GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,270 COMMITMENTS 2,428 25 536 43,129 45,607 46,093 46,168 177 102 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 3,303) 0 0 -25 3,197 3,239 3,172 3,214 131 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.1 1.2 93.2 98.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 1 2 35 40 40 43 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,382 COMMITMENTS 550 120 75 23,652 24,027 24,277 24,222 105 160 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 322) 0 0 0 322 322 322 322 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.5 0.3 97.0 98.5 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 1 1 34 35 36 37 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,367 COMMITMENTS 677 25 452 4,910 5,973 6,039 6,450 1,328 917 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 66) 0 0 0 38 72 38 72 28 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.3 6.1 66.6 81.1 82.0 87.6 18.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 19 21 20 23 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,284 COMMITMENTS 553 643 282 10,749 10,333 11,584 11,258 700 1,026 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 249) 14 57 -4 234 160 244 213 5 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 5.2 2.3 87.5 84.1 94.3 91.6 5.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 4 3 41 43 46 50 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,912 COMMITMENTS 61 30 440 8,631 8,545 9,132 9,015 780 897 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 538) 46 -5 155 330 363 531 513 7 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.3 4.4 87.1 86.2 92.1 91.0 7.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 1 5 46 49 51 54 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,581 COMMITMENTS 720 45 0 2,126 3,183 2,846 3,228 735 353 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 98) 0 0 0 116 146 116 146 -18 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 1.3 0.0 59.4 88.9 79.5 90.1 20.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 19 22 20 23 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,615 COMMITMENTS 0 0 0 1,740 1,928 1,740 1,928 875 687 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 164) 0 0 0 125 120 125 120 39 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 66.5 73.7 66.5 73.7 33.5 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 17 14 17 14 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,766 COMMITMENTS 0 0 0 7,766 7,766 7,766 7,766 0 0 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 324) 0 0 0 324 324 324 324 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 17 17 17 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 282,101 COMMITMENTS 40,402 7,574 38,535 162,446 206,799 241,383 252,908 40,718 29,193 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -5,486) 1,239 -242 -1,797 -429 -2,572 -987 -4,611 -4,499 -875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 2.7 13.7 57.6 73.3 85.6 89.7 14.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 42 17 41 63 64 125 109 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 26,386 COMMITMENTS 449 168 547 25,024 24,971 26,020 25,686 366 700 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,950) -232 50 100 1,950 1,950 1,818 2,100 132 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.6 2.1 94.8 94.6 98.6 97.3 1.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 3 2 4 45 55 51 59 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,570 COMMITMENTS 455 0 200 20,850 22,160 21,505 22,360 2,065 1,210 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 35) 0 0 0 -165 135 -165 135 200 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.8 88.5 94.0 91.2 94.9 8.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 0 2 26 26 30 28 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,324 COMMITMENTS 5,734 75 931 13,494 17,503 20,159 18,509 165 1,815 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -150) -975 0 450 375 -600 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 0.4 4.6 66.4 86.1 99.2 91.1 0.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 2 13 15 17 17 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,827 COMMITMENTS 50 50 100 2,127 2,487 2,277 2,637 550 190 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.8 3.5 75.2 88.0 80.5 93.3 19.5 6.7 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 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 712,804 COMMITMENTS 94,339 247,608 234,476 299,819 187,175 628,634 669,259 84,170 43,545 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 13,509) 19,119 18,580 -8,268 4,289 -187 15,140 10,125 -1,631 3,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 34.7 32.9 42.1 26.3 88.2 93.9 11.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 86 81 105 84 64 237 198 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 89,505 COMMITMENTS 1,361 975 1,723 80,614 79,041 83,698 81,739 5,807 7,766 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -558) -207 674 -631 230 -957 -608 -914 50 356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.1 1.9 90.1 88.3 93.5 91.3 6.