GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,667 COMMITMENTS 2,347 25 450 36,579 39,154 39,376 39,629 291 38 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -304) 0 0 0 -351 179 -351 179 47 -483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.1 1.1 92.2 98.7 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 1 1 36 38 41 40 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,064 COMMITMENTS 550 120 75 23,084 23,584 23,709 23,779 355 285 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 712) 0 0 0 467 692 467 692 245 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.5 0.3 95.9 98.0 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 1 1 32 32 34 34 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,162 COMMITMENTS 677 25 452 4,744 5,728 5,873 6,205 1,289 957 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 272) 70 25 0 248 262 318 287 -46 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 0.3 6.3 66.2 80.0 82.0 86.6 18.0 13.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,198 COMMITMENTS 312 356 379 9,367 9,414 10,058 10,149 1,140 1,049 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 311) 70 -59 75 297 360 442 376 -131 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 3.2 3.4 83.6 84.1 89.8 90.6 10.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 4 4 38 41 42 48 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,252 COMMITMENTS 15 15 210 7,434 7,358 7,659 7,583 593 669 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 249) 0 0 30 121 338 151 368 98 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.2 2.5 90.1 89.2 92.8 91.9 7.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 1 3 44 48 47 51 NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,228 COMMITMENTS 87 0 90 4,513 5,261 4,690 5,351 1,538 877 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -93) 43 0 -43 111 108 111 65 -204 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 1.4 72.5 84.5 75.3 85.9 24.7 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 19 19 20 20 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,370 COMMITMENTS 720 45 0 1,729 2,914 2,449 2,959 921 411 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -495) 0 -30 0 -485 14 -485 -16 -10 -479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 1.3 0.0 51.3 86.5 72.7 87.8 27.3 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 14 19 15 20 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,373 COMMITMENTS 0 0 0 1,375 1,776 1,375 1,776 998 597 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -440) 0 0 0 -509 -326 -509 -326 69 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 57.9 74.8 57.9 74.8 42.1 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 13 15 13 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 315,212 COMMITMENTS 39,848 13,329 56,731 169,079 214,616 265,658 284,675 49,554 30,537 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 16,693) 4,959 -622 2,603 8,532 18,631 16,093 20,611 600 -3,918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 4.2 18.0 53.6 68.1 84.3 90.3 15.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 33 25 41 63 66 120 117 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 21,953 COMMITMENTS 637 168 447 20,416 20,836 21,500 21,451 453 502 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,692) 304 18 22 1,672 2,600 1,998 2,640 -306 -948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.8 2.0 93.0 94.9 97.9 97.7 2.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 4 3 5 39 52 46 57 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,235 COMMITMENTS 295 0 150 19,320 20,625 19,765 20,775 2,470 1,460 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 875) -75 0 75 484 650 484 725 391 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 0.7 86.9 92.8 88.9 93.4 11.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 1 25 25 28 26 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,988 COMMITMENTS 7,209 0 260 12,519 17,778 19,988 18,038 0 1,950 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -50) -525 0 0 475 325 -50 325 0 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 0.0 1.3 62.6 88.9 100.0 90.2 0.0 9.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,177 COMMITMENTS 50 50 100 1,527 1,837 1,677 1,987 500 190 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 502) -50 -50 100 177 312 227 362 275 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.3 4.6 70.1 84.4 77.0 91.3 23.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 15 13 17 15 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 947,185 COMMITMENTS 154,417 226,389 342,249 352,533 329,120 849,200 897,758 97,985 49,426 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 31,828) 17,693 19,980 -4,908 2,278 2,370 15,064 17,443 16,765 14,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 23.9 36.1 37.2 34.7 89.7 94.8 10.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 81 81 115 85 75 238 213 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 88,934 COMMITMENTS 1,078 0 2,260 77,259 79,668 80,597 81,928 8,337 7,006 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -71) -376 0 -608 -67 415 -1,051 -193 980 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 2.5 86.9 89.6 90.6 92.1 9.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 2 23 27 25 29 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,961 COMMITMENTS 1,296 13,158 1,237 44,784 25,039 47,317 39,434 9,644 17,527 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 390) 0 88 0 580 182 580 270 -190 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 23.1 2.2 78.6 44.0 83.1 69.2 16.9 30.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 82,528 COMMITMENTS 3,623 0 3,648 67,624 67,750 74,895 71,398 7,633 11,130 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,157) 0 0 0 909 1,401 909 1,401 248 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.0 4.4 81.9 82.1 90.8 86.5 9.2 13.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,802 COMMITMENTS 0 0 0 82,531 83,696 82,531 83,696 12,271 11,106 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 279) 0 0 0 401 279 401 279 -122 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 87.1 88.3 87.1 88.3 12.