GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,234 COMMITMENTS 1,058 597 57 33,991 34,084 35,106 34,738 128 496 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -7,579) -560 33 0 -7,007 -7,550 -7,567 -7,517 -12 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.7 0.2 96.5 96.7 99.6 98.6 0.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 2 1 45 44 47 47 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,153 COMMITMENTS 0 0 0 14,018 14,018 14,018 14,018 135 135 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -138) 0 0 0 -147 -153 -147 -153 9 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.0 99.0 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 26 28 26 28 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,807 COMMITMENTS 0 423 55 8,261 7,929 8,316 8,407 1,491 1,400 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -790) -98 2 -112 -659 -628 -869 -738 79 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.6 84.2 80.9 84.8 85.7 15.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 2 1 35 37 36 39 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,244 COMMITMENTS 298 208 355 5,083 4,994 5,736 5,557 508 687 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,861) -328 50 -86 -1,414 -1,821 -1,828 -1,857 -33 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 3.3 5.7 81.4 80.0 91.9 89.0 8.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 4 5 8 43 52 51 62 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,763 COMMITMENTS 565 340 150 1,444 1,854 2,159 2,344 604 419 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -424) 21 -35 -66 -428 -390 -473 -491 49 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 12.3 5.4 52.3 67.1 78.1 84.8 21.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 14 15 16 18 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,796 COMMITMENTS 0 0 0 10,631 10,401 10,631 10,401 165 395 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,849) 0 0 0 -1,834 -1,761 -1,834 -1,761 -15 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.5 96.3 98.5 96.3 1.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 18 17 18 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,746 COMMITMENTS 0 1,753 30 12,611 10,942 12,641 12,725 105 21 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,771) 0 -515 0 -3,491 -3,256 -3,491 -3,771 -280 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.8 0.2 98.9 85.8 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 23 18 24 19 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,662 COMMITMENTS 59,844 28,572 35,545 178,436 224,382 273,825 288,499 40,837 26,163 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 14,291) 8,726 2,010 719 4,226 9,917 13,671 12,646 620 1,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 9.1 11.3 56.7 71.3 87.0 91.7 13.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 45 22 42 66 75 132 122 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,202 COMMITMENTS 1,901 461 314 11,937 13,377 14,152 14,152 50 50 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,240) 896 -630 -190 -3,436 -2,370 -2,730 -3,190 -510 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 3.2 2.2 84.1 94.2 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 4 3 5 40 42 49 49 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,970 COMMITMENTS 1,323 985 145 6,481 6,840 7,949 7,970 21 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 90) 33 375 -75 132 -210 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 12.4 1.8 81.3 85.8 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 4 1 24 23 30 27 GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,212 COMMITMENTS 378 816 0 3,547 3,599 3,925 4,415 1,287 797 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -531) -90 396 0 -422 -921 -512 -525 -19 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 15.7 0.0 68.1 69.1 75.3 84.7 24.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 15 14 16 16 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 981,615 COMMITMENTS 167,095 321,255 359,744 373,605 263,909 900,444 944,908 81,171 36,707 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 62,522) 48,814 36,301 17,417 -11,097 9,817 55,134 63,535 7,388 -1,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 32.7 36.6 38.1 26.9 91.7 96.3 8.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 110 112 148 81 74 288 252 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,165 COMMITMENTS 0 0 0 34,232 41,081 34,232 41,081 9,933 3,084 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,274) 0 0 0 -2,326 -3,150 -2,326 -3,150 -948 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 77.5 93.0 77.5 93.0 22.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 14 14 14 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,601 COMMITMENTS 2,012 500 2,178 30,850 31,106 35,040 33,784 3,561 4,817 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -2,211) -484 -404 -16 -2,464 -1,340 -2,964 -1,760 753 -451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 1.3 5.6 79.9 80.6 90.8 87.5 9.2 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 14 15 17 18 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,696 COMMITMENTS 0 6,985 2,760 74,726 68,498 77,486 78,243 5,210 4,453 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -6,812) -830 -474 -430 -5,189 -5,855 -6,449 -6,759 -363 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.4 3.3 90.4 82.8 93.7 94.6 6.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 3 16 22 19 25 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,396 COMMITMENTS 5,156 0 947 57,172 60,153 63,275 61,100 8,121 10,296 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -4,154) -242 0 -64 -2,785 -3,185 -3,091 -3,249 -1,063 -905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.0 1.3 80.1 84.3 88.6 85.6 11.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 14 17 15 18 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,426 COMMITMENTS 4,210 0 4,173 101,360 111,340 109,743 115,513 12,683 6,913 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -8,112) -1,096 0 -52 -5,472 -7,618 -6,620 -7,670 -1,492 -442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 3.4 82.8 90.9 89.6 94.4 10.