GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,519 COMMITMENTS 2,165 807 0 34,201 35,176 36,366 35,983 153 536 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 887) 532 87 0 310 755 842 842 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 2.2 0.0 93.7 96.3 99.6 98.5 0.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 2 0 46 45 48 47 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,344 COMMITMENTS 0 0 0 15,241 15,239 15,241 15,239 103 105 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 135) 0 0 0 172 170 172 170 -37 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 99.3 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 26 32 26 32 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,987 COMMITMENTS 0 526 163 9,314 8,828 9,477 9,517 1,510 1,470 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 445) 0 3 90 342 352 432 445 13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 1.5 84.8 80.3 86.3 86.6 13.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 0 2 2 38 40 40 42 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,576 COMMITMENTS 275 168 481 7,248 7,285 8,004 7,934 572 642 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,189) -15 33 78 1,136 1,158 1,199 1,269 -10 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.0 5.6 84.5 84.9 93.3 92.5 6.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 4 4 6 52 57 58 66 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,414 COMMITMENTS 347 0 44 2,841 2,836 3,232 2,880 1,182 1,534 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 282) 51 0 44 135 95 230 139 52 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.0 1.0 64.4 64.3 73.2 65.2 26.8 34.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 19 19 20 20 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,496 COMMITMENTS 1,030 340 65 1,885 2,854 2,980 3,259 516 237 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -23) 465 45 -420 -63 357 -18 -18 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 9.7 1.9 53.9 81.6 85.2 93.2 14.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 18 20 20 23 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,565 COMMITMENTS 30 0 10 1,163 1,123 1,203 1,133 362 432 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.6 74.3 71.8 76.9 72.4 23.1 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 16 18 17 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,643 COMMITMENTS 0 45 95 1,037 1,186 1,132 1,326 511 317 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 127) 0 0 0 104 94 104 94 23 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 5.8 63.1 72.2 68.9 80.7 31.1 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 2 18 17 20 19 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,025 COMMITMENTS 0 0 0 11,860 11,650 11,860 11,650 165 375 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 511) 0 0 0 511 531 511 531 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 96.9 98.6 96.9 1.4 3.1 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 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,967 COMMITMENTS 0 2,868 30 16,887 14,019 16,917 16,917 50 50 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 3,178) 0 325 0 3,233 2,803 3,233 3,128 -55 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.9 0.2 99.5 82.6 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 28 24 29 25 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,256 COMMITMENTS 47,560 30,188 33,211 189,234 217,150 270,005 280,549 39,251 28,707 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -9,959) -5,875 3,235 -628 -1,688 -11,725 -8,191 -9,118 -1,768 -841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 9.8 10.7 61.2 70.2 87.3 90.7 12.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 34 26 42 69 81 129 128 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,980 COMMITMENTS 2,091 461 664 16,175 17,755 18,930 18,880 50 100 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,302) 150 0 100 1,102 1,252 1,352 1,352 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 2.4 3.5 85.2 93.5 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 6 3 7 42 43 53 52 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,315 COMMITMENTS 1,023 835 145 7,126 7,335 8,294 8,315 21 0 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 345) -300 0 0 645 345 345 345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 10.0 1.7 85.7 88.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 1 25 21 31 24 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| 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 06/21/11 (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 9 13 9 GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| 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 06/21/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 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 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 960,530 COMMITMENTS 135,374 314,772 367,989 379,488 236,853 882,851 919,614 77,679 40,916 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -15,968) -4,211 4,310 -8,080 1,004 -12,667 -11,287 -16,437 -4,681 469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 32.8 38.3 39.5 24.7 91.9 95.7 8.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 94 112 142 77 70 267 242 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| 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 06/21/11 (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 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,131 COMMITMENTS 2,258 500 2,178 30,757 31,636 35,193 34,314 3,938 4,817 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -124) 0 0 0 -93 -124 -93 -124 -31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 1.3 5.6 78.6 80.8 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 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,210 COMMITMENTS 0 6,921 2,948 74,778 68,950 77,726 78,819 5,484 4,391 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 248) 0 -248 248 -86 248 162 248 86 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.3 3.5 89.9 82.9 93.4 94.7 6.6 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 06/28/11 | --------------------------------------------------------------| 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 