GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 35,632: 1,633 720 0 33,891 34,421 35,524 35,141: 108 491 Old : 35,632: 1,633 720 0 33,891 34,421 35,524 35,141: 108 491 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 440: 195 88 0 245 352 440 440: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 2.0 0.0 95.1 96.6 99.7 98.6: 0.3 1.4 Old : 100.0: 4.6 2.0 0.0 95.1 96.6 99.7 98.6: 0.3 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 2 2 0 46 44 48 46: Old : 57: 2 2 0 46 44 48 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.7 31.3 46.9 50.6 15.8 16.9 27.3 27.9 Old : 29.7 31.3 46.9 50.6 15.8 16.9 27.3 27.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 15,209: 0 0 0 15,069 15,069 15,069 15,069: 140 140 Old : 15,209: 0 0 0 15,069 15,069 15,069 15,069: 140 140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 734: 0 0 0 734 734 734 734: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.1 99.1 99.1 99.1: 0.9 0.9 Old : 100.0: 0.0 0.0 0.0 99.1 99.1 99.1 99.1: 0.9 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 0 0 25 31 25 31: Old : 36: 0 0 0 25 31 25 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.8 44.4 58.7 66.7 31.1 40.2 50.0 55.0 Old : 34.8 44.4 58.7 66.7 31.1 40.2 50.0 55.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 10,542: 0 523 73 8,972 8,476 9,045 9,072: 1,497 1,470 Old : 10,542: 0 523 73 8,972 8,476 9,045 9,072: 1,497 1,470 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 521: 0 75 18 495 430 513 523: 8 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.0 0.7 85.1 80.4 85.8 86.1: 14.2 13.9 Old : 100.0: 0.0 5.0 0.7 85.1 80.4 85.8 86.1: 14.2 13.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 0 2 1 37 39 38 41: Old : 42: 0 2 1 37 39 38 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.3 23.6 51.7 37.3 16.9 10.7 25.2 17.7 Old : 32.3 23.6 51.7 37.3 16.9 10.7 25.2 17.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 7,387: 290 135 403 6,112 6,127 6,805 6,665: 582 722 Old : 7,387: 290 135 403 6,112 6,127 6,805 6,665: 582 722 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 870: -118 -48 83 792 754 757 789: 113 81 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 1.8 5.5 82.7 82.9 92.1 90.2: 7.9 9.8 Old : 100.0: 3.9 1.8 5.5 82.7 82.9 92.1 90.2: 7.9 9.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 65: 4 3 6 48 53 54 61: Old : 65: 4 3 6 48 53 54 61: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.0 21.2 43.4 34.0 15.9 18.6 28.9 27.6 Old : 27.0 21.2 43.4 34.0 15.9 18.6 28.9 27.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 4,132: 296 0 0 2,706 2,741 3,002 2,741: 1,130 1,391 Old : 4,132: 296 0 0 2,706 2,741 3,002 2,741: 1,130 1,391 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 157: 0 0 0 164 236 164 236: -7 -79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 0.0 0.0 65.5 66.3 72.7 66.3: 27.3 33.7 Old : 100.0: 7.2 0.0 0.0 65.5 66.3 72.7 66.3: 27.3 33.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 0 20 20 21 20: Old : 22: 1 0 0 20 20 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.2 24.4 52.4 42.9 24.2 15.0 29.1 21.6 Old : 37.2 24.4 52.4 42.9 24.2 15.0 29.1 21.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 3,519: 565 295 485 1,948 2,497 2,998 3,277: 521 242 Old : 3,519: 565 295 485 1,948 2,497 2,998 3,277: 521 242 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 85: 0 -10 5 79 113 84 108: 1 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 8.4 13.8 55.4 71.0 85.2 93.1: 14.8 6.9 Old : 100.0: 16.1 8.4 13.8 55.4 71.0 85.2 93.1: 14.8 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 2 2 18 19 20 22: Old : 25: 1 2 2 18 19 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 47.2 67.1 67.9 30.3 31.0 35.3 39.3 Old : 50.8 47.2 67.1 67.9 30.3 31.0 35.3 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,516: 0 45 95 933 1,092 1,028 1,232: 488 284 Old : 1,516: 0 45 95 933 1,092 1,028 1,232: 488 284 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 20: 0 0 0 -7 3 -7 3: 27 17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.0 6.3 61.5 72.0 67.8 81.3: 32.2 18.7 Old : 100.0: 0.0 3.0 6.3 61.5 72.0 67.8 81.3: 32.2 18.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 1 2 16 14 18 16: Old : 22: 0 1 2 16 14 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.7 55.5 45.8 69.4 29.9 53.8 40.8 59.4 Old : 31.7 55.5 45.8 69.4 29.9 53.8 40.8 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 GALLONS) : : : : All : 11,514: 0 0 0 11,349 11,119 11,349 11,119: 165 395 Old : 11,514: 0 0 0 11,349 11,119 11,349 11,119: 165 395 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 628: 0 0 0 628 628 628 628: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.6 96.6 98.6 96.6: 1.4 3.4 Old : 100.0: 0.0 0.0 0.0 98.6 96.6 98.6 96.6: 1.4 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 0 0 20 17 20 17: Old : 25: 0 0 0 20 17 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 56.3 81.7 80.9 54.8 47.6 69.0 64.0 Old : 58.1 56.3 81.7 80.9 54.8 47.6 69.0 64.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 13,789: 0 2,543 30 13,654 11,216 13,684 13,789: 105 0 Old : 13,789: 0 2,543 30 13,654 11,216 13,684 13,789: 105 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 598: 0 310 0 598 309 598 619: 0 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 18.4 0.2 99.0 81.3 99.2 100.0: 0.8 0.0 Old : 100.0: 0.0 18.4 0.2 99.0 81.3 99.2 100.0: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 1 1 24 22 25 23: Old : 29: 0 1 1 24 22 25 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 52.8 65.1 75.4 32.3 44.1 55.3 58.4 Old : 40.8 52.8 65.1 75.4 32.3 44.1 55.3 58.