GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,857
COMMITMENTS
     672      243      920   35,600   36,516   37,192   37,679      665      178

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -7,970)
  -1,050       -2     -100   -6,906   -7,984   -8,056   -8,086       86      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.6      2.4     94.0     96.5     98.2     99.5      1.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        2        2       33       39       35       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,538
COMMITMENTS
       0        0        0   15,255   15,434   15,255   15,434      283      104

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,664)
       0        0        0   -3,685   -3,684   -3,685   -3,684       21       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.2     99.3     98.2     99.3      1.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       19       26       19       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       13,542
COMMITMENTS
     231      153      935   11,260   11,391   12,426   12,479    1,116    1,063

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,073)
     -94     -141      -45   -1,962   -1,892   -2,101   -2,078       28        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.1      6.9     83.1     84.1     91.8     92.2      8.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        1        5       39       43       44       49
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,850
COMMITMENTS
     577       45       38    5,530    6,159    6,145    6,242      705      608

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,793)
     170      -24     -317   -1,634   -1,604   -1,781   -1,945      -12      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.7      0.6     80.7     89.9     89.7     91.1     10.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        1        2       41       48       45       51
 
 
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,973
COMMITMENTS
       0       70        0    5,466    5,355    5,466    5,425      507      548

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -452)
       0       27       -5     -541     -420     -546     -398       94      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.0     91.5     89.7     91.5     90.8      8.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       19       20       19       21
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,896
COMMITMENTS
       0      309      284    2,698    2,993    2,982    3,586      914      310

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -685)
    -503      309     -232     -180     -740     -915     -663      230      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.9      7.3     69.3     76.8     76.5     92.0     23.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       18       21       20       23
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,016
COMMITMENTS
     105       61       63    1,235    1,484    1,403    1,608      613      408

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -464)
      10        3        5     -500     -515     -485     -507       21       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      3.0      3.1     61.3     73.6     69.6     79.8     30.4     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       14       14       17       15
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,616
COMMITMENTS
       0        0        0   11,457   11,586   11,457   11,586      159       30

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,708)
       0        0        0   -2,726   -2,708   -2,726   -2,708       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.6     99.7     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       22       15       22       15
 
 
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-021A17
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS)                       OPEN INTEREST:        5,904
COMMITMENTS
       0      399        0    5,463    5,342    5,463    5,741      441      163

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,314)
       0      -69        0   -1,488   -1,232   -1,488   -1,301      174      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.8      0.0     92.5     90.5     92.5     97.2      7.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       15       14       15       16
 
 
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE        Code-021A28
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,922
COMMITMENTS
       0    1,731      348   17,454   15,843   17,802   17,922      120        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,544)
       0   -1,693      225   -3,749   -2,076   -3,524   -3,544      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.7      1.9     97.4     88.4     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       29       23       30       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      315,102
COMMITMENTS
  41,027   44,186   52,262  185,305  185,514  278,594  281,962   36,508   33,140

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -21,643)
    -975    1,594   -8,647  -13,265  -11,004  -22,887  -18,057    1,244   -3,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     14.0     16.6     58.8     58.9     88.4     89.5     11.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      32       40       39       72       74      126      134
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       10,791
COMMITMENTS
     230    1,931        8   10,277    8,627   10,515   10,566      276      225

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,769)
      30     -499      -92   -3,797   -3,303   -3,859   -3,894       90      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     17.9      0.1     95.2     79.9     97.4     97.9      2.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        5        1       37       37       40       43
 
 
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02265T
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,505
COMMITMENTS
     555    1,500        0   15,710   14,975   16,265   16,475      240       30

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,144)
    -588      -50        0   -1,778   -2,094   -2,366   -2,144      222        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      9.1      0.0     95.2     90.7     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        0       24       29       26       30
 
 
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-022A05
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,032
COMMITMENTS
       0        0        0    9,737   10,769    9,737   10,769    1,295      263

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -164)
       0        0        0     -241     -150     -241     -150       77      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.3     97.6     88.3     97.6     11.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       14       19       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,115,630
COMMITMENTS
 236,916  327,800  378,036  432,862  365,854  1047814  1071690   67,816   43,940