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 87,820 COMMITMENTS 195 4,124 5,330 75,966 73,497 81,491 82,951 6,329 4,869 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,317) 0 -2,746 730 616 3,395 1,346 1,379 -29 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 4.7 6.1 86.5 83.7 92.8 94.5 7.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 4 3 25 27 28 32 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 119,114 COMMITMENTS 0 5,108 7,227 105,532 100,480 112,759 112,815 6,355 6,299 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -713) 0 -1,899 699 -551 1,098 148 -102 -861 -611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 6.1 88.6 84.4 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 3 3 22 30 25 33 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 74,811 COMMITMENTS 2,200 8,742 14,332 53,594 44,565 70,126 67,639 4,685 7,172 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -347) 152 -254 -533 576 1,287 195 500 -542 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 11.7 19.2 71.6 59.6 93.7 90.4 6.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 14 17 17 20 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,429 COMMITMENTS 1,192 0 310 41,669 47,730 43,171 48,040 12,258 7,389 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -19) 0 0 0 -19 -19 -19 -19 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.0 0.6 75.2 86.1 77.9 86.7 22.1 13.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 100,366 COMMITMENTS 1,727 2,266 7,839 83,421 82,649 92,987 92,754 7,379 7,612 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 675) -412 -992 697 616 1,330 901 1,035 -226 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 2.3 7.8 83.1 82.3 92.6 92.4 7.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 5 27 30 32 35 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,988,389 COMMITMENTS 25,354 135,293 699,669 1249372 1136293 1974394 1971255 13,995 17,135 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 43,350) 3,315 -791 21,156 9,339 10,247 33,810 30,612 9,540 12,738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 6.8 35.2 62.8 57.1 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 36 37 62 58 56 125 124 CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,213 COMMITMENTS 0 5,440 3,968 52,121 43,198 56,089 52,606 5,124 8,607 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 63) -502 289 257 33 -483 -212 63 275 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.9 6.5 85.1 70.6 91.6 85.9 8.4 14.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| 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 06/02/09 (CHANGE IN OPEN INTEREST: 3,316) 0 0 0 3,316 1,856 3,316 1,856 0 1,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 16 17 16 19 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 221,623 COMMITMENTS 12,290 10,621 4,250 198,104 200,215 214,644 215,086 6,979 6,537 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 3,728) 527 628 159 3,663 2,427 4,349 3,214 -621 514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 4.8 1.9 89.4 90.3 96.9 97.1 3.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 1 6 41 36 49 42 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 154,965 COMMITMENTS 1,875 3,395 2,284 139,765 145,288 143,924 150,967 11,041 3,998 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -165) 0 -579 396 -528 18 -132 -165 -33 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.2 1.5 90.2 93.8 92.9 97.4 7.1 2.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 270,595 COMMITMENTS 17,544 0 12,786 222,341 241,223 252,671 254,009 17,924 16,586 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 3,085) -5,109 0 3,802 3,891 -1,004 2,584 2,798 501 287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 0.0 4.7 82.2 89.1 93.4 93.9 6.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 0 4 41 41 45 45 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 93,444 COMMITMENTS 0 3,238 1,248 83,862 80,786 85,110 85,272 8,334 8,172 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -1,439) 0 0 0 -2,380 -1,656 -2,380 -1,656 941 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 1.3 89.7 86.5 91.1 91.3 8.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 3 18 17 21 22 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,815 COMMITMENTS 0 0 0 50,901 48,692 50,901 48,692 4,914 7,123 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 640) 0 0 0 640 578 640 578 0 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.2 87.2 91.2 87.2 8.8 12.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,037,386 COMMITMENTS 621,799 115,566 1006164 1375271 1900101 3003234 3021831 34,152 15,555 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 27,702) -11,886 -17,774 36,676 1,522 4,440 26,312 23,342 1,390 4,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 3.8 33.1 45.3 62.6 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 35 23 50 103 98 159 150 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,188,123 COMMITMENTS 217,813 71,778 256,120 698,820 855,681 1172753 1183579 15,370 4,544 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 30,479) 4,768 12,494 4,567 10,305 11,020 19,640 28,081 10,839 2,398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 6.0 21.6 58.8 72.0 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 28 21 38 41 39 85 82 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 122,260 COMMITMENTS 1,679 2,262 9,346 110,837 110,545 121,862 122,153 398 106 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 6,411) 25 290 1,140 5,418 4,985 6,583 6,414 -172 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 1.9 7.6 90.7 90.4 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 7 8 38 33 46 41 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| 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 06/02/09 (CHANGE IN OPEN INTEREST: 46) 0 0 0 46 46 46 46 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,409 COMMITMENTS 2,898 48 463 26,506 29,765 29,866 30,275 1,543 1,134 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 99) -13 -5 35 48 69 69 99 30 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 0.2 1.5 84.4 94.8 95.1 96.4 4.