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 319,215: 53,435 26,953 33,839 190,922 228,875 278,196 289,667: 41,019 29,548 Old : 319,215: 53,435 26,953 33,839 190,922 228,875 278,196 289,667: 41,019 29,548 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -11,657: -10,579 -725 -6,887 6,084 -5,855 -11,382 -13,467: -275 1,810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 8.4 10.6 59.8 71.7 87.2 90.7: 12.8 9.3 Old : 100.0: 16.7 8.4 10.6 59.8 71.7 87.2 90.7: 12.8 9.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 158: 45 19 41 75 80 139 124: Old : 158: 45 19 41 75 80 139 124: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.7 26.1 27.9 37.4 11.8 16.6 19.8 22.3 Old : 17.7 26.1 27.9 37.4 11.8 16.6 19.8 22.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 17,678: 1,941 461 564 15,073 16,503 17,578 17,528: 100 150 Old : 17,678: 1,941 461 564 15,073 16,503 17,578 17,528: 100 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 1,700: 40 0 0 1,610 1,650 1,650 1,650: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 2.6 3.2 85.3 93.4 99.4 99.2: 0.6 0.8 Old : 100.0: 11.0 2.6 3.2 85.3 93.4 99.4 99.2: 0.6 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 67: 5 3 6 41 43 51 51: Old : 67: 5 3 6 41 43 51 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.3 28.1 45.2 47.5 20.2 26.9 33.1 39.8 Old : 28.3 28.1 45.2 47.5 20.2 26.9 33.1 39.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,970: 1,323 835 145 6,481 6,990 7,949 7,970: 21 0 Old : 7,970: 1,323 835 145 6,481 6,990 7,949 7,970: 21 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 75: 0 -150 0 75 225 75 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 10.5 1.8 81.3 87.7 99.7 100.0: 0.3 0.0 Old : 100.0: 16.6 10.5 1.8 81.3 87.7 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 5 3 1 24 22 30 25: Old : 42: 5 3 1 24 22 30 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.0 43.9 60.0 75.3 36.8 42.7 58.1 70.6 Old : 37.0 43.9 60.0 75.3 36.8 42.7 58.1 70.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 1,895: 0 0 0 1,895 1,895 1,895 1,895: 0 0 Old : 1,895: 0 0 0 1,895 1,895 1,895 1,895: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 13 9 13 9: Old : 20: 0 0 0 13 9 13 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 63.4 85.1 96.1 50.8 62.4 74.6 85.2 Old : 56.1 63.4 85.1 96.1 50.8 62.4 74.6 85.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 METRIC TONS) : : : : All : 5,317: 378 816 0 3,706 3,811 4,084 4,627: 1,233 690 Old : 5,317: 378 816 0 3,706 3,811 4,084 4,627: 1,233 690 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 0: 0 0 0 188 0 188 0: -188 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 15.3 0.0 69.7 71.7 76.8 87.0: 23.2 13.0 Old : 100.0: 7.1 15.3 0.0 69.7 71.7 76.8 87.0: 23.2 13.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 0 16 15 17 17: Old : 21: 1 2 0 16 15 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.4 48.3 56.3 68.5 28.6 40.8 42.5 53.2 Old : 34.4 48.3 56.3 68.5 28.6 40.8 42.5 53.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 976,498: 139,585 310,462 376,069 378,484 249,520 894,138 936,051: 82,360 40,447 Old : 976,498: 139,585 310,462 376,069 378,484 249,520 894,138 936,051: 82,360 40,447 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -37,162: -32,449 -17,409 -13,382 6,417 -14,387 -39,414 -45,178: 2,252 8,016 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 31.8 38.5 38.8 25.6 91.6 95.9: 8.4 4.1 Old : 100.0: 14.3 31.8 38.5 38.8 25.6 91.6 95.9: 8.4 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 310: 99 103 149 84 71 280 245: Old : 310: 99 103 149 84 71 280 245: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.0 22.5 31.4 34.1 14.2 14.7 22.2 21.3 Old : 18.0 22.5 31.4 34.1 14.2 14.7 22.2 21.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 44,165: 0 0 0 34,232 41,081 34,232 41,081: 9,933 3,084 Old : 44,165: 0 0 0 34,232 41,081 34,232 41,081: 9,933 3,084 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 77.5 93.0 77.5 93.0: 22.5 7.0 Old : 100.0: 0.0 0.0 0.0 77.5 93.0 77.5 93.0: 22.5 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 14 14 14 14: Old : 20: 0 0 0 14 14 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.0 53.1 63.5 77.5 42.2 48.9 54.0 64.1 Old : 47.0 53.1 63.5 77.5 42.2 48.9 54.0 64.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 39,255: 2,258 500 2,178 30,850 31,760 35,286 34,438: 3,969 4,817 Old : 39,255: 2,258 500 2,178 30,850 31,760 35,286 34,438: 3,969 4,817 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 654: 246 0 0 0 654 246 654: 408 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 1.3 5.5 78.6 80.9 89.9 87.7: 10.1 12.3 Old : 100.0: 5.8 1.3 5.5 78.6 80.9 89.9 87.7: 10.1 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 3 14 15 17 18: Old : 22: 2 1 3 14 15 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.3 49.2 67.5 68.2 45.3 47.8 59.7 59.6 Old : 47.3 49.2 67.5 68.2 45.3 47.8 59.7 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 82,962: 0 7,169 2,700 74,864 68,702 77,564 78,571: 5,398 4,391 Old : 82,962: 0 7,169 2,700 74,864 68,702 77,564 78,571: 5,398 4,391 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 266: 0 184 -60 262 204 202 328: 64 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.6 3.3 90.2 82.8 93.5 94.7: 6.5 5.3 Old : 100.0: 0.0 8.6 3.3 90.2 82.8 93.5 94.7: 6.5 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 3 3 18 23 21 26: Old : 31: 0 3 3 18 23 21 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.6 40.4 72.3 62.2 44.9 36.9 58.5 52.2 Old : 47.6 40.4 72.3 62.2 44.9 36.9 58.5 52.