS 160 620 570 28,021 29,304 28,751 30,494 2,459 716 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 508) 0 0 0 490 490 490 490 18 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.0 1.8 89.8 93.9 92.1 97.7 7.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 26 22 29 24 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,519 COMMITMENTS 0 0 0 26,045 25,663 26,045 25,663 474 856 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.2 96.8 98.2 96.8 1.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 13 15 13 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,998 COMMITMENTS 860 16 28 10,364 11,876 11,252 11,920 1,746 1,078 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 296) 0 16 28 284 80 312 124 -16 172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.1 0.2 79.7 91.4 86.6 91.7 13.4 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 16 16 18 17 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,688 COMMITMENTS 0 0 0 9,591 10,024 9,591 10,024 1,097 664 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 44) 0 0 0 14 394 14 394 30 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.7 93.8 89.7 93.8 10.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 18 17 18 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 12,118 COMMITMENTS 0 0 0 11,686 10,942 11,686 10,942 432 1,176 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 166) 0 0 0 156 36 156 36 10 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.4 90.3 96.4 90.3 3.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 22 17 22 17 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 102,318 COMMITMENTS 6,197 8,265 0 96,121 94,053 102,318 102,318 0 0 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 0) 0 220 0 0 -220 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 8.1 0.0 93.9 91.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 13 10 14 12 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,685,856 COMMITMENTS 71,728 96,800 0 1614128 1589056 1685856 1685856 0 0 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 0) 0 3,680 0 0 -3,680 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 5.7 0.0 95.7 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 12 7 13 9 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 157,068 COMMITMENTS 13,981 7,067 0 143,087 148,721 157,068 155,788 0 1,280 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,748) 220 0 0 1,528 1,748 1,748 1,748 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 4.5 0.0 91.1 94.7 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 0 17 23 21 24 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,277,699 COMMITMENTS 112,744 48,208 31,360 2133595 2198131 2277699 2277699 0 0 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 23,240) 3,680 0 0 19,560 23,240 23,240 23,240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 2.1 1.4 93.7 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 1 15 19 18 21 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 683,081 COMMITMENTS 0 70,000 0 683,081 613,081 683,081 683,081 0 0 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.2 0.0 100.0 89.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 12 13 12 14 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,156 COMMITMENTS 10 0 130 16,131 16,976 16,271 17,106 885 50 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -764) 10 -50 40 -819 -759 -769 -769 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.8 94.0 99.0 94.8 99.7 5.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 1 28 28 29 29 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,648 COMMITMENTS 0 0 0 7,298 7,463 7,298 7,463 350 185 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 589) 0 0 0 1,101 464 1,101 464 -512 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.4 97.6 95.4 97.6 4.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 22 17 22 17 MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,343 COMMITMENTS 80 0 410 10,703 10,778 11,193 11,188 150 155 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 688) 80 0 410 708 748 1,198 1,158 -510 -470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 3.6 94.4 95.0 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 24 19 25 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,198,182 COMMITMENTS 201,362 174,932 279,561 614,337 660,678 1095260 1115171 102,922 83,011 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -5,497) -3,128 18,325 -9,187 24,528 4,547 12,213 13,685 -17,710 -19,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 14.6 23.3 51.3 55.1 91.4 93.1 8.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 92 99 135 79 86 258 244 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 219,135 COMMITMENTS 34,404 35,004 7,857 158,097 130,606 200,358 173,467 18,777 45,668 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 3,499) 424 -1,269 -179 2,980 3,297 3,225 1,849 274 1,650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 16.0 3.6 72.1 59.6 91.4 79.2 8.6 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 5 6 26 26 34 33 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,190 COMMITMENTS 4,989 500 2,495 60,528 65,095 68,012 68,090 178 100 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 2,235) -98 -50 25 2,385 2,410 2,312 2,385 -77 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.7 3.7 88.8 95.5 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 7 1 4 39 44 47 48 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,751 COMMITMENTS 25,055 43,747 22,530 123,074 104,758 170,659 171,035 8,092 7,716 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -4,687) -2,839 -2,707 -701 1,253 405 -2,287 -3,003 -2,400 -1,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 24.5 12.6 68.9 58.6 95.5 95.7 4.