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -29,387)
   7,562  -11,631   -9,704  -25,539   -4,062  -27,681  -25,397   -1,706   -3,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     29.4     33.9     38.8     32.8     93.9     96.1      6.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     107      109      137       72       65      268      233
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       33,478
COMMITMENTS
     629    6,007      514   28,997   21,534   30,140   28,055    3,338    5,423

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -6,123)
       2   -1,800      -62   -5,916   -4,001   -5,976   -5,863     -147     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     17.9      1.5     86.6     64.3     90.0     83.8     10.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2        9       12       11       16
 
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                Code-023A55
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       73,601
COMMITMENTS
  11,286   39,135   13,777   45,609   18,713   70,672   71,625    2,929    1,976

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,713)
  -3,208   12,742   -6,150    6,996   -9,262   -2,362   -2,670     -351      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     53.2     18.7     62.0     25.4     96.0     97.3      4.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        8       13       16       17       30       32
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       61,952
COMMITMENTS
       0    1,436    2,476   53,827   50,238   56,303   54,150    5,649    7,802

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -5,349)
       0      -16     -356   -4,431   -4,412   -4,787   -4,784     -562     -565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      4.0     86.9     81.1     90.9     87.4      9.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       15       16       17       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,676,744
COMMITMENTS
 473,263   45,203  798,548  1371886  1807719  2643697  2651470   33,047   25,274

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:   -128,048)
  24,047      115  -53,367 -100,030  -72,997 -129,350 -126,249    1,302   -1,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      1.7     29.8     51.3     67.5     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      34       14       44       93       82      142      128
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,297,321
COMMITMENTS
 192,798  127,178  372,911  727,799  794,902  1293508  1294991    3,813    2,330

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:   -142,091)
 -45,267  -53,680  -17,847  -79,871  -71,083 -142,985 -142,610      894      519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      9.8     28.7     56.1     61.3     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21       21       30       44       40       79       77
 
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE         Code-024656
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,223
COMMITMENTS
   3,366    3,939    1,452    1,902    1,225    6,720    6,616      503      607

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6     54.5     20.1     26.3     17.0     93.0     91.6      7.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5       10       13        5        5       19       19
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,606
COMMITMENTS
     250    1,846       97   20,012   18,296   20,359   20,239      247      367

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -4,108)
     -17      101      -92   -3,938   -4,093   -4,047   -4,084      -61      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      9.0      0.5     97.1     88.8     98.8     98.2      1.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        4        3       31       42       35       48
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,473
COMMITMENTS
      80       39       55      805      986      940    1,080      533      393

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -385)
     -11      -41       15     -502     -360     -498     -386      113        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      2.6      3.7     54.7     66.9     63.8     73.3     36.2     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       17       17       19       20
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       66,183
COMMITMENTS
  12,666      308    4,245   47,530   60,100   64,441   64,653    1,742    1,530

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,318)
    -731     -481      164     -857   -1,241   -1,424   -1,558      106      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1      0.5      6.4     71.8     90.8     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        3       32       31       37       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,531
COMMITMENTS
     518    1,354    2,404   13,281   13,079   16,203   16,837    1,328      694

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -845)
     158      170     -342     -725     -521     -909     -693       64     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      7.7     13.7     75.8     74.6     92.4     96.0      7.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       20       17       23       20
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,060
COMMITMENTS
   4,012      972      540    7,518   11,292   12,070   12,804      990      256

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -169)
    -118     -194      200     -217     -111     -135     -105      -34      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      7.4      4.1     57.6     86.5     92.4     98.0      7.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       16       19       19       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,434
COMMITMENTS
     698    2,480      418   20,594   19,528   21,710   22,426    1,724    1,008

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,515)
     -40     -200        4   -1,439   -1,406   -1,475   -1,602      -40       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     10.6      1.8     87.9     83.3     92.6     95.7      7.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        3       26       24       29       27
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,635
COMMITMENTS
   1,128        0      176    5,900    6,623    7,204    6,799    1,431    1,836