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 2 22 26 25 28 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,612,420 COMMITMENTS 591,817 79,828 746,380 1243899 1762482 2582096 2588690 30,324 23,730 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 42,737) 57,518 10,755 -14,501 4,291 52,434 47,308 48,688 -4,571 -5,951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 3.1 28.6 47.6 67.5 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 48 20 48 106 94 168 148 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 978,933 COMMITMENTS 120,478 69,570 167,243 686,278 736,783 973,999 973,596 4,934 5,337 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 31,299) -17,814 8,079 10,136 37,520 11,461 29,842 29,676 1,457 1,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 7.1 17.1 70.1 75.3 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 24 29 35 46 38 89 83 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,930 COMMITMENTS 285 15 105 6,170 6,315 6,560 6,435 370 495 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -90) 0 -15 15 -135 -165 -120 -165 30 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.2 1.5 89.0 91.1 94.7 92.9 5.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 16 16 18 17 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,618 COMMITMENTS 67 902 48 9,451 8,468 9,566 9,418 52 200 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -2,416) -179 -162 -208 -1,885 -1,968 -2,272 -2,338 -144 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 9.4 0.5 98.3 88.0 99.5 97.9 0.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 4 3 34 35 38 39 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,091 COMMITMENTS 25 0 0 1,031 1,041 1,056 1,041 35 50 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -333) 25 0 0 -373 -308 -348 -308 15 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.0 94.5 95.4 96.8 95.4 3.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 13 12 13 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,341 COMMITMENTS 124 0 29 835 834 988 863 353 478 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -449) 46 -8 -48 -469 -368 -471 -424 22 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.0 2.2 62.3 62.2 73.7 64.4 26.3 35.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 2 17 15 20 17 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,047 COMMITMENTS 16,974 806 842 28,335 45,285 46,151 46,933 1,896 1,114 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -125) 152 160 48 -361 -669 -161 -461 36 336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 1.7 1.8 59.0 94.3 96.1 97.7 3.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 3 4 35 30 41 36 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,597 COMMITMENTS 0 1,355 100 13,424 12,050 13,524 13,505 1,073 1,092 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -574) 0 -78 0 -479 -426 -479 -504 -95 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.3 0.7 92.0 82.6 92.6 92.5 7.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 1 23 20 24 23 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,612 COMMITMENTS 628 874 76 7,683 8,568 8,387 9,518 2,225 1,094 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -106) 4 -168 0 -154 112 -150 -56 44 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 8.2 0.7 72.4 80.7 79.0 89.7 21.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 3 14 14 17 18 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,569 COMMITMENTS 302 2,220 762 24,898 24,311 25,962 27,293 2,607 1,276 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,014) 12 12 -54 -1,140 -944 -1,182 -986 168 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 7.8 2.7 87.2 85.1 90.9 95.5 9.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 23 18 26 21 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,463 COMMITMENTS 8 375 352 9,985 10,096 10,345 10,823 1,118 640 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -441) -10 -20 0 -345 -441 -355 -461 -86 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.3 3.1 87.1 88.1 90.2 94.4 9.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 19 16 20 18 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,558 COMMITMENTS 340 588 48 8,894 10,136 9,282 10,772 2,276 786 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,488) 10 -124 -10 -1,460 -1,314 -1,460 -1,448 -28 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 5.1 0.4 77.0 87.7 80.3 93.2 19.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 20 17 22 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,867 COMMITMENTS 0 298 0 45,463 45,569 45,463 45,867 404 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,289) 0 -42 0 -1,268 -1,226 -1,268 -1,268 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 99.1 99.4 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 12 12 12 13 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 696,009 COMMITMENTS 7,374 0 4,770 683,865 691,239 696,009 696,009 0 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -34,321) 816 0 -816 -34,321 -33,505 -34,321 -34,321 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.7 98.3 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 12 10 13 11 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,498 COMMITMENTS 0 0 0 53,498 53,498 53,498 53,498 0 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -4,095) 0 0 0 -4,095 -4,095 -4,095 -4,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 12 14 12 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 970,522 COMMITMENTS 0 0 0 970,522 970,522 970,522 970,522 0 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -69,360) 0 0 0 -69,360 -69,360 -69,360 -69,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 10 13 10 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 167,718 COMMITMENTS 0 213 2,254 165,464 165,251 167,718 167,718 0 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -10,854) 0 -255 255 -11,109 -10,854 -10,854 -10,854 