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 71,155: 4,548 0 1,071 57,415 59,788 63,034 60,859: 8,121 10,296 Old : 71,155: 4,548 0 1,071 57,415 59,788 63,034 60,859: 8,121 10,296 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -241: -608 0 124 243 -365 -241 -241: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 0.0 1.5 80.7 84.0 88.6 85.5: 11.4 14.5 Old : 100.0: 6.4 0.0 1.5 80.7 84.0 88.6 85.5: 11.4 14.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 1 14 17 15 18: Old : 20: 1 0 1 14 17 15 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 51.5 76.8 69.9 48.3 50.5 60.4 61.2 Old : 59.5 51.5 76.8 69.9 48.3 50.5 60.4 61.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 123,854: 4,005 0 5,201 102,145 112,719 111,351 117,920: 12,503 5,934 Old : 123,854: 4,005 0 5,201 102,145 112,719 111,351 117,920: 12,503 5,934 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -164: -320 0 16 16 -180 -288 -164: 124 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 0.0 4.2 82.5 91.0 89.9 95.2: 10.1 4.8 Old : 100.0: 3.2 0.0 4.2 82.5 91.0 89.9 95.2: 10.1 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 4 0 3 22 26 26 29: Old : 35: 4 0 3 22 26 26 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.4 36.9 58.4 58.3 29.7 34.2 39.6 49.5 Old : 35.4 36.9 58.4 58.3 29.7 34.2 39.6 49.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 2,645,263: 593,273 61,381 739,457 1,282,468 1,818,489 2,615,198 2,619,327: 30,065 25,936 Old : 2,645,263: 593,273 61,381 739,457 1,282,468 1,818,489 2,615,198 2,619,327: 30,065 25,936 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 14,062: -8,864 -2,848 -12,395 34,070 28,215 12,811 12,972: 1,251 1,090 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.4 2.3 28.0 48.5 68.7 98.9 99.0: 1.1 1.0 Old : 100.0: 22.4 2.3 28.0 48.5 68.7 98.9 99.0: 1.1 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 179: 51 18 52 107 95 175 148: Old : 179: 51 18 52 107 95 175 148: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.3 28.8 32.7 46.9 11.3 21.4 18.6 31.5 Old : 21.3 28.8 32.7 46.9 11.3 21.4 18.6 31.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 1,023,947: 136,869 81,546 172,419 707,984 763,548 1,017,272 1,017,513: 6,675 6,434 Old : 1,023,947: 136,869 81,546 172,419 707,984 763,548 1,017,272 1,017,513: 6,675 6,434 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 24,452: 7,089 7,947 2,405 14,710 14,035 24,204 24,387: 248 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 8.0 16.8 69.1 74.6 99.3 99.4: 0.7 0.6 Old : 100.0: 13.4 8.0 16.8 69.1 74.6 99.3 99.4: 0.7 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 102: 26 29 39 45 37 93 83: Old : 102: 26 29 39 45 37 93 83: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.2 38.3 48.6 59.4 17.0 28.3 26.3 37.3 Old : 32.2 38.3 48.6 59.4 17.0 28.3 26.3 37.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 14,464: 132 1,197 198 14,028 12,884 14,358 14,279: 106 185 Old : 14,464: 132 1,197 198 14,028 12,884 14,358 14,279: 106 185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 2,596: 65 125 73 2,464 2,329 2,602 2,527: -6 69 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 8.3 1.4 97.0 89.1 99.3 98.7: 0.7 1.3 Old : 100.0: 0.9 8.3 1.4 97.0 89.1 99.3 98.7: 0.7 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 62: 5 4 5 37 44 44 51: Old : 62: 5 4 5 37 44 44 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 46.8 54.9 59.9 31.0 40.9 46.5 49.8 Old : 34.5 46.8 54.9 59.9 31.0 40.9 46.5 49.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 1,230: 25 0 0 1,168 1,180 1,193 1,180: 37 50 Old : 1,230: 25 0 0 1,168 1,180 1,193 1,180: 37 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 64: 0 0 0 62 94 62 94: 2 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 0.0 0.0 95.0 95.9 97.0 95.9: 3.0 4.1 Old : 100.0: 2.0 0.0 0.0 95.0 95.9 97.0 95.9: 3.0 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 0 12 12 13 12: Old : 20: 1 0 0 12 12 13 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.3 75.9 86.4 87.8 63.4 68.1 73.6 77.9 Old : 70.3 75.9 86.4 87.8 63.4 68.1 73.6 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,540: 162 0 47 979 1,074 1,188 1,121: 352 419 Old : 1,540: 162 0 47 979 1,074 1,188 1,121: 352 419 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 154: 29 0 5 162 231 196 236: -42 -82 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 0.0 3.1 63.6 69.7 77.1 72.8: 22.9 27.2 Old : 100.0: 10.5 0.0 3.1 63.6 69.7 77.1 72.8: 22.9 27.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 3 0 2 19 18 22 20: Old : 24: 3 0 2 19 18 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.1 34.2 48.1 51.8 23.0 31.6 41.2 45.5 Old : 28.1 34.2 48.1 51.8 23.0 31.6 41.2 45.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 50,752: 19,736 730 798 28,188 47,800 48,722 49,328: 2,030 1,424 Old : 50,752: 19,736 730 798 28,188 47,800 48,722 49,328: 2,030 1,424 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 2,383: 2,986 -104 -16 -721 2,273 2,249 2,153: 134 230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 1.4 1.6 55.5 94.2 96.0 97.2: 4.0 2.8 Old : 100.0: 38.9 1.4 1.6 55.5 94.2 96.0 97.2: 4.0 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 4 4 4 35 31 41 37: Old : 45: 4 4 4 35 31 41 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.7 55.7 65.1 76.9 45.6 49.0 57.6 62.8 Old : 47.7 55.7 65.1 76.9 45.6 49.0 57.6 62.