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 9 20 25 22 22 49 50 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,933 COMMITMENTS 5,341 2,770 6,114 30,500 33,726 41,955 42,610 2,978 2,323 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 4,300) 475 45 2,855 1,771 2,082 5,101 4,982 -801 -682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 6.2 13.6 67.9 75.1 93.4 94.8 6.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 4 6 12 14 21 20 DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,123 COMMITMENTS 1,200 1,035 1,260 38,451 45,150 40,911 47,445 18,212 11,678 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.8 2.1 65.0 76.4 69.2 80.2 30.8 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 15 17 17 18 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 110,524 COMMITMENTS 7,206 2,353 7,749 53,794 72,073 68,749 82,175 41,775 28,349 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 478) 60 -20 40 3,171 752 3,271 772 -2,793 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 2.1 7.0 48.7 65.2 62.2 74.4 37.8 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 18 18 21 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,676 COMMITMENTS 2,850 2,283 510 37,211 37,781 40,571 40,574 105 102 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,085) 0 -300 0 1,135 1,685 1,135 1,385 -50 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 5.6 1.3 91.5 92.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 5 1 30 33 32 39 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,465 COMMITMENTS 11,074 2,644 184 2,821 13,117 14,079 15,945 2,386 520 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 283) 235 158 30 116 96 381 284 -98 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.3 16.1 1.1 17.1 79.7 85.5 96.8 14.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 69 14 4 19 27 91 44 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 23,901 COMMITMENTS 12,654 3,511 393 6,375 18,707 19,422 22,611 4,479 1,290 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -332) 119 -93 90 78 -201 287 -204 -619 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 14.7 1.6 26.7 78.3 81.3 94.6 18.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 51 13 4 12 24 65 39 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 227,322 COMMITMENTS 72,308 9,917 17,195 116,899 185,514 206,402 212,626 20,920 14,696 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 12,693) -1,615 -1,030 2,495 10,674 12,096 11,554 13,561 1,139 -868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 4.4 7.6 51.4 81.6 90.8 93.5 9.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 65 21 46 79 85 163 139 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,779 COMMITMENTS 1,280 900 100 9,125 9,629 10,505 10,629 274 150 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 556) 30 0 0 502 656 532 656 24 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 8.3 0.9 84.7 89.3 97.5 98.6 2.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 1 1 33 32 37 34 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,392 COMMITMENTS 1,747 0 101 34,634 37,288 36,482 37,389 910 3 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,348) 275 0 0 1,948 1,448 2,223 1,448 -875 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.3 92.6 99.7 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 0 1 37 29 40 30 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,102 COMMITMENTS 876 0 138 21,712 21,843 22,726 21,981 376 1,121 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -25) -261 0 25 218 -2 -18 23 -7 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.6 94.0 94.6 98.4 95.1 1.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 20 16 22 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,471 COMMITMENTS 300 50 0 19,171 19,421 19,471 19,471 0 0 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 400) 0 0 0 1,300 400 1,300 400 -900 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.3 0.0 98.5 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 1 0 26 32 29 33 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,332 COMMITMENTS 0 455 0 3,363 3,154 3,363 3,609 969 723 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 23) 0 0 0 125 67 125 67 -102 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.5 0.0 77.6 72.8 77.6 83.3 22.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 18 19 18 21 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,280 COMMITMENTS 270 0 0 17,357 17,695 17,627 17,695 653 585 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,894) 0 0 0 1,924 1,444 1,924 1,444 -30 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 95.0 96.8 96.4 96.8 3.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 23 11 24 11 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,818 COMMITMENTS 2,810 768 114 22,347 24,935 25,271 25,817 547 1 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 337) 291 0 0 204 506 495 506 -158 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 3.0 0.4 86.6 96.6 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 1 2 29 29 34 32 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,182 COMMITMENTS 0 96 0 3,858 4,569 3,858 4,665 1,324 517 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.0 74.5 88.2 74.5 90.0 25.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 14 11 15 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,338 COMMITMENTS 1,357 217 0 8,758 9,898 10,115 10,115 223 223 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 521) 183 0 0 381 564 564 564 -43 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 2.1 0.0 84.7 95.7 97.8 97.8 2.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 0 25 23 26 25 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,780 COMMITMENTS 6,143 792 1,284 47,397 56,491 54,824 58,567 4,956 1,213 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,284) -351 111 615 465 585 729 1,311 555 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 1.3 2.1 79.3 94.5 91.7 98.0 8.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 3 5 28 36 35 44
Updated June 19, 2009