GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,192 COMMITMENTS 1,438 632 0 33,646 34,069 35,084 34,701 108 491 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -42) 380 35 -57 -345 -15 -22 -37 -20 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 1.8 0.0 95.6 96.8 99.7 98.6 0.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 2 0 46 44 48 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,475 COMMITMENTS 0 0 0 14,335 14,335 14,335 14,335 140 140 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 322) 0 0 0 317 317 317 317 5 5 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: 36) 0 0 0 26 30 26 30 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,021 COMMITMENTS 0 448 55 8,477 8,046 8,532 8,549 1,489 1,472 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 214) 0 25 0 216 117 216 142 -2 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 0.5 84.6 80.3 85.1 85.3 14.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 2 1 36 38 37 40 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,517 COMMITMENTS 408 183 320 5,320 5,373 6,048 5,876 469 641 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 273) 110 -25 -35 237 379 312 319 -39 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 2.8 4.9 81.6 82.4 92.8 90.2 7.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 4 5 8 45 53 53 63 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,975 COMMITMENTS 296 0 0 2,542 2,505 2,838 2,505 1,137 1,470 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -155) -119 0 0 46 -128 -73 -128 -82 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.0 0.0 63.9 63.0 71.4 63.0 28.6 37.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 18 18 19 18 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,434 COMMITMENTS 565 305 480 1,869 2,384 2,914 3,169 520 265 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 671) 0 -35 330 425 530 755 825 -84 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 8.9 14.0 54.4 69.4 84.9 92.3 15.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 18 19 20 22 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,496 COMMITMENTS 0 45 95 940 1,089 1,035 1,229 461 267 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -380) 0 35 15 -308 -393 -293 -343 -87 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 6.4 62.8 72.8 69.2 82.2 30.8 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 2 16 14 18 16 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,886 COMMITMENTS 0 0 0 10,721 10,491 10,721 10,491 165 395 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.5 96.4 98.5 96.4 1.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 18 20 18 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,191 COMMITMENTS 0 2,233 30 13,056 10,907 13,086 13,170 105 21 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 445) 0 480 0 445 -35 445 445 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.9 0.2 99.0 82.7 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 23 20 24 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 330,872 COMMITMENTS 64,014 27,678 40,726 184,838 234,730 289,578 303,134 41,294 27,738 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 16,210) 4,170 -894 5,181 6,402 10,348 15,753 14,635 457 1,575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 8.4 12.3 55.9 70.9 87.5 91.6 12.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 51 19 46 67 74 140 123 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,978 COMMITMENTS 1,901 461 564 13,463 14,853 15,928 15,878 50 100 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,776) 0 0 250 1,526 1,476 1,776 1,726 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 2.9 3.5 84.3 93.0 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 4 3 6 40 42 49 50 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,895 COMMITMENTS 1,323 985 145 6,406 6,765 7,874 7,895 21 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -75) 0 0 0 -75 -75 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 12.5 1.8 81.1 85.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 4 1 24 22 30 26 GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,317 COMMITMENTS 378 816 0 3,518 3,811 3,896 4,627 1,421 690 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 105) 0 0 0 -29 212 -29 212 134 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 15.3 0.0 66.2 71.7 73.3 87.0 26.7 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 15 15 16 17 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,013,660 COMMITMENTS 172,034 327,871 389,451 372,067 263,907 933,552 981,229 80,108 32,431 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 32,045) 4,939 6,616 29,707 -1,538 -2 33,108 36,321 -1,063 -4,276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 32.3 38.4 36.7 26.0 92.1 96.8 7.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 117 104 153 83 75 298 253 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| 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 06/07/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 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 06/14/11 | --------------------------------------------------------------| 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 06/07/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 06/14/11 | --------------------------------------------------------------| 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 74,602 68,498 77,362 78,243 5,334 4,453 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -124 0 -124 0 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.4 3.3 90.2 82.8 93.5 94.6 6.5 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 06/14/11 | --------------------------------------------------------------| 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 06/07/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 124,018 COMMITMENTS 4,325 0 5,185 102,129 112,899 111,639 118,084 12,379 5,934 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,592) 115 0 1,012 769 1,559 1,896 2,571 -304 -979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 4.2 82.4 91.0 90.0 95.2 10.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 0 3 22 26 26 29 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,631,201 COMMITMENTS 602,137 64,229 751,852 1248398 1790274 2602387 2606355 28,814 24,846 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 18,781) 10,320 -15,599 5,472 4,499 27,792 20,291 17,665 -1,510 1,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 2.4 28.6 47.4 68.0 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 51 17 50 106 94 173 145 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 999,495 COMMITMENTS 129,780 73,599 170,014 693,274 749,513 993,068 993,126 6,427 6,369 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 20,562) 9,302 4,029 2,771 6,996 12,730 19,069 19,530 1,493 1,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 7.4 17.0 69.4 75.0 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 24 30 38 46 39 94 83 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,868 COMMITMENTS 67 1,072 125 11,564 10,555 11,756 11,752 112 116 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 2,250) 0 170 77 2,113 2,087 2,190 2,334 60 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 9.0 1.1 97.4 88.9 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 7 5 34 39 40 46 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,166 COMMITMENTS 25 0 0 1,106 1,086 1,131 1,086 35 80 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 45 75 45 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 94.9 93.1 97.0 93.1 3.