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 14,763: 0 1,451 100 13,562 12,188 13,662 13,739: 1,101 1,024 Old : 14,763: 0 1,451 100 13,562 12,188 13,662 13,739: 1,101 1,024 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 124: 0 26 0 96 178 96 204: 28 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.8 0.7 91.9 82.6 92.5 93.1: 7.5 6.9 Old : 100.0: 0.0 9.8 0.7 91.9 82.6 92.5 93.1: 7.5 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 3 1 23 21 24 24: Old : 30: 0 3 1 23 21 24 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 48.8 68.1 67.1 47.5 39.8 59.3 55.1 Old : 49.5 48.8 68.1 67.1 47.5 39.8 59.3 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 10,592: 630 874 76 7,297 8,454 8,003 9,404: 2,589 1,188 Old : 10,592: 630 874 76 7,297 8,454 8,003 9,404: 2,589 1,188 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -20: 0 0 0 -20 10 -20 10: 0 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 8.3 0.7 68.9 79.8 75.6 88.8: 24.4 11.2 Old : 100.0: 5.9 8.3 0.7 68.9 79.8 75.6 88.8: 24.4 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 3 3 14 14 17 18: Old : 21: 1 3 3 14 14 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.5 55.9 54.1 73.5 27.0 48.0 41.0 60.8 Old : 31.5 55.9 54.1 73.5 27.0 48.0 41.0 60.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 28,947: 506 2,240 778 25,009 24,677 26,293 27,695: 2,654 1,252 Old : 28,947: 506 2,240 778 25,009 24,677 26,293 27,695: 2,654 1,252 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 66: 12 20 36 -24 10 24 66: 42 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 7.7 2.7 86.4 85.2 90.8 95.7: 9.2 4.3 Old : 100.0: 1.7 7.7 2.7 86.4 85.2 90.8 95.7: 9.2 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 2 3 23 18 26 22: Old : 27: 2 2 3 23 18 26 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.5 55.4 57.2 77.3 21.4 49.2 35.5 54.5 Old : 37.5 55.4 57.2 77.3 21.4 49.2 35.5 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 11,639: 8 383 352 10,089 10,344 10,449 11,079: 1,190 560 Old : 11,639: 8 383 352 10,089 10,344 10,449 11,079: 1,190 560 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 168: 0 0 0 96 248 96 248: 72 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 3.3 3.0 86.7 88.9 89.8 95.2: 10.2 4.8 Old : 100.0: 0.1 3.3 3.0 86.7 88.9 89.8 95.2: 10.2 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 1 1 19 17 20 19: Old : 25: 1 1 1 19 17 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 45.9 66.3 68.3 42.0 39.2 62.0 60.8 Old : 42.6 45.9 66.3 68.3 42.0 39.2 62.0 60.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 11,898: 340 588 48 9,234 10,476 9,622 11,112: 2,276 786 Old : 11,898: 340 588 48 9,234 10,476 9,622 11,112: 2,276 786 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 90: 0 0 0 90 90 90 90: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 4.9 0.4 77.6 88.0 80.9 93.4: 19.1 6.6 Old : 100.0: 2.9 4.9 0.4 77.6 88.0 80.9 93.4: 19.1 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 2 1 20 17 22 19: Old : 27: 1 2 1 20 17 22 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.2 46.7 61.5 73.5 31.9 38.4 40.2 52.7 Old : 38.2 46.7 61.5 73.5 31.9 38.4 40.2 52.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MW X OFF PEAK HOURS PER MONTH) : : : : All : 6,558: 0 210 0 5,278 5,660 5,278 5,870: 1,280 688 Old : 6,558: 0 210 0 5,278 5,660 5,278 5,870: 1,280 688 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.2 0.0 80.5 86.3 80.5 89.5: 19.5 10.5 Old : 100.0: 0.0 3.2 0.0 80.5 86.3 80.5 89.5: 19.5 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 16 15 16 16: Old : 20: 0 1 0 16 15 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 50.0 67.3 71.5 39.9 36.8 49.4 51.4 Old : 46.9 50.0 67.3 71.5 39.9 36.8 49.4 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 45,970: 0 298 0 45,566 45,672 45,566 45,970: 404 0 Old : 45,970: 0 298 0 45,566 45,672 45,566 45,970: 404 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 39: 0 0 0 39 39 39 39: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.6 0.0 99.1 99.4 99.1 100.0: 0.9 0.0 Old : 100.0: 0.0 0.6 0.0 99.1 99.4 99.1 100.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 0 12 12 12 13: Old : 23: 0 1 0 12 12 12 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.3 82.3 94.4 97.7 83.2 82.3 91.6 94.6 Old : 84.3 82.3 94.4 97.7 83.2 82.3 91.6 94.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 697,209: 7,374 0 4,770 685,065 692,439 697,209 697,209: 0 0 Old : 697,209: 7,374 0 4,770 685,065 692,439 697,209 697,209: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.0 0.7 98.3 99.3 100.0 100.0: 0.0 0.0 Old : 100.0: 1.1 0.0 0.7 98.3 99.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 1 12 10 13 11: Old : 21: 1 0 1 12 10 13 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.5 77.5 95.0 97.1 83.4 73.0 91.5 92.6 Old : 84.5 77.5 95.0 97.1 83.4 73.0 91.5 92.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 53,498: 0 0 0 53,498 53,498 53,498 53,498: 0 0 Old : 53,498: 0 0 0 53,498 53,498 53,498 53,498: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 14 12 14 12: Old : 22: 0 0 0 14 12 14 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.5 80.7 87.3 94.4 62.5 80.7 81.3 87.0 Old : 62.5 80.7 87.3 94.4 62.5 80.7 81.3 87.