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 3 25 27 28 30 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,654 COMMITMENTS 1,296 12,058 2,374 45,312 26,539 48,982 40,971 8,672 16,683 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 544) 0 281 765 -97 232 668 1,278 -124 -734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 20.9 4.1 78.6 46.0 85.0 71.1 15.0 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 4 17 18 21 22 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 85,800 COMMITMENTS 4,479 0 2,548 70,838 71,662 77,865 74,210 7,935 11,590 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -1,564) 395 0 -366 -1,895 -1,198 -1,866 -1,564 302 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.0 3.0 82.6 83.5 90.8 86.5 9.2 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 3 25 27 29 30 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 95,612 COMMITMENTS 0 0 0 83,155 84,463 83,155 84,463 12,457 11,149 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 887) 0 0 0 763 887 763 887 124 0 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 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 93,028 COMMITMENTS 2,811 1,879 6,148 75,588 80,101 84,547 88,128 8,481 4,900 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,665) 189 895 -143 1,074 882 1,120 1,634 545 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.0 6.6 81.3 86.1 90.9 94.7 9.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 4 25 27 29 32 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 120,438 COMMITMENTS 0 6,183 6,640 107,486 101,915 114,126 114,738 6,312 5,700 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 193) 0 625 -117 163 761 46 1,269 147 -1,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 5.5 89.2 84.6 94.8 95.3 5.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 3 3 23 32 26 35 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 37,946 COMMITMENTS 0 5,602 988 34,375 25,935 35,363 32,525 2,583 5,421 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 585) 0 -112 364 221 333 585 585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.8 2.6 90.6 68.3 93.2 85.7 6.8 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 16 14 18 16 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 73,980 COMMITMENTS 843 9,338 10,504 57,948 46,362 69,295 66,204 4,685 7,776 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -342) -302 -2,014 -920 942 2,592 -280 -342 -62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 12.6 14.2 78.3 62.7 93.7 89.5 6.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 16 19 19 22 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,486 COMMITMENTS 336 0 310 42,582 47,211 43,228 47,521 12,258 7,965 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -428) -856 0 0 428 -428 -428 -428 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.6 76.7 85.1 77.9 85.6 22.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 23 20 24 21 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 100,849 COMMITMENTS 3,389 1,090 7,571 83,810 84,252 94,770 92,913 6,079 7,936 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 175) 1,025 360 123 413 -488 1,561 -5 -1,386 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 1.1 7.5 83.1 83.5 94.0 92.1 6.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 5 29 31 34 36 TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 54,089 COMMITMENTS 0 1,228 0 45,803 48,795 45,803 50,023 8,286 4,066 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.0 84.7 90.2 84.7 92.5 15.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 14 14 15 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 91,249 COMMITMENTS 0 6,764 0 90,877 83,881 90,877 90,645 372 604 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.4 0.0 99.6 91.9 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 0 13 17 13 20 HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 21,341 COMMITMENTS 0 496 124 21,093 19,429 21,217 20,049 124 1,292 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.6 98.8 91.0 99.4 93.9 0.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 13 12 14 13 CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 68,888 COMMITMENTS 0 4,655 4,981 58,520 49,764 63,501 59,400 5,387 9,488 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -84) 0 84 295 -518 -614 -223 -235 139 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 7.2 84.9 72.2 92.2 86.2 7.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 13 15 15 17 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 133,354 COMMITMENTS 0 7,324 0 132,196 122,322 132,196 129,646 1,158 3,708 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 -52 0 -52 0 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.5 0.0 99.1 91.7 99.1 97.2 0.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 19 17 19 20 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 227,238 COMMITMENTS 10,645 10,771 5,672 204,805 204,349 221,122 220,792 6,116 6,446 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 2,150) -806 -152 -17 2,964 2,530 2,141 2,361 9 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 4.7 2.5 90.1 89.9 97.3 97.2 2.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 1 5 46 40 53 45 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 156,251 COMMITMENTS 1,875 4,033 1,978 140,383 145,693 144,236 151,704 12,015 4,547 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 687) 0 454 -35 420 118 385 537 302 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.6 1.3 89.8 93.2 92.3 97.1 7.7 2.9 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 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 280,003 COMMITMENTS 17,514 971 13,505 230,829 252,163 261,848 266,639 18,155 13,364 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 4,143) -1,693 519 1,192 5,076 2,541 4,575 4,252 -432 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.3 4.8 82.4 90.1 93.5 95.2 6.