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 14 12 14 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,386 COMMITMENTS 133 0 42 817 843 992 885 394 501 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 45) 9 0 13 -18 9 4 22 41 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 0.0 3.0 58.9 60.8 71.6 63.9 28.4 36.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 2 17 14 20 16 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,369 COMMITMENTS 16,750 834 814 28,909 45,527 46,473 47,175 1,896 1,194 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 322) -224 28 -28 574 242 322 242 0 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 1.7 1.7 59.8 94.1 96.1 97.5 3.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 3 4 35 31 41 37 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,639 COMMITMENTS 0 1,425 100 13,466 12,010 13,566 13,535 1,073 1,104 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 42) 0 70 0 42 -40 42 30 0 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.7 0.7 92.0 82.0 92.7 92.5 7.3 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 06/14/11 | --------------------------------------------------------------| 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 630 874 76 7,317 8,444 8,023 9,394 2,589 1,218 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 0) 2 0 0 -366 -124 -364 -124 364 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 8.2 0.7 69.0 79.6 75.6 88.5 24.4 11.5 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 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,881 COMMITMENTS 494 2,220 742 25,033 24,667 26,269 27,629 2,612 1,252 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 312) 192 0 -20 135 356 307 336 5 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 7.7 2.6 86.7 85.4 91.0 95.7 9.0 4.3 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 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,471 COMMITMENTS 8 383 352 9,993 10,096 10,353 10,831 1,118 640 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 8) 0 8 0 8 0 8 8 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.3 3.1 87.1 88.0 90.3 94.4 9.7 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 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,808 COMMITMENTS 340 588 48 9,144 10,386 9,532 11,022 2,276 786 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 5.0 0.4 77.4 88.0 80.7 93.3 19.3 6.7 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 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,931 COMMITMENTS 0 298 0 45,527 45,633 45,527 45,931 404 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 64) 0 0 0 64 64 64 64 0 0 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 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 697,209 COMMITMENTS 7,374 0 4,770 685,065 692,439 697,209 697,209 0 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 1,200 1,200 1,200 1,200 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 06/14/11 | --------------------------------------------------------------| 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 06/07/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 958,512 COMMITMENTS 0 0 0 958,512 958,512 958,512 958,512 0 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -12,010) 0 0 0 -12,010 -12,010 -12,010 -12,010 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 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 168,188 COMMITMENTS 0 213 2,254 165,700 165,721 167,954 168,188 234 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 470) 0 0 0 236 470 236 470 234 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 1.3 98.5 98.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 1 19 29 20 30 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,894,202 COMMITMENTS 0 43,521 17,958 2876244 2832723 2894202 2894202 0 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 27,071) 0 11,925 0 27,071 15,146 27,071 27,071 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.6 99.4 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 15 24 16 25 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,479 COMMITMENTS 4,235 1,968 347 42,897 45,164 47,479 47,479 0 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 4.1 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 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,146,037 COMMITMENTS 27,565 32,549 1,840 1116632 1111648 1146037 1146037 0 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 6,005) -19,155 -7,760 1,840 23,320 11,925 6,005 6,005 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.8 0.2 97.4 97.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 1 24 20 26 22 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| 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 06/07/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 06/14/11 | --------------------------------------------------------------| 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 06/07/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 06/14/11 | --------------------------------------------------------------| 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 06/07/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 06/14/11 | --------------------------------------------------------------| 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 06/07/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/14/11 | --------------------------------------------------------------| 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 06/07/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 180,533 COMMITMENTS 0 0 0 180,533 180,533 180,533 180,533 0 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 23,520) 0 0 0 23,520 23,520 23,520 23,520 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 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,661 COMMITMENTS 67 70 20 22,240 22,068 22,327 22,158 334 503 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,122) 5 0 0 1,192 1,007 1,197 1,007 -75 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.3 0.1 98.1 97.4 98.5 97.8 1.5 2.2 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 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,918 COMMITMENTS 917 75 75 13,745 14,328 14,737 14,478 181 440 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 30) -60 60 -15 105 -15 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.5 0.5 92.1 96.0 98.8 97.1 1.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 2 19 22 24 24 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,988 COMMITMENTS 0 0 75 7,613 7,237 7,688 7,312 300 676 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 138) 0 0 0 133 88 133 88 5 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.9 95.3 90.6 96.2 91.5 3.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 1 21 17 22 18 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,529 COMMITMENTS 75 0 15 10,911 10,777 11,001 10,792 528 737 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 710) 75 0 15 565 740 655 755 55 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.1 94.6 93.5 95.4 93.6 4.