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 958,512: 0 0 0 958,512 958,512 958,512 958,512: 0 0 Old : 958,512: 0 0 0 958,512 958,512 958,512 958,512: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 13 10 13 10: Old : 20: 0 0 0 13 10 13 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 81.7 88.5 98.6 63.6 81.7 84.7 89.0 Old : 63.6 81.7 88.5 98.6 63.6 81.7 84.7 89.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 168,188: 676 0 1,578 165,700 166,587 167,954 168,165: 234 23 Old : 168,188: 676 0 1,578 165,700 166,587 167,954 168,165: 234 23 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 0: 676 -213 -676 0 866 0 -23: 0 23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.9 98.5 99.0 99.9 100.0: 0.1 0.0 Old : 100.0: 0.4 0.0 0.9 98.5 99.0 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 1 0 1 19 29 20 30: Old : 38: 1 0 1 19 29 20 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 51.1 89.2 71.7 64.6 51.1 86.0 71.4 Old : 64.6 51.1 89.2 71.7 64.6 51.1 86.0 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 MEGAWATT HOURS) : : : : All : 2,906,202: 0 43,521 17,958 2,888,244 2,844,723 2,906,202 2,906,202: 0 0 Old : 2,906,202: 0 43,521 17,958 2,888,244 2,844,723 2,906,202 2,906,202: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 12,000: 0 0 0 12,000 12,000 12,000 12,000: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.5 0.6 99.4 97.9 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.5 0.6 99.4 97.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 1 1 16 25 17 26: Old : 36: 0 1 1 16 25 17 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.2 53.4 93.1 75.8 67.6 53.4 90.9 75.8 Old : 68.2 53.4 93.1 75.8 67.6 53.4 90.9 75.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 48,368: 3,346 1,968 1,236 43,763 45,164 48,345 48,368: 23 0 Old : 48,368: 3,346 1,968 1,236 43,763 45,164 48,345 48,368: 23 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 889: -889 0 889 866 0 866 889: 23 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 4.1 2.6 90.5 93.4 100.0 100.0: 0.0 0.0 Old : 100.0: 6.9 4.1 2.6 90.5 93.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 3 3 2 25 20 29 24: Old : 36: 3 3 2 25 20 29 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.0 57.5 66.9 72.8 43.8 54.1 55.5 64.4 Old : 51.0 57.5 66.9 72.8 43.8 54.1 55.5 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,162,037: 27,565 32,549 1,840 1,132,632 1,127,648 1,162,037 1,162,037: 0 0 Old : 1,162,037: 27,565 32,549 1,840 1,132,632 1,127,648 1,162,037 1,162,037: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 16,000: 0 0 0 16,000 16,000 16,000 16,000: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 2.8 0.2 97.5 97.0 100.0 100.0: 0.0 0.0 Old : 100.0: 2.4 2.8 0.2 97.5 97.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 1 1 25 20 27 22: Old : 35: 2 1 1 25 20 27 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 53.7 65.4 74.1 46.1 50.2 60.3 68.6 Old : 46.6 53.7 65.4 74.1 46.1 50.2 60.3 68.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 53,734: 215 0 0 53,349 53,181 53,564 53,181: 170 553 Old : 53,734: 215 0 0 53,349 53,181 53,564 53,181: 170 553 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.0 99.3 99.0 99.7 99.0: 0.3 1.0 Old : 100.0: 0.4 0.0 0.0 99.3 99.0 99.7 99.0: 0.3 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 0 0 19 20 20 20: Old : 28: 1 0 0 19 20 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 43.3 78.1 72.7 40.2 33.5 54.5 54.1 Old : 53.2 43.3 78.1 72.7 40.2 33.5 54.5 54.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 36,793: 630 3,461 364 35,566 32,819 36,560 36,644: 233 149 Old : 36,793: 630 3,461 364 35,566 32,819 36,560 36,644: 233 149 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 9.4 1.0 96.7 89.2 99.4 99.6: 0.6 0.4 Old : 100.0: 1.7 9.4 1.0 96.7 89.2 99.4 99.6: 0.6 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 1 13 12 15 13: Old : 20: 1 1 1 13 12 15 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.4 76.8 89.4 92.9 74.4 68.6 82.3 84.7 Old : 78.4 76.8 89.4 92.9 74.4 68.6 82.3 84.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 20,315: 510 526 0 19,401 19,470 19,911 19,996: 404 319 Old : 20,315: 510 526 0 19,401 19,470 19,911 19,996: 404 319 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 2.6 0.0 95.5 95.8 98.0 98.4: 2.0 1.6 Old : 100.0: 2.5 2.6 0.0 95.5 95.8 98.0 98.4: 2.0 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 1 0 17 14 18 15: Old : 24: 1 1 0 17 14 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 49.6 76.5 76.4 47.3 40.8 66.4 61.9 Old : 48.6 49.6 76.5 76.4 47.3 40.8 66.4 61.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,024,395: 28,064 13,765 6,576 989,755 1,004,054 1,024,395 1,024,395: 0 0 Old : 1,024,395: 28,064 13,765 6,576 989,755 1,004,054 1,024,395 1,024,395: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 1.3 0.6 96.6 98.0 100.0 100.0: 0.0 0.0 Old : 100.0: 2.7 1.3 0.6 96.6 98.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 2 1 1 20 22 22 24: Old : 32: 2 1 1 20 22 22 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 53.8 77.8 77.1 34.0 32.0 48.2 42.2 Old : 53.8 53.8 77.8 77.1 34.0 32.0 48.2 42.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 678,594: 77,609 0 24,391 576,594 654,203 678,594 678,594: 0 0 Old : 678,594: 77,609 0 24,391 576,594 654,203 678,594 678,594: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 0.0 3.6 85.0 96.4 100.0 100.0: 0.0 0.0 Old : 100.0: 11.4 0.0 3.6 85.0 96.