GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,383 COMMITMENTS 1,490 1,249 0 30,665 31,074 32,155 32,323 228 60 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -4,681) -133 363 -50 -4,468 -4,984 -4,651 -4,671 -30 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 3.9 0.0 94.7 96.0 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 4 0 33 40 34 44 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,257 COMMITMENTS 0 0 0 21,066 21,007 21,066 21,007 191 250 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -1,773) 0 0 0 -1,713 -1,743 -1,713 -1,743 -60 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 98.8 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 26 27 26 27 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,631 COMMITMENTS 128 216 91 4,760 5,112 4,979 5,419 1,652 1,212 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -241) 19 0 -19 -374 -234 -374 -253 133 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 3.3 1.4 71.8 77.1 75.1 81.7 24.9 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 19 16 20 18 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,311 COMMITMENTS 409 351 55 6,953 7,698 7,417 8,104 1,894 1,207 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -979) 27 98 0 -1,387 -1,003 -1,360 -905 381 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 3.8 0.6 74.7 82.7 79.7 87.0 20.3 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 3 2 38 42 41 46 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,728 COMMITMENTS 392 491 89 6,711 6,597 7,192 7,177 536 551 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -1,695) -49 -42 36 -1,384 -1,467 -1,397 -1,473 -298 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 6.4 1.2 86.8 85.4 93.1 92.9 6.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 4 3 3 46 52 52 56 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,172 COMMITMENTS 315 0 20 2,097 2,577 2,432 2,597 740 575 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -557) -80 0 0 -403 -583 -483 -583 -74 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.0 0.6 66.1 81.2 76.7 81.9 23.3 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 17 21 19 22 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,311 COMMITMENTS 0 91 0 1,837 1,899 1,837 1,990 474 321 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -223) 0 21 0 -187 -135 -187 -114 -36 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 0.0 79.5 82.2 79.5 86.1 20.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 0 19 18 19 20 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 17,024 COMMITMENTS 0 0 0 16,989 16,929 16,989 16,929 35 95 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -1,525) 0 0 0 -1,540 -1,515 -1,540 -1,515 15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 99.4 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 19 16 19 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 313,863 COMMITMENTS 37,428 23,619 31,842 207,766 227,088 277,036 282,549 36,827 31,314 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 19,341) -12 -2,330 537 18,497 19,741 19,022 17,948 319 1,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 7.5 10.1 66.2 72.4 88.3 90.0 11.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 29 23 38 74 81 122 126 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,018 COMMITMENTS 600 643 327 10,941 10,873 11,868 11,843 150 175 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -6,746) -300 -257 -50 -5,728 -6,362 -6,078 -6,669 -668 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 5.4 2.7 91.0 90.5 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 2 5 2 40 42 44 47 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,284 COMMITMENTS 1,272 475 400 13,213 13,919 14,885 14,794 399 490 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 75) 75 75 0 0 0 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 3.1 2.6 86.4 91.1 97.4 96.8 2.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 2 28 29 33 32 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,872 COMMITMENTS 3,008 0 662 6,850 9,780 10,520 10,442 352 430 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 150) 300 0 -150 0 300 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 0.0 6.1 63.0 90.0 96.8 96.0 3.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 2 8 17 11 19 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,423 COMMITMENTS 801 104 93 2,347 2,667 3,241 2,864 1,182 1,559 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -426) -252 -8 -32 -225 -432 -509 -472 83 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 2.4 2.1 53.1 60.3 73.3 64.8 26.7 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 16 17 18 20 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 828,729 COMMITMENTS 114,306 269,056 294,964 343,972 223,694 753,242 787,714 75,487 41,015 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -13,282) 17,441 -2,057 -11,140 -13,256 12,559 -6,955 -638 -6,327 -12,644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 32.5 35.6 41.5 27.0 90.9 95.1 9.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 73 92 105 85 74 231 209 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,066 COMMITMENTS 787 189 1,858 47,403 47,317 50,048 49,364 8,018 8,702 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 437) 0 -714 485 2,919 1,945 3,404 1,716 -2,967 -1,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.3 3.2 81.6 81.5 86.2 85.0 13.8 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 22 19 24 21 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,128 COMMITMENTS 194 756 2,783 29,104 24,806 32,081 28,345 5,047 8,783 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 430) 0 0 0 62 430 62 430 368 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.0 7.5 78.4 66.8 86.4 76.3 13.6 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 12 15 14 17 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,038 COMMITMENTS 0 0 0 58,624 54,580 58,624 54,580 8,414 12,458 CHANGES FROM 06/01/10 (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 87.4 81.4 87.4 81.4 12.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 21 18 21 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,138 COMMITMENTS 0 0 0 62,417 70,075 62,417 70,075 11,721 4,063 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -903) 0 0 0 -29 -821 -29 -821 -874 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 84.2 94.5 84.2 94.5 15.