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 1.3 98.7 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 19 28 20 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,867,131 COMMITMENTS 0 31,596 17,958 2849173 2817577 2867131 2867131 0 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -197,280) 0 -6,720 4,680 -201,960 -195,240 -197,280 -197,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.6 99.4 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 14 24 15 25 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,379 COMMITMENTS 4,235 1,968 347 42,797 45,064 47,379 47,379 0 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,066) 0 -42 0 -3,066 -3,024 -3,066 -3,066 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 4.2 0.7 90.3 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 3 2 25 20 29 24 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,140,032 COMMITMENTS 46,720 40,309 0 1093312 1099723 1140032 1140032 0 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -50,672) 0 -6,120 0 -50,672 -44,552 -50,672 -50,672 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 3.5 0.0 95.9 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 0 24 20 26 22 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,734 COMMITMENTS 215 0 0 53,349 53,181 53,564 53,181 170 553 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,827) 0 0 0 -1,954 -1,827 -1,954 -1,827 127 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 99.3 99.0 99.7 99.0 0.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 19 20 20 20 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,793 COMMITMENTS 630 3,461 364 35,566 32,819 36,560 36,644 233 149 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,896) 0 21 -21 -1,854 -1,875 -1,875 -1,875 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 9.4 1.0 96.7 89.2 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 13 12 15 13 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,315 COMMITMENTS 510 526 0 19,401 19,470 19,911 19,996 404 319 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -2,100) 0 0 0 -2,079 -2,100 -2,079 -2,100 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.6 0.0 95.5 95.8 98.0 98.4 2.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 17 14 18 15 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,024,395 COMMITMENTS 28,064 13,765 6,576 989,755 1004054 1024395 1024395 0 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -22,819) 4,664 -10,202 6,576 -34,059 -19,193 -22,819 -22,819 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.3 0.6 96.6 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 1 20 22 22 24 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 678,594 COMMITMENTS 77,609 0 24,391 576,594 654,203 678,594 678,594 0 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -24,072) 816 0 -816 -24,072 -23,256 -24,072 -24,072 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.0 3.6 85.0 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 14 8 16 9 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 157,013 COMMITMENTS 0 0 0 157,013 157,013 157,013 157,013 0 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -8,568) 0 0 0 -8,568 -8,568 -8,568 -8,568 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 12 11 12 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,539 COMMITMENTS 62 70 20 21,048 21,061 21,130 21,151 409 388 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,566) -24 0 0 -1,621 -1,589 -1,645 -1,589 79 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.3 0.1 97.7 97.8 98.1 98.2 1.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 1 1 36 35 38 36 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,888 COMMITMENTS 977 15 90 13,640 14,343 14,707 14,448 181 440 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,398) -71 -25 -10 -1,296 -1,321 -1,377 -1,356 -21 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.1 0.6 91.6 96.3 98.8 97.0 1.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 1 20 22 25 23 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,850 COMMITMENTS 0 0 75 7,480 7,149 7,555 7,224 295 626 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -645) -260 0 30 -400 -636 -630 -606 -15 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 1.0 95.3 91.1 96.2 92.0 3.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 1 20 19 21 20 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,819 COMMITMENTS 0 0 0 10,346 10,037 10,346 10,037 473 782 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,065) 0 0 0 -1,020 -1,018 -1,020 -1,018 -45 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.6 92.8 95.6 92.8 4.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 19 20 19 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,515,910 COMMITMENTS 335,195 159,071 393,692 689,225 896,804 1418112 1449567 97,798 66,343 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 7,492) -2,131 12,882 -6,638 8,698 -3,342 -71 2,902 7,563 4,590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 10.5 26.0 45.5 59.2 93.5 95.6 6.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 142 83 165 86 101 306 290 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 213,573 COMMITMENTS 56,665 13,441 3,793 113,204 143,409 173,662 160,643 39,911 52,930 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -8,486) 1,644 -429 -1,406 -7,698 -1,603 -7,460 -3,438 -1,026 -5,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 6.3 1.8 53.0 67.1 81.3 75.2 18.7 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 3 6 21 23 30 30 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,444 COMMITMENTS 0 1,998 575 28,804 26,806 29,379 29,379 65 65 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -5,905) 0 823 -350 -5,545 -6,356 -5,895 -5,883 -10 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 2.0 97.8 91.0 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 0 6 3 33 36 36 43 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,504 COMMITMENTS 2,715 17,785 4,598 61,136 44,827 68,449 67,210 3,055 4,294 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,714) -56 -1,750 1,806 116 1,366 1,866 1,422 -152 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 24.9 6.4 85.5 62.7 95.7 94.0 4.