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 0 1 14 8 16 9: Old : 21: 2 0 1 14 8 16 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.2 86.3 92.5 98.2 59.5 70.0 72.7 77.4 Old : 68.2 86.3 92.5 98.2 59.5 70.0 72.7 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 180,533: 0 0 0 180,533 180,533 180,533 180,533: 0 0 Old : 180,533: 0 0 0 180,533 180,533 180,533 180,533: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 11 12 11 12: Old : 20: 0 0 0 11 12 11 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.0 75.2 92.1 95.0 72.2 75.2 90.2 93.5 Old : 73.0 75.2 92.1 95.0 72.2 75.2 90.2 93.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 22,383: 67 70 20 21,896 21,786 21,983 21,876: 400 507 Old : 22,383: 67 70 20 21,896 21,786 21,983 21,876: 400 507 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -278: 0 0 0 -344 -282 -344 -282: 66 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.3 0.1 97.8 97.3 98.2 97.7: 1.8 2.3 Old : 100.0: 0.3 0.3 0.1 97.8 97.3 98.2 97.7: 1.8 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 1 1 1 36 35 38 36: Old : 44: 1 1 1 36 35 38 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 44.2 69.6 67.0 41.7 36.8 53.5 57.0 Old : 48.9 44.2 69.6 67.0 41.7 36.8 53.5 57.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 14,947: 947 90 30 13,759 14,357 14,736 14,477: 211 470 Old : 14,947: 947 90 30 13,759 14,357 14,736 14,477: 211 470 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 29: 30 15 -45 14 29 -1 -1: 30 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 0.6 0.2 92.1 96.1 98.6 96.9: 1.4 3.1 Old : 100.0: 6.3 0.6 0.2 92.1 96.1 98.6 96.9: 1.4 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 4 1 1 19 22 24 23: Old : 30: 4 1 1 19 22 24 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 61.9 72.5 83.0 41.7 54.9 55.9 63.5 Old : 54.3 61.9 72.5 83.0 41.7 54.9 55.9 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 8,089: 0 0 75 7,709 7,338 7,784 7,413: 305 676 Old : 8,089: 0 0 75 7,709 7,338 7,784 7,413: 305 676 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 101: 0 0 0 96 101 96 101: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.9 95.3 90.7 96.2 91.6: 3.8 8.4 Old : 100.0: 0.0 0.0 0.9 95.3 90.7 96.2 91.6: 3.8 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 0 1 20 17 21 18: Old : 25: 0 0 1 20 17 21 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 49.8 80.5 71.8 59.3 47.4 71.9 64.8 Old : 64.1 49.8 80.5 71.8 59.3 47.4 71.9 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 11,502: 135 0 15 10,709 10,750 10,859 10,765: 643 737 Old : 11,502: 135 0 15 10,709 10,750 10,859 10,765: 643 737 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -27: 60 0 0 -202 -27 -142 -27: 115 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 0.1 93.1 93.5 94.4 93.6: 5.6 6.4 Old : 100.0: 1.2 0.0 0.1 93.1 93.5 94.4 93.6: 5.6 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 0 1 18 20 19 21: Old : 28: 1 0 1 18 20 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 56.7 77.9 76.2 56.9 55.4 70.2 72.0 Old : 62.1 56.7 77.9 76.2 56.9 55.4 70.2 72.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 1,528,927: 324,165 175,098 405,316 713,723 891,701 1,443,204 1,472,115: 85,723 56,812 Old : 1,528,927: 324,165 175,098 405,316 713,723 891,701 1,443,204 1,472,115: 85,723 56,812 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -56,000: -12,883 4,421 -37,210 430 -19,567 -49,663 -52,356: -6,337 -3,644 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 11.5 26.5 46.7 58.3 94.4 96.3: 5.6 3.7 Old : 100.0: 21.2 11.5 26.5 46.7 58.3 94.4 96.3: 5.6 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 350: 136 92 159 86 97 304 283: Old : 350: 136 92 159 86 97 304 283: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.5 12.1 27.4 22.2 13.5 10.6 18.6 16.7 Old : 17.5 12.1 27.4 22.2 13.5 10.6 18.6 16.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 219,329: 58,094 13,111 4,253 122,727 148,447 185,074 165,811: 34,255 53,518 Old : 219,329: 58,094 13,111 4,253 122,727 148,447 185,074 165,811: 34,255 53,518 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 2,526: 564 -294 91 7,729 2,665 8,384 2,462: -5,858 64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 6.0 1.9 56.0 67.7 84.4 75.6: 15.6 24.4 Old : 100.0: 26.5 6.0 1.9 56.0 67.7 84.4 75.6: 15.6 24.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 8 2 7 24 24 33 32: Old : 36: 8 2 7 24 24 33 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 29.8 56.5 48.4 40.8 25.4 54.2 42.6 Old : 42.3 29.8 56.5 48.4 40.8 25.4 54.2 42.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 31,734: 0 1,998 600 31,069 29,071 31,669 31,669: 65 65 Old : 31,734: 0 1,998 600 31,069 29,071 31,669 31,669: 65 65 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 1,965: 0 -25 25 1,940 1,965 1,965 1,965: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.3 1.9 97.9 91.6 99.8 99.8: 0.2 0.2 Old : 100.0: 0.0 6.3 1.9 97.9 91.6 99.8 99.8: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 0 6 3 38 40 41 47: Old : 53: 0 6 3 38 40 41 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.7 39.1 60.9 59.0 23.7 24.6 32.1 35.0 Old : 46.7 39.1 60.9 59.0 23.7 24.6 32.1 35.