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 18 17 18 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,928 COMMITMENTS 488 3,006 6,814 67,939 64,726 75,241 74,546 7,687 8,382 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -7,073) -1,270 -855 768 -7,025 -10,465 -7,527 -10,552 454 3,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 3.6 8.2 81.9 78.1 90.7 89.9 9.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 4 4 19 23 23 28 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 77,856 COMMITMENTS 984 8,473 2,114 68,010 54,465 71,108 65,052 6,748 12,804 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -5,113) -240 -268 -821 -4,152 -4,436 -5,213 -5,525 100 412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 10.9 2.7 87.4 70.0 91.3 83.6 8.7 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 12 19 15 21 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 77,807 COMMITMENTS 4,853 2,100 4,221 55,820 64,731 64,894 71,052 12,913 6,755 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -4,295) -1,529 234 -149 -720 -5,292 -2,398 -5,207 -1,897 912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 2.7 5.4 71.7 83.2 83.4 91.3 16.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 3 17 21 21 24 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,666 COMMITMENTS 0 0 0 68,986 67,852 68,986 67,852 1,680 2,814 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -31) 0 0 0 -31 -31 -31 -31 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.6 96.0 97.6 96.0 2.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 16 17 16 17 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,986 COMMITMENTS 4,099 8,107 4,069 146,930 143,637 155,098 155,813 5,888 5,173 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,442) 458 0 177 871 1,329 1,506 1,506 -64 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 5.0 2.5 91.3 89.2 96.3 96.8 3.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 1 4 36 37 41 41 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,372 COMMITMENTS 1,550 1,335 1,932 109,134 113,365 112,616 116,632 10,756 6,740 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 49) 0 60 -60 -377 -259 -437 -259 486 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.1 1.6 88.5 91.9 91.3 94.5 8.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 24 22 26 23 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,841 COMMITMENTS 5,910 360 9,609 185,841 200,375 201,360 210,344 14,481 5,497 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 2,784) 210 0 -629 3,074 3,421 2,655 2,792 129 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.2 4.5 86.1 92.8 93.3 97.5 6.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 1 3 36 39 39 42 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,819,384 COMMITMENTS 676,044 146,802 860,777 1256162 1796405 2792983 2803984 26,401 15,400 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 22,399) 5,962 -8,192 355 23,493 35,842 29,810 28,005 -7,411 -5,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 5.2 30.5 44.6 63.7 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 37 28 58 109 99 174 158 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 945,664 COMMITMENTS 132,651 212,636 139,802 669,979 589,137 942,432 941,575 3,232 4,089 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 21,167) 24,435 19,315 -8,696 6,492 11,712 22,231 22,331 -1,064 -1,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 22.5 14.8 70.8 62.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 26 22 41 47 42 92 86 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,376 COMMITMENTS 30 1,510 0 4,025 2,721 4,055 4,231 321 145 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 169) 0 77 0 206 142 206 219 -37 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 34.5 0.0 92.0 62.2 92.7 96.7 7.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 14 16 15 18 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,505 COMMITMENTS 2,482 1,180 1,158 35,268 38,941 38,908 41,279 2,597 226 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 144) 124 -42 -52 72 238 144 144 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 2.8 2.8 85.0 93.8 93.7 99.5 6.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 3 33 26 37 30 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,988 COMMITMENTS 0 862 220 15,653 14,795 15,873 15,877 1,115 1,111 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 164) 0 -240 0 164 284 164 44 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 1.3 92.1 87.1 93.4 93.5 6.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 1 21 22 22 25 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,793 COMMITMENTS 0 2,410 200 26,919 26,289 27,119 28,899 2,674 894 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -114) 0 0 0 -114 -114 -114 -114 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.1 0.7 90.4 88.2 91.0 97.0 9.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 25 21 27 23 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,457 COMMITMENTS 530 0 260 10,021 10,966 10,811 11,226 1,646 1,231 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 208) 8 0 80 120 128 208 208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 2.1 80.4 88.0 86.8 90.1 13.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 17 15 19 16 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,237 COMMITMENTS 0 3,555 0 31,982 28,639 31,982 32,194 255 43 CHANGES FROM 06/01/10 (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 11.0 0.0 99.2 88.8 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 8 13 9 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,347 COMMITMENTS 760 0 0 15,644 16,469 16,404 16,469 943 878 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 100) 0 0 0 176 172 176 172 -76 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.0 90.2 94.9 94.6 94.9 5.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 24 20 25 20 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,350 COMMITMENTS 0 0 0 9,156 9,404 9,156 9,404 1,194 946 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 82) 0 0 0 82 82 82 82 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.5 90.9 88.5 90.9 11.