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 19 20 20 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,584,927 COMMITMENTS 337,048 170,677 442,526 713,293 911,268 1492867 1524471 92,060 60,456 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 69,017) 1,853 11,606 48,834 24,068 14,464 74,755 74,904 -5,738 -5,887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 10.8 27.9 45.0 57.5 94.2 96.2 5.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 146 90 171 89 95 320 288 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,803 COMMITMENTS 57,530 13,405 4,162 114,998 145,782 176,690 163,349 40,113 53,454 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 3,230) 865 -36 369 1,794 2,373 3,028 2,706 202 524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 6.2 1.9 53.0 67.2 81.5 75.3 18.5 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 3 6 22 23 31 30 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,769 COMMITMENTS 0 2,023 575 29,129 27,106 29,704 29,704 65 65 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 325) 0 25 0 325 300 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 1.9 97.9 91.1 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 0 6 3 35 37 38 44 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,096 COMMITMENTS 2,715 19,009 4,703 61,774 44,926 69,192 68,638 3,904 4,458 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,592) 0 1,224 105 638 99 743 1,428 849 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 26.0 6.4 84.5 61.5 94.7 93.9 5.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 8 11 24 21 36 33 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,284 COMMITMENTS 3,342 233 3,427 21,169 25,235 27,938 28,895 3,346 2,389 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -415) 734 -1,403 8 -1,236 672 -494 -723 79 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.7 11.0 67.7 80.7 89.3 92.4 10.7 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 6 14 15 20 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,130 COMMITMENTS 2,565 355 75 13,490 15,655 16,130 16,085 0 45 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 825) 0 0 75 750 750 825 825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 2.2 0.5 83.6 97.1 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 2 2 20 20 27 24 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,806 COMMITMENTS 16,025 2,295 88 3,198 18,478 19,311 20,861 2,495 945 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -451) 72 -89 -11 -517 267 -456 167 5 -618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.5 10.5 0.4 14.7 84.7 88.6 95.7 11.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 79 23 4 21 34 102 60 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,506 COMMITMENTS 25,760 1,911 379 6,075 33,393 32,214 35,683 5,292 1,823 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,107) 970 329 93 321 400 1,384 822 -277 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.7 5.1 1.0 16.2 89.0 85.9 95.1 14.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 83 13 6 15 37 102 54 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 262,930 COMMITMENTS 75,843 14,564 24,964 141,261 209,991 242,068 249,519 20,862 13,411 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 11,603) 8,370 3,020 3,131 -238 6,268 11,263 12,419 340 -816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 5.5 9.5 53.7 79.9 92.1 94.9 7.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 73 18 46 69 91 161 142 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,008 COMMITMENTS 6,853 251 646 12,418 21,892 19,917 22,789 7,091 4,219 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,748) 8 0 48 548 1,560 604 1,608 1,144 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 0.9 2.4 46.0 81.1 73.7 84.4 26.3 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 1 4 15 17 21 21 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,926 COMMITMENTS 100 0 450 4,376 4,476 4,926 4,926 0 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 350) 100 0 50 200 300 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 9.1 88.8 90.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 2 26 28 29 30 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,813 COMMITMENTS 1,359 0 71 57,407 59,655 58,837 59,726 976 87 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 3,475) -62 0 -12 3,390 3,475 3,316 3,463 159 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.1 96.0 99.7 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 0 1 50 35 54 36 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| 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 06/07/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.3 100.0 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 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,970 COMMITMENTS 0 0 0 19,950 19,850 19,950 19,850 20 120 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,409) -164 0 0 1,573 1,289 1,409 1,289 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.9 99.4 99.9 99.4 0.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 19 11 19 11 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,325 COMMITMENTS 0 3,960 25 7,180 3,340 7,205 7,325 120 0 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 535) 0 350 0 675 185 675 535 -140 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 54.1 0.3 98.0 45.6 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 4 1 29 23 30 27 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,048 COMMITMENTS 1,349 0 105 9,176 10,726 10,630 10,831 418 217 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 417) 125 0 0 292 417 417 417 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 0.0 1.0 83.1 97.1 96.2 98.0 3.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 21 23 23 24 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,005 COMMITMENTS 633 4,446 692 17,623 13,807 18,948 18,945 57 60 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,083) 62 232 130 891 771 1,083 1,133 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 23.4 3.6 92.7 72.6 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 4 5 39 35 46 41 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,656 COMMITMENTS 1,018 54 243 10,262 11,252 11,523 11,549 133 107 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 941) 855 -107 -154 331 1,226 1,032 965 -91 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.5 2.1 88.0 96.5 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 2 28 28 33 30 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,944 COMMITMENTS 13,787 860 1,081 16,652 29,763 31,520 31,704 424 240 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 300) 0 300 0 300 0 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 2.7 3.4 52.1 93.2 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 3 7 27 31 43 41 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,523 COMMITMENTS 3,064 0 705 9,199 11,062 12,968 11,767 2,555 3,756 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 232) -443 0 91 447 783 95 874 137 -642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 0.0 4.5 59.3 71.3 83.5 75.8 16.5 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 1 14 17 17 18
Updated Jun 17, 2011