GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,632
COMMITMENTS
   1,633      720        0   33,891   34,421   35,524   35,141      108      491

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        440)
     195       88        0      245      352      440      440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      2.0      0.0     95.1     96.6     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 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,209
COMMITMENTS
       0        0        0   15,069   15,069   15,069   15,069      140      140

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        734)
       0        0        0      734      734      734      734        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1     99.1     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       25       31       25       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,542
COMMITMENTS
       0      523       73    8,972    8,476    9,045    9,072    1,497    1,470

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        521)
       0       75       18      495      430      513      523        8       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.7     85.1     80.4     85.8     86.1     14.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        1       37       39       38       41
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,387
COMMITMENTS
     290      135      403    6,112    6,127    6,805    6,665      582      722

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        870)
    -118      -48       83      792      754      757      789      113       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.8      5.5     82.7     82.9     92.1     90.2      7.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        3        6       48       53       54       61
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,132
COMMITMENTS
     296        0        0    2,706    2,741    3,002    2,741    1,130    1,391

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        157)
       0        0        0      164      236      164      236       -7      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      0.0     65.5     66.3     72.7     66.3     27.3     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       20       20       21       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,519
COMMITMENTS
     565      295      485    1,948    2,497    2,998    3,277      521      242

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:         85)
       0      -10        5       79      113       84      108        1      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      8.4     13.8     55.4     71.0     85.2     93.1     14.8      6.9

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 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,516
COMMITMENTS
       0       45       95      933    1,092    1,028    1,232      488      284

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       -7        3       -7        3       27       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      6.3     61.5     72.0     67.8     81.3     32.2     18.7

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 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,514
COMMITMENTS
       0        0        0   11,349   11,119   11,349   11,119      165      395

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        628)
       0        0        0      628      628      628      628        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.6     96.6     98.6     96.6      1.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       20       17       20       17
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,789
COMMITMENTS
       0    2,543       30   13,654   11,216   13,684   13,789      105        0

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        598)
       0      310        0      598      309      598      619        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.4      0.2     99.0     81.3     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       24       22       25       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      319,215
COMMITMENTS
  53,435   26,953   33,839  190,922  228,875  278,196  289,667   41,019   29,548

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -11,657)
 -10,579     -725   -6,887    6,084   -5,855  -11,382  -13,467     -275    1,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      8.4     10.6     59.8     71.7     87.2     90.7     12.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      45       19       41       75       80      139      124
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,678
COMMITMENTS
   1,941      461      564   15,073   16,503   17,578   17,528      100      150

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      1,700)
      40        0        0    1,610    1,650    1,650    1,650       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      2.6      3.2     85.3     93.4     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       5        3        6       41       43       51       51
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| 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      835      145    6,481    6,990    7,949    7,970       21        0

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:         75)
       0     -150        0       75      225       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     10.5      1.8     81.3     87.7     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        3        1       24       22       30       25
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,895
COMMITMENTS
       0        0        0    1,895    1,895    1,895    1,895        0        0

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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        9       13        9
 
 
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-022A24
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| 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    3,706    3,811    4,084    4,627    1,233      690

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      188        0      188        0     -188        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     15.3      0.0     69.7     71.7     76.8     87.0     23.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       15       17       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      976,498
COMMITMENTS
 139,585  310,462  376,069  378,484  249,520  894,138  936,051   82,360   40,447

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -37,162)
 -32,449  -17,409  -13,382    6,417  -14,387  -39,414  -45,178    2,252    8,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     31.8     38.5     38.8     25.6     91.6     95.9      8.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      99      103      149       84       71      280      245
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| 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 06/14/11 (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 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       39,255
COMMITMENTS
   2,258      500    2,178   30,850   31,760   35,286   34,438    3,969    4,817

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        654)
     246        0        0        0      654      246      654      408        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.3      5.5     78.6     80.9     89.9     87.7     10.1     12.3

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 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,962
COMMITMENTS
       0    7,169    2,700   74,864   68,702   77,564   78,571    5,398    4,391