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 7 10 24 21 35 32 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,699 COMMITMENTS 2,608 1,636 3,419 22,405 24,563 28,432 29,618 3,267 2,081 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 406) -50 0 0 388 358 338 358 68 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 5.2 10.8 70.7 77.5 89.7 93.4 10.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 5 14 15 19 22 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,305 COMMITMENTS 2,565 355 0 12,740 14,905 15,305 15,260 0 45 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -315) 90 68 0 -345 -365 -255 -297 -60 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 2.3 0.0 83.2 97.4 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 2 0 20 19 27 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,257 COMMITMENTS 15,953 2,384 99 3,715 18,211 19,767 20,694 2,490 1,563 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 2,153) 2,672 -530 -144 -559 2,392 1,969 1,718 184 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.7 10.7 0.4 16.7 81.8 88.8 93.0 11.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 72 26 5 21 34 95 64 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 36,399 COMMITMENTS 24,790 1,582 286 5,754 32,993 30,830 34,861 5,569 1,538 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,278) 1,069 -398 -298 354 2,275 1,125 1,579 153 -301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.1 4.3 0.8 15.8 90.6 84.7 95.8 15.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 81 13 8 18 36 102 55 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 251,327 COMMITMENTS 67,473 11,544 21,833 141,499 203,723 230,805 237,100 20,522 14,227 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -2,781) 349 -3,984 1,254 -5,883 -1,603 -4,280 -4,333 1,499 1,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 4.6 8.7 56.3 81.1 91.8 94.3 8.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 62 17 44 72 90 150 139 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,260 COMMITMENTS 6,845 251 598 11,870 20,332 19,313 21,181 5,947 4,079 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -5,875) -2,032 10 -316 -3,441 -5,998 -5,789 -6,304 -86 429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 1.0 2.4 47.0 80.5 76.5 83.9 23.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 4 16 17 22 21 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,576 COMMITMENTS 0 0 400 4,176 4,176 4,576 4,576 0 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -357) 0 -325 0 -307 -32 -307 -357 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 8.7 91.3 91.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 2 25 27 27 29 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,338 COMMITMENTS 1,421 0 83 54,017 56,180 55,521 56,263 817 75 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,386) 99 -74 -160 -3,358 -3,152 -3,419 -3,386 33 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.1 95.9 99.7 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 0 1 48 33 52 34 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,535 COMMITMENTS 0 0 0 10,360 10,535 10,360 10,535 175 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,740) 0 0 0 -1,715 -1,740 -1,715 -1,740 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.3 100.0 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 19 10 19 10 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,561 COMMITMENTS 164 0 0 18,377 18,561 18,541 18,561 20 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -810) 164 0 0 -954 -810 -790 -810 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 99.0 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 17 13 18 13 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,790 COMMITMENTS 0 3,610 25 6,505 3,155 6,530 6,790 260 0 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,275) -145 -505 25 -1,415 -795 -1,535 -1,275 260 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 53.2 0.4 95.8 46.5 96.2 100.0 3.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 4 1 28 22 29 26 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,631 COMMITMENTS 1,224 0 105 8,884 10,309 10,213 10,414 418 217 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,605) 20 0 -45 -1,504 -1,550 -1,529 -1,595 -76 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 0.0 1.0 83.6 97.0 96.1 98.0 3.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 22 24 24 25 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,922 COMMITMENTS 571 4,214 562 16,732 13,036 17,865 17,812 57 110 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,445) -445 567 -158 -854 -1,936 -1,457 -1,527 12 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 23.5 3.1 93.4 72.7 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 3 5 39 36 46 42 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,715 COMMITMENTS 163 161 397 9,931 10,026 10,491 10,584 224 131 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,742) -401 -34 -86 -1,179 -1,564 -1,666 -1,684 -76 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.5 3.7 92.7 93.6 97.9 98.8 2.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 2 26 28 30 30 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,644 COMMITMENTS 13,787 560 1,081 16,352 29,763 31,220 31,404 424 240 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,914) -297 -3 -127 -1,444 -1,784 -1,868 -1,914 -46 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 1.8 3.4 51.7 94.1 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 14 2 7 27 31 43 40 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,291 COMMITMENTS 3,507 0 614 8,752 10,279 12,873 10,893 2,418 4,398 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,332) 30 -518 -206 -3,486 -2,838 -3,662 -3,562 330 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 0.0 4.0 57.2 67.2 84.2 71.2 15.8 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 1 14 15 17 16
Updated June 10, 2011