06/21/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 124,530 COMMITMENTS 4,337 0 5,255 102,249 113,341 111,841 118,596 12,689 5,934 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 676) 332 0 54 104 622 490 676 186 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 4.2 82.1 91.0 89.8 95.2 10.2 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 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,612,270 COMMITMENTS 552,547 57,405 738,253 1288078 1789413 2578878 2585071 33,392 27,199 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -32,993) -40,726 -3,976 -1,204 5,610 -29,076 -36,320 -34,256 3,327 1,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 2.2 28.3 49.3 68.5 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 54 17 54 107 93 177 148 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 944,618 COMMITMENTS 109,851 67,345 148,497 681,349 722,462 939,697 938,304 4,921 6,314 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -79,329) -27,018 -14,201 -23,922 -26,635 -41,086 -77,575 -79,209 -1,754 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 7.1 15.7 72.1 76.5 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 25 22 36 47 40 89 81 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,744 COMMITMENTS 151 1,329 152 15,354 14,080 15,657 15,561 87 183 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,280) 19 132 -46 1,326 1,196 1,299 1,282 -19 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 8.4 1.0 97.5 89.4 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 4 5 5 37 44 44 51 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,390 COMMITMENTS 25 0 0 1,328 1,355 1,353 1,355 37 35 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 160) 0 0 0 160 175 160 175 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 95.5 97.5 97.3 97.5 2.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 14 14 15 14 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,524 COMMITMENTS 164 0 50 977 1,073 1,191 1,123 333 401 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -16) 2 0 3 -2 -1 3 2 -19 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 0.0 3.3 64.1 70.4 78.1 73.7 21.9 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 2 20 17 23 19 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 51,495 COMMITMENTS 20,172 738 1,120 28,343 49,121 49,635 50,979 1,860 516 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 743) 436 8 322 155 1,321 913 1,651 -170 -908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 1.4 2.2 55.0 95.4 96.4 99.0 3.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 5 5 36 31 43 38 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,617 COMMITMENTS 252 341 0 5,960 6,385 6,212 6,726 1,405 891 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 4.5 0.0 78.2 83.8 81.6 88.3 18.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 0 10 12 13 13 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,433 COMMITMENTS 0 1,451 100 14,128 12,610 14,228 14,161 1,205 1,272 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 670) 0 0 0 566 422 566 422 104 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.4 0.6 91.5 81.7 92.2 91.8 7.8 8.2 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 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,666 COMMITMENTS 630 874 76 7,313 8,452 8,019 9,402 2,647 1,264 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 74) 0 0 0 16 -2 16 -2 58 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 8.2 0.7 68.6 79.2 75.2 88.1 24.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 3 14 14 17 18 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,679 COMMITMENTS 48 668 572 10,039 9,219 10,659 10,459 1,020 1,220 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.7 4.9 86.0 78.9 91.3 89.6 8.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 13 14 16 17 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,089 COMMITMENTS 658 2,220 768 24,991 24,947 26,417 27,935 2,672 1,154 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 142) 152 -20 -10 -18 270 124 240 18 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 7.6 2.6 85.9 85.8 90.8 96.0 9.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 3 23 18 26 22 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,795 COMMITMENTS 8 383 352 10,161 10,334 10,521 11,069 1,274 726 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 156) 0 0 0 72 -10 72 -10 84 166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.2 3.0 86.1 87.6 89.2 93.8 10.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 19 17 20 19 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,060 COMMITMENTS 88 0 0 23,823 23,911 23,911 23,911 149 149 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 99.0 99.4 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 8 14 8 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,958 COMMITMENTS 340 588 48 9,294 10,536 9,682 11,172 2,276 786 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 4.9 0.4 77.7 88.1 81.0 93.4 19.0 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 06/28/11 | --------------------------------------------------------------| 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: 6,610 COMMITMENTS 0 210 0 5,284 5,660 5,284 5,870 1,326 740 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 52) 0 0 0 6 0 6 0 46 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.0 79.9 85.6 79.9 88.8 20.1 11.2 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 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,565 COMMITMENTS 0 298 0 46,161 46,267 46,161 46,565 404 0 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 595) 0 0 0 595 595 595 595 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 13 12 14 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 708,153 COMMITMENTS 7,374 0 4,770 696,009 703,383 708,153 708,153 0 0 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 10,944) 0 0 0 10,944 10,944 10,944 10,944 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.7 98.3 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 12 11 13 12 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| 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 06/21/11 (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 06/28/11 | --------------------------------------------------------------| 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 