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 2 5 41 43 46 49 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,222 COMMITMENTS 1,056 3,095 1,248 84,653 82,895 86,957 87,238 7,265 6,984 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.3 1.3 89.8 88.0 92.3 92.6 7.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 3 20 19 24 23 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,742 COMMITMENTS 0 0 0 51,314 49,597 51,314 49,597 5,428 7,145 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 938) 0 0 0 122 1,218 122 1,218 816 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.4 87.4 90.4 87.4 9.6 12.6 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 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,883,327 COMMITMENTS 629,520 126,348 872,994 1354166 1872552 2856680 2871894 26,647 11,433 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -216,347) 11,071 3,386 -116,216 -113,347 -103,463 -218,492 -216,293 2,145 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 4.4 30.3 47.0 64.9 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 36 25 54 103 100 163 156 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,083,297 COMMITMENTS 140,227 69,264 249,823 686,719 761,650 1076769 1080737 6,528 2,560 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -148,819) -121,249 -9,919 -10,006 -16,825 -128,960 -148,080 -148,885 -739 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 6.4 23.1 63.4 70.3 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 25 24 35 41 40 83 82 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,584 COMMITMENTS 1,770 1,590 360 34,186 34,832 36,316 36,782 1,268 802 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 197) -228 138 -166 -177 -537 -571 -565 768 762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 4.2 1.0 91.0 92.7 96.6 97.9 3.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 4 5 36 31 43 37 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,519 COMMITMENTS 0 0 0 7,091 7,368 7,091 7,368 428 151 CHANGES FROM 06/23/09 (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 94.3 98.0 94.3 98.0 5.7 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 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 22,415 COMMITMENTS 3,002 0 166 17,896 20,981 21,064 21,147 1,351 1,268 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 712) -220 0 80 1,204 624 1,064 704 -352 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 0.0 0.7 79.8 93.6 94.0 94.3 6.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 22 20 24 22 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,657 COMMITMENTS 50 620 610 28,302 29,715 28,962 30,945 2,695 712 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 318) 0 0 0 202 338 202 338 116 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.0 1.9 89.4 93.9 91.5 97.8 8.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 28 22 30 24 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,759 COMMITMENTS 0 0 0 26,285 25,903 26,285 25,903 474 856 CHANGES FROM 06/23/09 (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 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,872 COMMITMENTS 860 26 28 11,410 12,908 12,298 12,962 1,574 910 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 66) 0 10 0 -14 56 -14 66 80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.2 0.2 82.3 93.1 88.7 93.4 11.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 18 19 20 20 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,378 COMMITMENTS 0 0 0 10,617 10,964 10,617 10,964 761 414 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 140) 0 0 0 144 122 144 122 -4 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.3 96.4 93.3 96.4 6.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 19 19 19 19 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| 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: 12,326 COMMITMENTS 0 0 0 11,978 11,206 11,978 11,206 348 1,120 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 46) 0 0 0 126 114 126 114 -80 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.2 90.9 97.2 90.9 2.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 23 18 23 18 PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 540,008 COMMITMENTS 15,840 23,440 15,520 508,648 501,048 540,008 540,008 0 0 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 46,480) 0 0 0 46,480 46,480 46,480 46,480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 4.3 2.9 94.2 92.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 12 5 14 7 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 104,803 COMMITMENTS 1,057 8,265 5,140 98,606 91,398 104,803 104,803 0 0 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -1,370) 0 0 0 -1,370 -1,370 -1,370 -1,370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.9 4.9 94.1 87.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 13 10 14 13 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,720,296 COMMITMENTS 0 141,552 48,208 1672088 1530536 1720296 1720296 0 0 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -27,440) 0 11,760 -11,760 -15,680 -27,440 -27,440 -27,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.2 2.8 97.2 89.