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 72,394: 2,715 18,062 4,568 60,843 44,582 68,126 67,212: 4,268 5,182 Old : 72,394: 2,715 18,062 4,568 60,843 44,582 68,126 67,212: 4,268 5,182 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -702: 0 -947 -135 -931 -344 -1,066 -1,426: 364 724 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 24.9 6.3 84.0 61.6 94.1 92.8: 5.9 7.2 Old : 100.0: 3.8 24.9 6.3 84.0 61.6 94.1 92.8: 5.9 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 4 7 10 24 21 35 32: Old : 37: 4 7 10 24 21 35 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 40.3 72.5 63.6 46.9 36.5 59.0 49.6 Old : 55.7 40.3 72.5 63.6 46.9 36.5 59.0 49.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 30,978: 2,646 233 3,878 21,077 24,517 27,601 28,628: 3,377 2,350 Old : 30,978: 2,646 233 3,878 21,077 24,517 27,601 28,628: 3,377 2,350 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -306: -696 0 451 -92 -718 -337 -267: 31 -39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 0.8 12.5 68.0 79.1 89.1 92.4: 10.9 7.6 Old : 100.0: 8.5 0.8 12.5 68.0 79.1 89.1 92.4: 10.9 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 1 6 14 15 20 21: Old : 22: 3 1 6 14 15 20 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 54.3 66.7 69.5 33.1 42.0 41.9 48.4 Old : 48.6 54.3 66.7 69.5 33.1 42.0 41.9 48.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 16,130: 2,640 355 0 13,490 15,730 16,130 16,085: 0 45 Old : 16,130: 2,640 355 0 13,490 15,730 16,130 16,085: 0 45 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 0: 75 0 -75 0 75 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 2.2 0.0 83.6 97.5 100.0 99.7: 0.0 0.3 Old : 100.0: 16.4 2.2 0.0 83.6 97.5 100.0 99.7: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 7 2 0 20 20 27 22: Old : 36: 7 2 0 20 20 27 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 62.5 57.4 82.3 28.3 51.7 43.2 60.1 Old : 37.1 62.5 57.4 82.3 28.3 51.7 43.2 60.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 20,244: 14,396 2,108 224 3,334 17,171 17,954 19,503: 2,290 741 Old : 20,244: 14,396 2,108 224 3,334 17,171 17,954 19,503: 2,290 741 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -1,562: -1,629 -187 136 136 -1,307 -1,357 -1,358: -205 -204 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 10.4 1.1 16.5 84.8 88.7 96.3: 11.3 3.7 Old : 100.0: 71.1 10.4 1.1 16.5 84.8 88.7 96.3: 11.3 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 144: 70 25 6 22 34 96 63: Old : 144: 70 25 6 22 34 96 63: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.2 39.3 49.9 54.5 39.2 38.2 49.9 53.4 Old : 39.2 39.3 49.9 54.5 39.2 38.2 49.9 53.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 35,659: 22,882 3,419 470 7,041 30,103 30,393 33,992: 5,266 1,667 Old : 35,659: 22,882 3,419 470 7,041 30,103 30,393 33,992: 5,266 1,667 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -1,847: -2,878 1,508 91 966 -3,290 -1,821 -1,691: -26 -156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.2 9.6 1.3 19.7 84.4 85.2 95.3: 14.8 4.7 Old : 100.0: 64.2 9.6 1.3 19.7 84.4 85.2 95.3: 14.8 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 140: 75 20 11 20 33 101 61: Old : 140: 75 20 11 20 33 101 61: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.4 41.8 35.7 55.2 22.1 41.4 34.9 54.5 Old : 22.4 41.8 35.7 55.2 22.1 41.4 34.9 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 257,509: 70,153 15,674 22,357 139,829 198,837 232,339 236,868: 25,170 20,641 Old : 257,509: 70,153 15,674 22,357 139,829 198,837 232,339 236,868: 25,170 20,641 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -5,421: -5,690 1,110 -2,607 -1,432 -11,154 -9,729 -12,651: 4,308 7,230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 6.1 8.7 54.3 77.2 90.2 92.0: 9.8 8.0 Old : 100.0: 27.2 6.1 8.7 54.3 77.2 90.2 92.0: 9.8 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 193: 63 22 49 73 92 159 148: Old : 193: 63 22 49 73 92 159 148: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.3 25.6 29.8 37.1 11.2 12.8 19.6 20.4 Old : 19.3 25.6 29.8 37.1 11.2 12.8 19.6 20.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 26,944: 6,606 251 846 12,094 21,339 19,546 22,436: 7,398 4,508 Old : 26,944: 6,606 251 846 12,094 21,339 19,546 22,436: 7,398 4,508 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -64: -247 0 200 -324 -553 -371 -353: 307 289 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 0.9 3.1 44.9 79.2 72.5 83.3: 27.5 16.7 Old : 100.0: 24.5 0.9 3.1 44.9 79.2 72.5 83.3: 27.5 16.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 5 1 4 15 17 21 21: Old : 27: 5 1 4 15 17 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 41.3 58.0 63.1 37.1 36.2 47.8 57.2 Old : 43.0 41.3 58.0 63.1 37.1 36.2 47.8 57.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 5,219: 200 0 500 4,519 4,719 5,219 5,219: 0 0 Old : 5,219: 200 0 500 4,519 4,719 5,219 5,219: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 293: 100 0 50 143 243 293 293: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 0.0 9.6 86.6 90.4 100.0 100.0: 0.0 0.0 Old : 100.0: 3.8 0.0 9.6 86.6 90.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 1 0 2 28 29 31 31: Old : 37: 1 0 2 28 29 31 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.4 37.4 49.1 58.0 22.9 25.9 35.3 36.8 Old : 27.4 37.4 49.1 58.0 22.9 25.9 35.3 36.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 62,637: 1,334 0 71 60,356 62,479 61,761 62,550: 876 87 Old : 62,637: 1,334 0 71 60,356 62,479 61,761 62,550: 876 87 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 2,824: -25 0 0 2,949 2,824 2,924 2,824: -100 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 0.0 0.1 96.4 99.7 98.6 99.9: 1.4 0.1 Old : 100.0: 2.1 0.0 0.1 96.4 99.7 98.6 99.9: 1.