06/21/11 (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 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 168,145 COMMITMENTS 805 0 1,449 165,657 166,673 167,911 168,122 234 23 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -43) 129 0 -129 -43 86 -43 -43 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.9 98.5 99.1 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 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,907,002 COMMITMENTS 0 42,721 17,958 2889044 2846323 2907002 2907002 0 0 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 800) 0 -800 0 800 1,600 800 800 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 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,448 COMMITMENTS 3,346 1,968 1,236 44,823 46,244 49,405 49,448 43 0 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,080) 0 0 0 1,060 1,080 1,060 1,080 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 4.0 2.5 90.6 93.5 99.9 100.0 0.1 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 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,247,605 COMMITMENTS 101,325 32,549 1,840 1144440 1213216 1247605 1247605 0 0 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 85,568) 73,760 0 0 11,808 85,568 85,568 85,568 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 2.6 0.1 91.7 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 1 25 20 28 22 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,369 COMMITMENTS 215 0 0 53,984 53,816 54,199 53,816 170 553 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 635) 0 0 0 635 635 635 635 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 21 20 21 MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,619 COMMITMENTS 650 1,320 676 13,284 12,623 14,610 14,619 9 0 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 9.0 4.6 90.9 86.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 9 8 11 11 MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,292 COMMITMENTS 0 129 0 22,292 22,143 22,292 22,272 0 20 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 100.0 99.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 10 12 10 13 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,948 COMMITMENTS 630 3,461 364 36,721 33,974 37,715 37,799 233 149 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,155) 0 0 0 1,155 1,155 1,155 1,155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 9.1 1.0 96.8 89.5 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 15 12 17 13 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,355 COMMITMENTS 510 526 0 19,421 19,510 19,931 20,036 424 319 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 40) 0 0 0 20 40 20 40 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.6 0.0 95.4 95.8 97.9 98.4 2.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 18 15 19 16 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 415,648 COMMITMENTS 0 0 0 415,648 415,648 415,648 415,648 0 0 CHANGES FROM 06/21/11 (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 14 8 14 8 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,039,950 COMMITMENTS 39,989 13,765 2,576 997,385 1023609 1039950 1039950 0 0 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 15,555) 11,925 0 -4,000 7,630 19,555 15,555 15,555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.3 0.2 95.9 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 1 20 23 22 25 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 702,042 COMMITMENTS 77,609 0 24,391 600,042 677,651 702,042 702,042 0 0 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 23,448) 0 0 0 23,448 23,448 23,448 23,448 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.0 3.5 85.5 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 16 9 18 10 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| 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 06/21/11 (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 MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 372,064 COMMITMENTS 4,800 0 0 367,264 372,064 372,064 372,064 0 0 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 98.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 11 14 12 14 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,118 COMMITMENTS 67 40 30 21,673 21,536 21,770 21,606 348 512 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -265) 0 -30 10 -223 -250 -213 -270 -52 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.2 0.1 98.0 97.4 98.4 97.7 1.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 1 1 38 35 40 36 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,052 COMMITMENTS 947 120 30 13,894 14,462 14,871 14,612 181 440 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 105) 0 30 0 135 105 135 135 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.8 0.2 92.3 96.1 98.8 97.1 1.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 1 19 23 24 24 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,986 COMMITMENTS 45 0 30 7,616 7,243 7,691 7,273 295 713 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -103) 45 0 -45 -93 -95 -93 -140 -10 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.4 95.4 90.7 96.3 91.1 3.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 21 17 22 18 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,438 COMMITMENTS 140 0 15 10,707 10,686 10,862 10,701 576 737 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -64) 5 0 0 -2 -64 3 -64 -67 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.1 93.6 93.4 95.0 93.6 5.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 19 20 20 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,524,313 COMMITMENTS 317,951 183,397 400,121 723,654 880,073 1441726 1463591 82,587 60,722 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -4,614) -6,214 8,299 -5,195 9,931 -11,628 -1,478 -8,524 -3,136 3,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 12.0 26.2 47.5 57.7 94.6 96.0 5.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 134 95 159 88 95 306 283 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 225,015 COMMITMENTS 58,466 14,854 5,090 121,449 153,129 185,005 173,073 40,010 51,942 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 5,686) 372 1,743 837 -1,278 4,682 -69 7,262 5,755 -1,576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 6.6 2.3 54.0 68.1 82.2 76.9 17.8 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 3 8 23 22 33 32 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,109 COMMITMENTS 0 2,098 600 32,444 30,346 33,044 33,044 65 65 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,375) 0 100 0 1,375 1,275 1,375 1,375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 1.8 98.0 91.