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 17 21 17 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,661 COMMITMENTS 0 0 0 55,404 55,575 55,404 55,575 257 86 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 84) 0 0 0 84 84 84 84 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 10 11 10 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 817,310 COMMITMENTS 0 0 0 817,310 817,310 817,310 817,310 0 0 CHANGES FROM 06/01/10 (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 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 9 12 9 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,095 COMMITMENTS 0 0 0 39,754 39,944 39,754 39,944 341 151 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 172) 0 0 0 172 172 172 172 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 99.6 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 11 14 11 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 587,003 COMMITMENTS 0 0 0 587,003 587,003 587,003 587,003 0 0 CHANGES FROM 06/01/10 (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 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 12 12 12 12 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 82,260 COMMITMENTS 0 0 0 82,109 82,260 82,109 82,260 151 0 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 430) 0 0 0 430 430 430 430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 15 14 15 14 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,384,573 COMMITMENTS 0 0 0 1384573 1384573 1384573 1384573 0 0 CHANGES FROM 06/01/10 (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 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 16 12 16 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 167,101 COMMITMENTS 1,940 220 0 165,161 166,881 167,101 167,101 0 0 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -777) 1,720 0 0 -2,497 -777 -777 -777 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.1 0.0 98.8 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 0 25 29 26 30 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,742,848 COMMITMENTS 0 0 0 2742848 2742848 2742848 2742848 0 0 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -46,880) 0 0 0 -46,880 -46,880 -46,880 -46,880 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: 36) 0 0 0 23 22 23 22 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,975 COMMITMENTS 0 2,565 0 59,975 57,410 59,975 59,975 0 0 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 530) 0 0 0 530 530 530 530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 24 18 24 19 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,012,849 COMMITMENTS 0 70,200 0 1012849 942,649 1012849 1012849 0 0 CHANGES FROM 06/01/10 (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 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 21 19 21 20 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,165 COMMITMENTS 4,416 110 0 51,749 56,055 56,165 56,165 0 0 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 278) 407 0 0 -129 278 278 278 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.2 0.0 92.1 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 0 21 27 23 28 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,267 COMMITMENTS 258 0 0 10,792 10,732 11,050 10,732 217 535 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.0 95.8 95.3 98.1 95.3 1.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 13 17 13 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 578,998 COMMITMENTS 0 64,345 0 578,998 514,653 578,998 578,998 0 0 CHANGES FROM 06/01/10 (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 11.1 0.0 100.0 88.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 9 14 10 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,111,448 COMMITMENTS 69,417 28,552 0 1042031 1082896 1111448 1111448 0 0 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 768) 768 0 0 0 768 768 768 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 2.6 0.0 93.8 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 0 25 23 27 25 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,747 COMMITMENTS 95 28 197 18,652 19,447 18,944 19,672 803 75 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -1,824) 25 -28 -25 -1,978 -1,556 -1,978 -1,609 154 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.1 1.0 94.5 98.5 95.9 99.6 4.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 1 2 36 35 39 37 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,574 COMMITMENTS 275 0 0 15,651 16,494 15,926 16,494 648 80 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 15) 0 0 0 55 55 55 55 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 94.4 99.5 96.1 99.5 3.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 15 20 16 20 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,232 COMMITMENTS 0 7 23 9,897 10,172 9,920 10,202 312 30 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 160) -8 7 -30 188 183 150 160 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.2 96.7 99.4 97.0 99.7 3.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 16 21 17 22 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,330 COMMITMENTS 0 0 0 9,985 9,707 9,985 9,707 345 623 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 448) 0 0 0 418 450 418 450 30 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 94.0 96.7 94.0 3.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 26 21 26 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,322,308 COMMITMENTS 255,375 237,918 333,916 659,634 682,691 1248925 1254525 73,383 67,783 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -44,712) -3,780 3,638 8,131 -39,254 -45,831 -34,903 -34,062 -9,809 -10,650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 18.0 25.3 49.9 51.6 94.5 94.9 5.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 100 102 145 90 95 278 268 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 241,329 COMMITMENTS 39,688 25,584 11,000 166,350 156,088 217,038 192,672 24,291 48,657 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 7,246) 867 1,272 1,793 2,155 2,526 4,815 5,591 2,431 1,655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 10.6 4.6 68.9 64.7 89.9 79.8 10.1 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 5 5 30 27 38 34 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,912 COMMITMENTS 515 155 525 47,218 47,578 48,258 48,258 2,654 2,654 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 4,047) -65 0 0 1,732 1,667 1,667 1,667 2,380 2,380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.3 1.0 92.7 93.5 94.8 94.8 5.