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -469)
     -22        0      -50     -344     -326     -416     -376      -53      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      0.0      2.0     68.3     76.7     83.4     78.7     16.6     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       16       18       17
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,620
COMMITMENTS
   4,138    2,624      156    7,312    9,100   11,606   11,880    1,014      740

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -414)
      58       68       20     -454     -436     -376     -348      -38      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     20.8      1.2     57.9     72.1     92.0     94.1      8.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       16       16       19       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,156
COMMITMENTS
     378    2,332      884   10,862    9,106   12,124   12,322    1,032      834

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -738)
     100     -108     -106     -873     -504     -879     -718      141      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     17.7      6.7     82.6     69.2     92.2     93.7      7.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       18       17       21       20
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,624
COMMITMENTS
       0        0        0   58,624   58,624   58,624   58,624        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,211)
       0        0        0   -3,211   -3,211   -3,211   -3,211        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:       25)
       0        0        0       19       15       19       15
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      966,448
COMMITMENTS
       0        0        0  966,448  966,448  966,448  966,448        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -37,217)
       0        0        0  -37,217  -37,217  -37,217  -37,217        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:       24)
       0        0        0       16       16       16       16
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       27,041
COMMITMENTS
       0        0        0   27,041   27,041   27,041   27,041        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,113)
       0        0        0   -1,113   -1,113   -1,113   -1,113        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 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      101,190
COMMITMENTS
      42        0        0  100,893  100,956  100,935  100,956      255      234

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -6,783)
      42        0        0   -6,825   -6,762   -6,783   -6,762        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       17       29       18       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS)                      OPEN INTEREST:    1,396,074
COMMITMENTS
   3,920        0        0  1392154  1396074  1396074  1396074        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:   -100,144)
   3,920        0        0 -104,064 -100,144 -100,144 -100,144        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       17       24       18       24
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       64,136
COMMITMENTS
   5,377    2,665    7,800   50,959   53,671   64,136   64,136        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,310)
    -315     -210        0   -1,995   -2,100   -2,310   -2,310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      4.2     12.2     79.5     83.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       27       21       31       23
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,138,181
COMMITMENTS
  50,425   94,050   37,710  1050046  1006421  1138181  1138181        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -54,528)
  -7,376   -3,840   -2,304  -44,848  -48,384  -54,528  -54,528        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      8.3      3.3     92.3     88.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       29       23       33       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,848
COMMITMENTS
       0    3,767        0   49,721   45,550   49,721   49,317      127      531

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,045)
       0      -21        0   -3,024   -3,003   -3,024   -3,024      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.6      0.0     99.7     91.4     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       18       15       18       17
 
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A61
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       24,651
COMMITMENTS
       0    6,165      200   24,324   18,286   24,524   24,651      127        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     25.0      0.8     98.7     74.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       13       14       14
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       43,420
COMMITMENTS
   1,905    5,735        0   40,942   37,685   42,847   43,420      573        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,171)
     425        0     -105   -3,470   -3,066   -3,150   -3,171      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     13.2      0.0     94.3     86.8     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       14       16       16       17
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       15,253
COMMITMENTS
     381      974      176   13,781   13,849   14,338   14,999      915      254

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -840)
     -63        0        0     -756     -798     -819     -798      -21      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      6.4      1.2     90.3     90.8     94.0     98.3      6.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       15       15       17       16
 
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A69
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       12,261
COMMITMENTS
     212    1,067        0   11,922   10,918   12,134   11,985      127      276

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -714)
     -42      -63        0     -651     -630     -693     -693      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      8.7      0.0     97.2     89.0     99.0     97.7      1.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       10       17       12
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      840,312
COMMITMENTS
       0   60,185   23,400  816,912  756,727  840,312  840,312        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -53,760)
       0   -6,912        0  -53,760  -46,848  -53,760  -53,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      2.8     97.2     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       20       15       21       17
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      963,233
COMMITMENTS
  23,850  111,095   12,000  927,383  840,138  963,233  963,233        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -43,008)
  -3,840    3,840   -3,840  -35,328  -43,008  -43,008  -43,008        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     11.5      1.2     96.3     87.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       14       14       16       15
 