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 0 6 3 37 40 40 47 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,312 COMMITMENTS 2,715 18,062 4,568 58,859 42,385 66,142 65,015 4,170 5,297 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -2,082) 0 0 0 -1,984 -2,197 -1,984 -2,197 -98 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 25.7 6.5 83.7 60.3 94.1 92.5 5.9 7.5 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 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,272 COMMITMENTS 3,384 233 3,583 21,106 25,299 28,073 29,115 3,199 2,157 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 294) 738 0 -295 29 782 472 487 -178 -193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 0.7 11.5 67.5 80.9 89.8 93.1 10.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 6 14 15 20 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,970 COMMITMENTS 1,950 232 75 14,720 16,525 16,745 16,832 225 138 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 840) -690 -123 75 1,230 795 615 747 225 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 1.4 0.4 86.7 97.4 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 1 22 20 27 23 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,493 COMMITMENTS 13,111 2,017 160 3,987 16,500 17,258 18,677 2,235 816 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -751) -1,285 -91 -64 653 -671 -696 -826 -55 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.3 10.3 0.8 20.5 84.6 88.5 95.8 11.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 62 23 7 23 30 90 57 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 30,935 COMMITMENTS 20,026 3,555 204 6,269 24,939 26,499 28,698 4,436 2,237 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -4,724) -2,856 136 -266 -772 -5,164 -3,894 -5,294 -830 570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.7 11.5 0.7 20.3 80.6 85.7 92.8 14.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 65 22 6 23 28 91 54 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 234,667 COMMITMENTS 69,772 14,292 21,529 126,721 183,065 218,022 218,886 16,645 15,781 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -22,842) -381 -1,382 -828 -13,108 -15,772 -14,317 -17,982 -8,525 -4,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 6.1 9.2 54.0 78.0 92.9 93.3 7.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 61 19 42 74 85 152 136 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,875 COMMITMENTS 6,610 251 852 13,242 22,110 20,704 23,213 7,171 4,662 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 931) 4 0 6 1,148 771 1,158 777 -227 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 0.9 3.1 47.5 79.3 74.3 83.3 25.7 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 1 4 16 19 22 23 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,869 COMMITMENTS 200 0 500 5,169 5,369 5,869 5,869 0 0 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 650) 0 0 0 650 650 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 8.5 88.1 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 2 29 29 32 31 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 64,571 COMMITMENTS 1,134 0 271 61,987 64,153 63,392 64,424 1,179 147 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,934) -200 0 200 1,631 1,674 1,631 1,874 303 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.4 96.0 99.4 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 0 2 53 35 57 37 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,495 COMMITMENTS 0 0 0 10,320 10,495 10,320 10,495 175 0 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 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 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,180 COMMITMENTS 0 0 0 21,180 21,060 21,180 21,060 0 120 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 275) 0 0 0 275 275 275 275 0 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 12 21 12 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,965 COMMITMENTS 0 4,185 0 7,845 3,780 7,845 7,965 120 0 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 420) 0 25 0 420 395 420 420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 52.5 0.0 98.5 47.5 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 4 0 29 23 29 27 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,712 COMMITMENTS 1,396 0 105 9,803 11,390 11,304 11,495 408 217 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 150) -40 0 0 200 150 160 150 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 0.0 0.9 83.7 97.3 96.5 98.1 3.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 22 24 24 25 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,078 COMMITMENTS 889 3,617 1,036 20,096 17,365 22,021 22,018 57 60 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 831) -42 -1,070 202 671 1,699 831 831 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 16.4 4.7 91.0 78.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 4 6 40 38 48 45 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,524 COMMITMENTS 1,147 54 288 10,974 12,078 12,409 12,420 115 104 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 312) 27 0 0 267 315 294 315 18 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.4 2.3 87.6 96.4 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 2 29 30 33 32 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,548 COMMITMENTS 15,294 560 1,188 16,642 31,560 33,124 33,308 424 240 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -21) 163 -300 93 -235 186 21 -21 -42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 1.7 3.5 49.6 94.1 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 11 2 8 30 31 43 41 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,346 COMMITMENTS 2,998 60 751 10,555 11,534 14,304 12,345 3,042 5,001 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 265) 0 -50 50 -160 270 -110 270 375 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 0.3 4.3 60.8 66.5 82.5 71.2 17.5 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 16 19 19 20
Updated July 1, 2011