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 2 2 45 42 50 46 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,166 COMMITMENTS 13,819 31,005 9,664 95,475 78,359 118,958 119,028 5,208 5,138 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 694) -1,200 386 147 1,749 150 696 683 -2 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 25.0 7.8 76.9 63.1 95.8 95.9 4.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 13 15 25 24 43 43 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,846 COMMITMENTS 628 3,574 9,592 25,519 22,537 35,739 35,703 2,107 2,143 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 376) 628 -600 -45 -66 571 517 -74 -141 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 9.4 25.3 67.4 59.5 94.4 94.3 5.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 4 15 16 20 23 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,298 COMMITMENTS 1,924 0 1,110 46,707 45,960 49,741 47,070 30,557 33,228 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 1.4 58.2 57.2 61.9 58.6 38.1 41.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 18 17 20 18 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,170 COMMITMENTS 3,544 450 300 17,020 20,420 20,864 21,170 306 0 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 280) 300 0 300 -20 280 580 580 -300 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 2.1 1.4 80.4 96.5 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 1 1 26 30 29 31 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,145 COMMITMENTS 15,823 2,626 130 3,199 17,649 19,152 20,405 1,993 740 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -126) 91 166 -33 -195 -145 -137 -12 11 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.8 12.4 0.6 15.1 83.5 90.6 96.5 9.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 58 22 6 26 32 88 56 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 29,728 COMMITMENTS 17,714 2,240 288 7,350 25,641 25,352 28,169 4,376 1,559 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -565) -351 -662 -23 227 656 -147 -29 -418 -536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.6 7.5 1.0 24.7 86.3 85.3 94.8 14.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 51 14 4 16 30 69 48 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 249,413 COMMITMENTS 53,365 26,265 24,672 155,087 183,174 233,124 234,111 16,289 15,302 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 2,668) 199 -928 -1,529 4,525 5,869 3,195 3,412 -527 -744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 10.5 9.9 62.2 73.4 93.5 93.9 6.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 44 36 44 77 79 147 138 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,905 COMMITMENTS 5,978 130 1,555 14,902 21,690 22,435 23,375 5,470 4,530 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 2,507) 401 0 -108 1,966 2,889 2,259 2,781 248 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 0.5 5.6 53.4 77.7 80.4 83.8 19.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 1 6 12 18 18 24 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,897 COMMITMENTS 600 240 300 6,597 6,957 7,497 7,497 400 400 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -2,030) -50 150 -200 -1,780 -1,980 -2,030 -2,030 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 3.0 3.8 83.5 88.1 94.9 94.9 5.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 3 3 30 34 35 38 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 89,008 COMMITMENTS 2,960 341 1,646 83,202 86,832 87,808 88,819 1,200 189 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -492) -750 -753 0 281 547 -469 -206 -23 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.4 1.8 93.5 97.6 98.7 99.8 1.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 1 1 35 36 39 37 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,613 COMMITMENTS 1,400 0 0 21,200 22,248 22,600 22,248 13 365 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -523) -200 0 0 -310 -473 -510 -473 -13 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.0 0.0 93.8 98.4 99.9 98.4 0.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 20 19 21 19 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,632 COMMITMENTS 200 550 0 11,432 11,082 11,632 11,632 0 0 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -1,830) -500 -350 0 -1,330 -1,480 -1,830 -1,830 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 4.7 0.0 98.3 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 3 0 26 28 27 31 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,294 COMMITMENTS 234 0 85 1,824 2,109 2,143 2,194 1,151 1,100 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 76) 0 0 10 44 66 54 76 22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.0 2.6 55.4 64.0 65.1 66.6 34.9 33.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 13 15 15 16 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,619 COMMITMENTS 616 50 0 17,788 18,849 18,404 18,899 1,215 720 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -3,646) 442 0 -51 -3,862 -3,595 -3,471 -3,646 -175 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.3 0.0 90.7 96.1 93.8 96.3 6.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 0 27 22 29 23 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,639 COMMITMENTS 1,238 2,193 37 19,104 18,164 20,379 20,394 260 245 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 876) 48 876 0 834 -127 882 749 -6 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 10.6 0.2 92.6 88.0 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 3 2 36 38 40 42 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,065 COMMITMENTS 1,256 0 162 9,624 10,687 11,042 10,849 23 216 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,210) 314 0 138 812 1,108 1,264 1,246 -54 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.0 1.5 87.0 96.6 99.8 98.0 0.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 1 24 22 27 23 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,019 COMMITMENTS 2,345 941 1,240 29,002 32,767 32,587 34,948 4,432 2,071 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -18) -36 -111 111 -78 204 -3 204 -15 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 2.5 3.3 78.3 88.5 88.0 94.4 12.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 3 4 31 37 36 43
Updated June 11, 2010