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A80
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      515,402
COMMITMENTS
 179,370        0   56,920  279,112  458,482  515,402  515,402        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -30,888)
 -27,648        0   -1,920   -1,320  -28,968  -30,888  -30,888        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      0.0     11.0     54.2     89.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       14       12       16       14
 
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A84
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      140,744
COMMITMENTS
       0    7,032        0  140,744  133,712  140,744  140,744        0        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -11,136)
       0     -384        0  -11,136  -10,752  -11,136  -11,136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.0    100.0     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       12        9       14
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,853
COMMITMENTS
   2,216      122       35   26,119   28,171   28,370   28,328      483      525

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        743)
       0        0        0      740      743      740      743        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      0.4      0.1     90.5     97.6     98.3     98.2      1.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        2        1       36       33       39       35
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,050
COMMITMENTS
   1,067        0        0    5,632    6,595    6,699    6,595      351      455

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -861)
     -30      -26        0     -820     -930     -850     -956      -11       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      0.0      0.0     79.9     93.5     95.0     93.5      5.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       15       14       17       14
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,898
COMMITMENTS
     233    1,527       86    8,324    6,757    8,643    8,370      255      528

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -788)
     143      -57      -15     -844     -643     -716     -715      -72      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     17.2      1.0     93.5     75.9     97.1     94.1      2.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        1       19       19       22       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,623
COMMITMENTS
     945        0        0    8,563    9,068    9,508    9,068      115      555

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -900)
     -65        0        0     -825     -791     -890     -791      -10     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      0.0      0.0     89.0     94.2     98.8     94.2      1.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       20       18       21       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,432,999
COMMITMENTS
 319,921  188,338  402,152  643,391  777,352  1365464  1367842   67,535   65,157

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        837)
  24,350    5,600   -8,356   -6,720    5,367    9,274    2,611   -8,437   -1,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     13.1     28.1     44.9     54.2     95.3     95.5      4.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     105      100      145       93       95      280      274
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      192,464
COMMITMENTS
  61,879   19,586      880   89,812  121,137  152,571  141,603   39,893   50,861

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -9,860)
  -2,200     -271     -404   -5,501   -9,172   -8,105   -9,847   -1,755      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     10.2      0.5     46.7     62.9     79.3     73.6     20.7     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        6        6       17       19       26       28
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,570
COMMITMENTS
     768    1,275      275   13,510   13,020   14,553   14,570       17        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,955)
    -300      695     -845   -2,810   -3,805   -3,955   -3,955        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      8.8      1.9     92.7     89.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        3       24       21       28       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,834
COMMITMENTS
   4,158   10,831    6,096   74,475   66,124   84,729   83,051    3,105    4,783

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      1,867)
    -644      293    1,642    1,249      -65    2,247    1,870     -380       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     12.3      6.9     84.8     75.3     96.5     94.6      3.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        6        8       22       19       31       29
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,900
COMMITMENTS
   2,428    1,848    7,573   31,225   31,830   41,226   41,251    2,674    2,649

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      2,312)
    -371        0    1,326    1,062      781    2,017    2,107      295      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      4.2     17.3     71.1     72.5     93.9     94.0      6.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        5       14       14       20       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,140
COMMITMENTS
   1,350        0        0    2,745    4,086    4,095    4,086       45       54

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,060)
    -550        0        0     -545   -1,060   -1,095   -1,060       35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6      0.0      0.0     66.3     98.7     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11       12       13       12
 
 
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE              Code-06765T
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,905
COMMITMENTS
   3,585    5,454    8,032   11,111    9,561   22,728   23,047    3,177    2,858

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,059)
    -928     -560      197       48     -703     -683   -1,066     -376        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     21.1     31.0     42.9     36.9     87.7     89.0     12.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        6        6       10       10       19       19
 
 
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE          Code-067A49
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,487
COMMITMENTS
       0        0        0   17,477   17,487   17,477   17,487       10        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        526)
       0        0        0      516      526      516      526       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       12       16       12
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,977
COMMITMENTS
  13,376    8,793      522    6,671   11,040   20,569   20,355    1,408    1,622