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        266)
       0      184      -60      262      204      202      328       64      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.6      3.3     90.2     82.8     93.5     94.7      6.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        3       18       23       21       26
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       71,155
COMMITMENTS
   4,548        0    1,071   57,415   59,788   63,034   60,859    8,121   10,296

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:       -241)
    -608        0      124      243     -365     -241     -241        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0      1.5     80.7     84.0     88.6     85.5     11.4     14.5

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 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      123,854
COMMITMENTS
   4,005        0    5,201  102,145  112,719  111,351  117,920   12,503    5,934

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:       -164)
    -320        0       16       16     -180     -288     -164      124        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      4.2     82.5     91.0     89.9     95.2     10.1      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 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,645,263
COMMITMENTS
 593,273   61,381  739,457  1282468  1818489  2615198  2619327   30,065   25,936

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     14,062)
  -8,864   -2,848  -12,395   34,070   28,215   12,811   12,972    1,251    1,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      2.3     28.0     48.5     68.7     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      51       18       52      107       95      175      148
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,023,947
COMMITMENTS
 136,869   81,546  172,419  707,984  763,548  1017272  1017513    6,675    6,434

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     24,452)
   7,089    7,947    2,405   14,710   14,035   24,204   24,387      248       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      8.0     16.8     69.1     74.6     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      26       29       39       45       37       93       83
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,464
COMMITMENTS
     132    1,197      198   14,028   12,884   14,358   14,279      106      185

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      2,596)
      65      125       73    2,464    2,329    2,602    2,527       -6       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      8.3      1.4     97.0     89.1     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5        4        5       37       44       44       51
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        1,230
COMMITMENTS
      25        0        0    1,168    1,180    1,193    1,180       37       50

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:         64)
       0        0        0       62       94       62       94        2      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.0     95.0     95.9     97.0     95.9      3.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12       12       13       12
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,540
COMMITMENTS
     162        0       47      979    1,074    1,188    1,121      352      419

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        154)
      29        0        5      162      231      196      236      -42      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      0.0      3.1     63.6     69.7     77.1     72.8     22.9     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        2       19       18       22       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       50,752
COMMITMENTS
  19,736      730      798   28,188   47,800   48,722   49,328    2,030    1,424

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      2,383)
   2,986     -104      -16     -721    2,273    2,249    2,153      134      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      1.4      1.6     55.5     94.2     96.0     97.2      4.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        4        4       35       31       41       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,763
COMMITMENTS
       0    1,451      100   13,562   12,188   13,662   13,739    1,101    1,024

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        124)
       0       26        0       96      178       96      204       28      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.8      0.7     91.9     82.6     92.5     93.1      7.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       23       21       24       24
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,592
COMMITMENTS
     630      874       76    7,297    8,454    8,003    9,404    2,589    1,188

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0      -20       10      -20       10        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      8.3      0.7     68.9     79.8     75.6     88.8     24.4     11.2

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 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,947
COMMITMENTS
     506    2,240      778   25,009   24,677   26,293   27,695    2,654    1,252

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:         66)
      12       20       36      -24       10       24       66       42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      7.7      2.7     86.4     85.2     90.8     95.7      9.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       23       18       26       22
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,639
COMMITMENTS
       8      383      352   10,089   10,344   10,449   11,079    1,190      560

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        168)
       0        0        0       96      248       96      248       72      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      3.3      3.0     86.7     88.9     89.8     95.2     10.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       19       17       20       19
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,898
COMMITMENTS
     340      588       48    9,234   10,476    9,622   11,112    2,276      786

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:         90)
       0        0        0       90       90       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      4.9      0.4     77.6     88.0     80.9     93.4     19.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       20       17       22       19
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:        6,558
COMMITMENTS
       0      210        0    5,278    5,660    5,278    5,870    1,280      688

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.0     80.5     86.3     80.5     89.5     19.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       15       16       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,970
COMMITMENTS
       0      298        0   45,566   45,672   45,566   45,970      404        0