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 1 13 7 14 10 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 166,489 COMMITMENTS 13,541 1,927 5,140 147,808 158,142 166,489 165,209 0 1,280 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -1,515) 0 0 0 -1,515 -1,515 -1,515 -1,515 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 1.2 3.1 88.8 95.0 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 1 18 24 23 25 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,308,852 COMMITMENTS 169,256 0 62,320 2077276 2246532 2308852 2308852 0 0 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -13,146) 0 0 0 -13,146 -13,146 -13,146 -13,146 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 2.7 90.0 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 0 2 19 21 23 23 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 42,382 COMMITMENTS 1,313 4,285 42 40,876 37,500 42,231 41,827 151 555 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 1,275 0 1,275 0 -1,275 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 10.1 0.1 96.4 88.5 99.6 98.7 0.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 11 11 13 13 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 693,897 COMMITMENTS 0 70,000 0 693,897 623,897 693,897 693,897 0 0 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 10,816) 0 0 0 10,816 10,816 10,816 10,816 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.1 0.0 100.0 89.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 13 14 13 15 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,837 COMMITMENTS 546 5 290 16,111 17,517 16,947 17,812 890 25 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 222) 521 5 185 -454 62 252 252 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 1.6 90.3 98.2 95.0 99.9 5.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 3 28 28 31 31 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,390 COMMITMENTS 0 0 0 8,140 8,263 8,140 8,263 250 127 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 45) 0 0 0 40 45 40 45 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.0 98.5 97.0 98.5 3.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 23 18 23 18 MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,894 COMMITMENTS 29 10 462 12,143 12,277 12,634 12,749 260 145 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 874) -126 10 142 743 727 759 879 115 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.1 3.6 94.2 95.2 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 23 19 25 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,159,868 COMMITMENTS 210,249 169,472 271,131 576,502 629,933 1057882 1070536 101,986 89,332 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 49,271) 8,786 7,379 15,618 3,856 5,930 28,260 28,927 21,011 20,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 14.6 23.4 49.7 54.3 91.2 92.3 8.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 90 106 134 75 87 252 250 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,719 COMMITMENTS 35,956 32,462 5,704 149,016 115,757 190,676 153,923 21,043 57,796 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -9,205) 975 -2,128 -2,380 -10,062 -17,066 -11,467 -21,574 2,262 12,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 15.3 2.7 70.4 54.7 90.1 72.7 9.9 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 4 5 23 23 30 29 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,631 COMMITMENTS 4,012 800 2,545 66,949 70,161 73,506 73,506 125 125 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 2,485) -130 175 100 2,496 2,191 2,466 2,466 19 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 1.1 3.5 90.9 95.3 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 4 4 44 45 51 51 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 175,380 COMMITMENTS 26,727 42,437 19,298 122,271 104,776 168,296 166,511 7,084 8,869 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -1,641) 861 -472 -2,243 -61 401 -1,443 -2,314 -198 673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 24.2 11.0 69.7 59.7 96.0 94.9 4.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 11 15 21 22 22 46 45 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,062 COMMITMENTS 4,851 2,325 5,190 28,341 30,660 38,382 38,175 3,680 3,887 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -515) -490 -445 526 -763 -1,866 -727 -1,785 212 1,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 5.5 12.3 67.4 72.9 91.3 90.8 8.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 2 6 11 13 19 19 DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,823 COMMITMENTS 1,200 1,035 1,260 39,021 42,486 41,481 44,781 18,342 15,042 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 320) 0 0 0 420 720 420 720 -100 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.7 2.1 65.2 71.0 69.3 74.9 30.7 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 16 17 18 18 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,217 COMMITMENTS 7,376 2,626 7,638 54,847 72,608 69,861 82,872 41,356 28,345 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 634) 107 123 69 4,231 1,442 4,407 1,634 -3,773 -1,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 2.4 6.9 49.3 65.3 62.8 74.5 37.2 25.5 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 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,787 COMMITMENTS 3,050 2,133 470 40,162 41,082 43,682 43,685 105 102 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,701) 0 0 0 1,701 1,701 1,701 1,701 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 4.9 1.1 91.7 93.