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 21 19 23 21 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,702 COMMITMENTS 160 620 570 27,531 28,814 28,261 30,004 2,441 698 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 175) 0 0 0 11 175 11 175 164 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.0 1.9 89.7 93.9 92.0 97.7 8.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| 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 06/02/09 (CHANGE IN OPEN INTEREST: 464) 0 0 0 464 464 464 464 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,702 COMMITMENTS 860 0 0 10,080 11,796 10,940 11,796 1,762 906 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 210) 0 0 0 178 210 178 210 32 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.0 0.0 79.4 92.9 86.1 92.9 13.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 16 16 16 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,544 COMMITMENTS 5 0 0 23,362 23,525 23,367 23,525 1,177 1,020 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -168) -1 0 0 -180 -134 -181 -134 13 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.2 95.8 95.2 95.8 4.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 20 18 21 18 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| 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: 11,952 COMMITMENTS 0 0 0 11,530 10,906 11,530 10,906 422 1,046 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -168) 0 0 0 -184 -208 -184 -208 16 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.5 91.2 96.5 91.2 3.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 22 16 22 16 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| 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 8,045 0 96,121 94,273 102,318 102,318 0 0 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 2,910) 0 0 0 2,910 2,910 2,910 2,910 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 7.9 0.0 93.9 92.1 100.0 100.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| 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 93,120 0 1614128 1592736 1685856 1685856 0 0 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 23,240) -7,760 0 0 31,000 23,240 23,240 23,240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 5.5 0.0 95.7 94.5 100.0 100.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 155,320 COMMITMENTS 13,761 7,067 0 141,559 146,973 155,320 154,040 0 1,280 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 7,196) 440 0 0 6,756 7,196 7,196 7,196 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 4.5 0.0 91.1 94.6 100.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,254,459 COMMITMENTS 109,064 48,208 31,360 2114035 2174891 2254459 2254459 0 0 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -27,622) 0 -7,760 0 -27,622 -19,862 -27,622 -27,622 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 2.1 1.4 93.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| 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 06/02/09 (CHANGE IN OPEN INTEREST: 204,335) 0 0 0 204,335 204,335 204,335 204,335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,541 COMMITMENTS 0 50 90 17,404 18,316 17,494 18,456 1,046 85 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -608) 0 50 90 -709 -668 -619 -528 11 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.5 93.9 98.8 94.4 99.5 5.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 29 26 30 27 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,203 COMMITMENTS 0 0 0 6,339 7,097 6,339 7,097 864 106 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,059) 0 0 0 887 1,013 887 1,013 172 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.0 98.5 88.0 98.5 12.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 20 18 20 18 MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,687 COMMITMENTS 0 0 0 10,014 10,062 10,014 10,062 672 625 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,008) 0 0 0 1,110 1,078 1,110 1,078 -103 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.7 94.2 93.7 94.2 6.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 20 19 20 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,607,630 COMMITMENTS 206,326 88,332 930,045 1325292 1461664 2461663 2480041 145,967 127,589 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 75,132) 7,250 -1,585 45,572 9,656 19,586 62,478 63,572 12,654 11,559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 3.4 35.7 50.8 56.1 94.4 95.1 5.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 136 87 177 77 90 301 277 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,838 COMMITMENTS 3,850 19,640 24,646 68,925 50,759 97,421 95,044 4,417 6,794 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 2,576) -393 986 523 2,637 3,130 2,767 4,639 -191 -2,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 19.3 24.2 67.7 49.8 95.7 93.3 4.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 5 10 13 13 23 23 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 215,636 COMMITMENTS 33,980 36,273 8,036 155,117 127,309 197,133 171,618 18,503 44,018 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 6,867) 6,026 1,626 -71 13,020 9,121 18,975 10,676 -12,108 -3,809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 16.8 3.7 71.9 59.0 91.4 79.6 8.6 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 5 7 26 26 35 33 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,912 COMMITMENTS 31,543 12,406 46,673 98,669 117,383 176,885 176,461 5,027 5,451 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 12,554) 3,391 -790 3,044 4,537 8,300 10,972 10,553 1,583 2,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 6.8 25.7 54.2 64.5 97.2 97.0 2.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 24 20 38 23 23 64 64 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 588,449 COMMITMENTS 28,477 17,005 82,867 455,142 463,443 566,486 563,314 21,963 25,134 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 31,029) 1,900 968 5,192 42,522 37,257 49,614 43,416 -18,585 -12,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 2.9 14.1 77.3 78.8 96.3 95.7 3.