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:         39)
       0        0        0       39       39       39       39        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 06/21/11                         |
--------------------------------------------------------------| 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 06/14/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      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 06/21/11                         |
--------------------------------------------------------------| 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 06/14/11 (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 06/21/11                         |
--------------------------------------------------------------| 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 06/14/11 (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:       20)
       0        0        0       13       10       13       10
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| 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
     676        0    1,578  165,700  166,587  167,954  168,165      234       23

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:          0)
     676     -213     -676        0      866        0      -23        0       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.9     98.5     99.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        1       19       29       20       30
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,906,202
COMMITMENTS
       0   43,521   17,958  2888244  2844723  2906202  2906202        0        0

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     12,000)
       0        0        0   12,000   12,000   12,000   12,000        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:       36)
       0        1        1       16       25       17       26
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       48,368
COMMITMENTS
   3,346    1,968    1,236   43,763   45,164   48,345   48,368       23        0

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        889)
    -889        0      889      866        0      866      889       23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      4.1      2.6     90.5     93.4    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 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,162,037
COMMITMENTS
  27,565   32,549    1,840  1132632  1127648  1162037  1162037        0        0

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     16,000)
       0        0        0   16,000   16,000   16,000   16,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      2.8      0.2     97.5     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        1       25       20       27       22
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| 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 06/14/11 (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 06/21/11                         |
--------------------------------------------------------------| 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 06/14/11 (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 06/21/11                         |
--------------------------------------------------------------| 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 06/14/11 (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 06/21/11                         |
--------------------------------------------------------------| 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 06/14/11 (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 06/21/11                         |
--------------------------------------------------------------| 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 06/14/11 (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 06/21/11                         |
--------------------------------------------------------------| 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 06/14/11 (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:       20)
       0        0        0       11       12       11       12
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,383
COMMITMENTS
      67       70       20   21,896   21,786   21,983   21,876      400      507

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:       -278)
       0        0        0     -344     -282     -344     -282       66        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.3      0.1     97.8     97.3     98.2     97.7      1.8      2.3

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 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,947
COMMITMENTS
     947       90       30   13,759   14,357   14,736   14,477      211      470

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:         29)
      30       15      -45       14       29       -1       -1       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.6      0.2     92.1     96.1     98.6     96.9      1.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        1       19       22       24       23
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,089
COMMITMENTS
       0        0       75    7,709    7,338    7,784    7,413      305      676

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        101)
       0        0        0       96      101       96      101        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.9     95.3     90.7     96.2     91.6      3.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        1       20       17       21       18
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,502
COMMITMENTS
     135        0       15   10,709   10,750   10,859   10,765      643      737

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        -27)
      60        0        0     -202      -27     -142      -27      115        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.1     93.1     93.5     94.4     93.6      5.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       18       20       19       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,528,927
COMMITMENTS
 324,165  175,098  405,316  713,723  891,701  1443204  1472115   85,723   56,812

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -56,000)
 -12,883    4,421  -37,210      430  -19,567  -49,663  -52,356   -6,337   -3,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     11.5     26.5     46.7     58.3     94.4     96.3      5.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
     136       92      159       86       97      304      283
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      219,329
COMMITMENTS
  58,094   13,111    4,253  122,727  148,447  185,074  165,811   34,255   53,518

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      2,526)
     564     -294       91    7,729    2,665    8,384    2,462   -5,858       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      6.0      1.9     56.0     67.7     84.4     75.6     15.6     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        2        7       24       24       33       32
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,734
COMMITMENTS
       0    1,998      600   31,069   29,071   31,669   31,669       65       65

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      1,965)
       0      -25       25    1,940    1,965    1,965    1,965        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.3      1.9     97.9     91.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        6        3       38       40       41       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       72,394
COMMITMENTS
   2,715   18,062    4,568   60,843   44,582   68,126   67,212    4,268    5,182

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:       -702)
       0     -947     -135     -931     -344   -1,066   -1,426      364      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     24.9      6.3     84.0     61.6     94.1     92.8      5.9      7.2

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 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,978
COMMITMENTS
   2,646      233    3,878   21,077   24,517   27,601   28,628    3,377    2,350