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        331)
     674      553        7     -512     -281      169      279      162       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.9     40.0      2.4     30.4     50.2     93.6     92.6      6.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      50       54       10       23       28       79       90
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       49,442
COMMITMENTS
  34,947   14,919      305    9,158   31,651   44,410   46,875    5,032    2,567

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -907)
     193   -1,038     -200     -654      844     -661     -394     -246     -513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.7     30.2      0.6     18.5     64.0     89.8     94.8     10.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      79       42        7       21       31      104       76
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      253,521
COMMITMENTS
  83,196   19,072   34,019  119,069  185,147  236,284  238,238   17,237   15,283

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -28,208)
     578   -2,968   -4,233  -24,535  -17,377  -28,190  -24,578      -18   -3,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      7.5     13.4     47.0     73.0     93.2     94.0      6.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      56       31       44       69       91      145      151
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,603
COMMITMENTS
   2,010        0    1,180    7,903    8,663   11,093    9,843    4,510    5,760

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -4,558)
  -5,697        0      995    1,245   -6,198   -3,457   -5,203   -1,101      645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      0.0      7.6     50.7     55.5     71.1     63.1     28.9     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1        9       13       13       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,869
COMMITMENTS
      66    1,941      204    7,439    5,537    7,709    7,682      160      187

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,728)
      -4     -299        0   -1,651   -1,359   -1,655   -1,658      -73      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     24.7      2.6     94.5     70.4     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        1       27       29       28       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,893
COMMITMENTS
   1,000       75      113   45,273   46,590   46,386   46,778      507      115

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -9,183)
  -1,525       75       63   -7,676   -9,343   -9,138   -9,205      -45       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.2      0.2     96.5     99.4     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        1        2       38       30       42       32
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       30,156
COMMITMENTS
     309        0        0   29,727   30,156   30,036   30,156      120        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,769)
     -41        0        0   -2,788   -2,769   -2,829   -2,769       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     98.6    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       19       20       20       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,595
COMMITMENTS
     300    4,890      150   10,965    6,555   11,415   11,595      180        0

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,339)
     -50   -1,123        0   -2,289   -1,216   -2,339   -2,339        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     42.2      1.3     94.6     56.5     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        1       25       21       26       26
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,418
COMMITMENTS
   2,487      223    6,792   27,119   29,241   36,398   36,256       20      162

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -5,140)
  -2,211      223        5   -2,899   -5,286   -5,105   -5,058      -35      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.6     18.7     74.5     80.3     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6        3        6       40       48       49       57
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,927
COMMITMENTS
     278    6,136        0    9,313    3,446    9,591    9,582      336      345

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -117)
       0       27        0     -213     -124     -213      -97       96      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     61.8      0.0     93.8     34.7     96.6     96.5      3.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       20       14       22       16
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,144
COMMITMENTS
   2,284    1,954       25    7,727    8,062   10,036   10,041      108      103

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,949)
    -114      152     -205   -1,720   -1,896   -2,039   -1,949       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     19.3      0.2     76.2     79.5     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        5        1       24       22       29       28
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,847
COMMITMENTS
  11,270    1,624      618   15,867   25,786   27,755   28,028    1,092      819

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,842)
    -261     -234     -153   -1,641   -1,602   -2,055   -1,989      213      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1      5.6      2.1     55.0     89.4     96.2     97.2      3.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       8        6        3       24       32       33       40
 
 
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A09
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,653
COMMITMENTS
     540      276    3,735   15,162   15,612   19,437   19,623      216       30

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        326)
      10       10      -20      336      341      326      331        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      1.4     19.0     77.1     79.4     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        4       14       15       18       19
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,743
COMMITMENTS
   2,494      265      624   18,092   19,387   21,210   20,276    1,533    2,467

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,120)
    -898      265      130   -2,054   -2,942   -2,822   -2,547     -298     -573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      1.2      2.7     79.5     85.2     93.3     89.2      6.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        2       18       23       22       26
 

Updated July 3, 2012