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 59: 4 0 1 52 35 56 36: Old : 59: 4 0 1 52 35 56 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 51.6 66.8 73.9 21.8 26.0 29.8 38.9 Old : 48.0 51.6 66.8 73.9 21.8 26.0 29.8 38.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 10,485: 0 0 0 10,310 10,485 10,310 10,485: 175 0 Old : 10,485: 0 0 0 10,310 10,485 10,310 10,485: 175 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : -50: 0 0 0 -50 -50 -50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.3 100.0 98.3 100.0: 1.7 0.0 Old : 100.0: 0.0 0.0 0.0 98.3 100.0 98.3 100.0: 1.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 19 10 19 10: Old : 21: 0 0 0 19 10 19 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.1 94.6 77.2 99.1 52.7 88.1 71.5 88.1 Old : 57.1 94.6 77.2 99.1 52.7 88.1 71.5 88.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 20,905: 0 0 0 20,905 20,785 20,905 20,785: 0 120 Old : 20,905: 0 0 0 20,905 20,785 20,905 20,785: 0 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 935: 0 0 0 955 935 955 935: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 99.4 100.0 99.4: 0.0 0.6 Old : 100.0: 0.0 0.0 0.0 100.0 99.4 100.0 99.4: 0.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 0 0 21 11 21 11: Old : 25: 0 0 0 21 11 21 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.6 76.5 89.5 98.5 58.7 62.4 67.5 71.1 Old : 73.6 76.5 89.5 98.5 58.7 62.4 67.5 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,545: 0 4,160 0 7,425 3,385 7,425 7,545: 120 0 Old : 7,545: 0 4,160 0 7,425 3,385 7,425 7,545: 120 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 220: 0 200 -25 245 45 220 220: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 55.1 0.0 98.4 44.9 98.4 100.0: 1.6 0.0 Old : 100.0: 0.0 55.1 0.0 98.4 44.9 98.4 100.0: 1.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 0 4 0 29 22 29 26: Old : 42: 0 4 0 29 22 29 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 68.7 62.8 81.3 38.5 62.1 53.1 69.9 Old : 42.3 68.7 62.8 81.3 38.5 62.1 53.1 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 11,562: 1,436 0 105 9,603 11,240 11,144 11,345: 418 217 Old : 11,562: 1,436 0 105 9,603 11,240 11,144 11,345: 418 217 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 514: 87 0 0 427 514 514 514: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 0.0 0.9 83.1 97.2 96.4 98.1: 3.6 1.9 Old : 100.0: 12.4 0.0 0.9 83.1 97.2 96.4 98.1: 3.6 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 2 0 1 21 24 23 25: Old : 32: 2 0 1 21 24 23 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.7 50.6 70.0 73.5 35.1 43.3 49.4 51.7 Old : 47.7 50.6 70.0 73.5 35.1 43.3 49.4 51.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 21,247: 931 4,687 834 19,425 15,666 21,190 21,187: 57 60 Old : 21,247: 931 4,687 834 19,425 15,666 21,190 21,187: 57 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 2,242: 298 241 142 1,802 1,859 2,242 2,242: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 22.1 3.9 91.4 73.7 99.7 99.7: 0.3 0.3 Old : 100.0: 4.4 22.1 3.9 91.4 73.7 99.7 99.7: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 5 3 5 40 35 47 41: Old : 58: 5 3 5 40 35 47 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.4 33.3 51.1 54.4 28.1 32.2 42.4 46.8 Old : 34.4 33.3 51.1 54.4 28.1 32.2 42.4 46.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 12,212: 1,120 54 288 10,707 11,763 12,115 12,105: 97 107 Old : 12,212: 1,120 54 288 10,707 11,763 12,115 12,105: 97 107 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 556: 102 0 45 445 511 592 556: -36 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 0.4 2.4 87.7 96.3 99.2 99.1: 0.8 0.9 Old : 100.0: 9.2 0.4 2.4 87.7 96.3 99.2 99.1: 0.8 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 4 1 2 29 28 34 30: Old : 41: 4 1 2 29 28 34 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.9 49.6 62.2 63.0 31.6 41.5 45.9 51.9 Old : 37.9 49.6 62.2 63.0 31.6 41.5 45.9 51.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 33,569: 15,131 860 1,095 16,877 31,374 33,103 33,329: 466 240 Old : 33,569: 15,131 860 1,095 16,877 31,374 33,103 33,329: 466 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 1,625: 1,344 0 14 225 1,611 1,583 1,625: 42 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.1 2.6 3.3 50.3 93.5 98.6 99.3: 1.4 0.7 Old : 100.0: 45.1 2.6 3.3 50.3 93.5 98.6 99.3: 1.4 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 13 3 7 28 31 43 41: Old : 58: 13 3 7 28 31 43 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.1 57.7 55.9 72.5 35.3 52.4 53.1 64.5 Old : 36.1 57.7 55.9 72.5 35.3 52.4 53.1 64.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Commitments of Traders - Futures Only, June 21, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 17,081: 2,998 110 701 10,715 11,264 14,414 12,075: 2,667 5,006 Old : 17,081: 2,998 110 701 10,715 11,264 14,414 12,075: 2,667 5,006 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 14, 2011 : : 1,558: -66 110 -4 1,516 202 1,446 308: 112 1,250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 0.6 4.1 62.7 65.9 84.4 70.7: 15.6 29.3 Old : 100.0: 17.6 0.6 4.1 62.7 65.9 84.4 70.7: 15.6 29.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 1 1 16 17 19 18: Old : 23: 2 1 1 16 17 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.2 37.7 63.2 55.3 37.2 33.8 52.5 43.7 Old : 39.2 37.7 63.2 55.3 37.2 33.8 52.5 43.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2011