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 3 9 31 32 40 41 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 65,955 COMMITMENTS 5,087 550 2,470 58,143 62,685 65,700 65,705 255 250 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,580) -349 25 100 2,002 3,643 1,753 3,768 -173 -2,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 0.8 3.7 88.2 95.0 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 2 4 39 43 47 47 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 183,438 COMMITMENTS 27,894 46,454 23,231 121,821 104,353 172,946 174,038 10,492 9,400 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 3,452) 908 161 1,577 -314 356 2,171 2,094 1,281 1,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 25.3 12.7 66.4 56.9 94.3 94.9 5.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 14 20 28 18 18 48 50 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,633 COMMITMENTS 4,866 2,725 3,259 28,729 31,644 36,854 37,628 3,779 3,005 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 2,843) -933 -223 213 5,003 4,055 4,283 4,045 -1,440 -1,202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 6.7 8.0 70.7 77.9 90.7 92.6 9.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 3 5 12 14 20 19 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 110,046 COMMITMENTS 7,146 2,373 7,709 50,623 71,321 65,478 81,403 44,568 28,643 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -2,412) 183 -788 -156 2,189 7,613 2,216 6,669 -4,628 -9,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 2.2 7.0 46.0 64.8 59.5 74.0 40.5 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 3 17 18 20 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,591 COMMITMENTS 2,850 2,583 510 36,076 36,096 39,436 39,189 155 402 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,150) 0 -150 0 1,600 1,525 1,600 1,375 -450 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 6.5 1.3 91.1 91.2 99.6 99.0 0.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 6 1 28 32 30 39 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,182 COMMITMENTS 10,839 2,486 154 2,705 13,021 13,698 15,661 2,484 521 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 53) 362 59 -31 -267 40 64 68 -11 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.0 15.4 1.0 16.7 80.5 84.6 96.8 15.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 73 15 3 17 26 93 43 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 24,233 COMMITMENTS 12,535 3,604 303 6,297 18,908 19,135 22,815 5,098 1,418 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,071) 1,380 -27 -1 -533 1,230 846 1,202 225 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.7 14.9 1.3 26.0 78.0 79.0 94.1 21.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 47 13 3 11 24 60 38 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 267,245 COMMITMENTS 73,543 10,543 44,294 125,013 193,017 242,849 247,854 24,396 19,391 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 7,855) 2,451 829 3,093 1,014 3,839 6,559 7,761 1,296 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 3.9 16.6 46.8 72.2 90.9 92.7 9.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 68 25 44 78 86 166 138 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,223 COMMITMENTS 1,250 900 100 8,623 8,973 9,973 9,973 250 250 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 739) 0 0 0 789 1,439 789 1,439 -50 -700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 8.8 1.0 84.3 87.8 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 1 1 29 32 33 34 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,044 COMMITMENTS 1,472 0 101 32,686 35,840 34,259 35,941 1,785 103 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,315) 200 0 0 595 1,365 795 1,365 520 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.3 90.7 99.4 95.0 99.7 5.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 0 1 34 26 37 27 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,127 COMMITMENTS 1,137 0 113 21,494 21,845 22,744 21,958 383 1,169 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 710) 175 0 -50 625 710 750 660 -40 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.0 0.5 92.9 94.5 98.3 94.9 1.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 20 15 22 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,071 COMMITMENTS 300 50 0 17,871 19,021 18,171 19,071 900 0 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,295) 50 0 0 944 1,345 994 1,345 301 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.3 0.0 93.7 99.7 95.3 100.0 4.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 1 0 24 32 27 33 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,309 COMMITMENTS 0 455 0 3,238 3,087 3,238 3,542 1,071 767 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 160) 0 0 0 55 130 55 130 105 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.6 0.0 75.1 71.6 75.1 82.2 24.9 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 17 18 17 20 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,386 COMMITMENTS 270 0 0 15,433 16,251 15,703 16,251 683 135 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 23) 120 0 0 -27 -27 93 -27 -70 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 94.2 99.2 95.8 99.2 4.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 21 11 22 11 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,481 COMMITMENTS 2,519 768 114 22,143 24,429 24,776 25,311 705 170 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -15) 636 0 0 1,178 1,077 1,814 1,077 -1,829 -1,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 3.0 0.4 86.9 95.9 97.2 99.3 2.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 1 2 28 27 33 30 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,817 COMMITMENTS 1,174 217 0 8,377 9,334 9,551 9,551 266 266 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 594) 5 0 0 798 659 803 659 -209 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 2.2 0.0 85.3 95.1 97.3 97.3 2.7 2.7 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,496 COMMITMENTS 6,494 681 669 46,932 55,906 54,095 57,256 4,401 1,240 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -243) -1,082 132 -750 1,640 1,227 -192 609 -51 -852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 1.2 1.1 80.2 95.6 92.5 97.9 7.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 2 5 27 36 34 43
Updated June 12, 2009