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:       -306)
    -696        0      451      -92     -718     -337     -267       31      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.8     12.5     68.0     79.1     89.1     92.4     10.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        6       14       15       20       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| 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
   2,640      355        0   13,490   15,730   16,130   16,085        0       45

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:          0)
      75        0      -75        0       75        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      2.2      0.0     83.6     97.5    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        2        0       20       20       27       22
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,244
COMMITMENTS
  14,396    2,108      224    3,334   17,171   17,954   19,503    2,290      741

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -1,562)
  -1,629     -187      136      136   -1,307   -1,357   -1,358     -205     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.1     10.4      1.1     16.5     84.8     88.7     96.3     11.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      70       25        6       22       34       96       63
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       35,659
COMMITMENTS
  22,882    3,419      470    7,041   30,103   30,393   33,992    5,266    1,667

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -1,847)
  -2,878    1,508       91      966   -3,290   -1,821   -1,691      -26     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.2      9.6      1.3     19.7     84.4     85.2     95.3     14.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      75       20       11       20       33      101       61
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      257,509
COMMITMENTS
  70,153   15,674   22,357  139,829  198,837  232,339  236,868   25,170   20,641

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -5,421)
  -5,690    1,110   -2,607   -1,432  -11,154   -9,729  -12,651    4,308    7,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      6.1      8.7     54.3     77.2     90.2     92.0      9.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      63       22       49       73       92      159      148
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       26,944
COMMITMENTS
   6,606      251      846   12,094   21,339   19,546   22,436    7,398    4,508

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        -64)
    -247        0      200     -324     -553     -371     -353      307      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      0.9      3.1     44.9     79.2     72.5     83.3     27.5     16.7

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 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,219
COMMITMENTS
     200        0      500    4,519    4,719    5,219    5,219        0        0

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        293)
     100        0       50      143      243      293      293        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      9.6     86.6     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        2       28       29       31       31
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       62,637
COMMITMENTS
   1,334        0       71   60,356   62,479   61,761   62,550      876       87

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      2,824)
     -25        0        0    2,949    2,824    2,924    2,824     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      0.1     96.4     99.7     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        0        1       52       35       56       36
 
 
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-022A18
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,485
COMMITMENTS
       0        0        0   10,310   10,485   10,310   10,485      175        0

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        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 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,905
COMMITMENTS
       0        0        0   20,905   20,785   20,905   20,785        0      120

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        935)
       0        0        0      955      935      955      935      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       11       21       11
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,545
COMMITMENTS
       0    4,160        0    7,425    3,385    7,425    7,545      120        0

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        220)
       0      200      -25      245       45      220      220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     55.1      0.0     98.4     44.9     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        4        0       29       22       29       26
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,562
COMMITMENTS
   1,436        0      105    9,603   11,240   11,144   11,345      418      217

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        514)
      87        0        0      427      514      514      514        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      0.0      0.9     83.1     97.2     96.4     98.1      3.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       21       24       23       25
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,247
COMMITMENTS
     931    4,687      834   19,425   15,666   21,190   21,187       57       60

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      2,242)
     298      241      142    1,802    1,859    2,242    2,242        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     22.1      3.9     91.4     73.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        3        5       40       35       47       41
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,212
COMMITMENTS
   1,120       54      288   10,707   11,763   12,115   12,105       97      107

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:        556)
     102        0       45      445      511      592      556      -36        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.4      2.4     87.7     96.3     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        2       29       28       34       30
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,569
COMMITMENTS
  15,131      860    1,095   16,877   31,374   33,103   33,329      466      240

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      1,625)
   1,344        0       14      225    1,611    1,583    1,625       42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1      2.6      3.3     50.3     93.5     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      13        3        7       28       31       43       41
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,081
COMMITMENTS
   2,998      110      701   10,715   11,264   14,414   12,075    2,667    5,006

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      1,558)
     -66      110       -4    1,516      202    1,446      308      112    1,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      0.6      4.1     62.7     65.9     84.4     70.7     15.6     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       16       17       19       18
 

Updated June 24, 2011