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