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 4 1 32 34 34 39 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,444 COMMITMENTS 11,513 2,586 90 2,708 13,227 14,311 15,903 2,133 541 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 409) 700 -142 -44 -257 671 399 485 10 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.0 15.7 0.5 16.5 80.4 87.0 96.7 13.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 64 13 2 15 26 81 40 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 22,996 COMMITMENTS 12,721 2,736 392 6,203 18,492 19,316 21,620 3,680 1,376 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -280) 76 9 -20 -68 -360 -12 -371 -268 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.3 11.9 1.7 27.0 80.4 84.0 94.0 16.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 50 13 3 15 23 67 37 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 194,199 COMMITMENTS 62,325 10,759 14,026 102,426 157,553 178,777 182,338 15,422 11,861 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -21,039) -3,234 447 -1,265 -13,304 -17,594 -17,803 -18,412 -3,236 -2,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 5.5 7.2 52.7 81.1 92.1 93.9 7.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 63 20 43 68 88 148 137 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,540 COMMITMENTS 1,972 167 834 11,545 15,132 14,351 16,133 6,189 4,407 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -2,542) 169 0 173 -1,842 -2,742 -1,500 -2,569 -1,042 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 0.8 4.1 56.2 73.7 69.9 78.5 30.1 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 11 13 13 15 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,282 COMMITMENTS 1,454 820 400 10,278 10,812 12,132 12,032 150 250 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 903) 50 -130 300 553 733 903 903 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 6.7 3.3 83.7 88.0 98.8 98.0 1.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 2 1 34 34 39 37 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,114 COMMITMENTS 1,772 0 101 38,063 41,010 39,936 41,111 1,178 3 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,357) 0 0 0 1,332 1,357 1,332 1,357 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 0.2 92.6 99.7 97.1 100.0 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 0 1 36 28 39 29 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,804 COMMITMENTS 884 0 178 22,428 22,208 23,490 22,386 314 1,418 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 543) -29 0 40 530 200 541 240 2 303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.7 94.2 93.3 98.7 94.0 1.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 2 21 19 23 21 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,431 COMMITMENTS 250 260 50 20,131 20,121 20,431 20,431 0 0 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 460) -50 210 50 460 200 460 460 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.3 0.2 98.5 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 2 1 30 33 33 36 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,694 COMMITMENTS 0 590 0 3,367 3,453 3,367 4,043 1,327 651 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 166) 0 -4 0 98 168 98 164 68 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.6 0.0 71.7 73.6 71.7 86.1 28.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 18 19 18 22 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,572 COMMITMENTS 270 0 0 17,649 17,987 17,919 17,987 653 585 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 775) 0 0 0 775 775 775 775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 95.0 96.9 96.5 96.9 3.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 24 13 25 13 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,185 COMMITMENTS 2,441 1,158 114 23,101 24,912 25,656 26,184 529 1 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 128) 0 0 0 128 128 128 128 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 4.4 0.4 88.2 95.1 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 2 2 30 30 34 34 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,278 COMMITMENTS 0 96 0 5,138 5,049 5,138 5,145 140 133 CHANGES FROM 06/23/09 (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 1.8 0.0 97.3 95.7 97.3 97.5 2.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 11 16 11 17 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,163 COMMITMENTS 1,050 162 81 9,809 10,692 10,940 10,935 223 228 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 160) -171 -55 -54 385 264 160 155 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 1.5 0.7 87.9 95.8 98.0 98.0 2.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 26 23 27 25 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,021 COMMITMENTS 4,384 777 1,950 49,752 57,060 56,086 59,787 4,935 1,234 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 407) -1,030 -36 298 1,376 -17 644 245 -237 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 1.3 3.2 81.5 93.5 91.9 98.0 8.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 2 5 29 37 36 43
Updated July 6, 2009