GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,211 COMMITMENTS 1,490 624 300 33,143 34,200 34,933 35,124 278 87 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,182) 0 -625 300 832 1,480 1,132 1,155 50 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 1.8 0.9 94.1 97.1 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 3 1 34 42 36 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,619 COMMITMENTS 0 0 0 22,479 22,369 22,479 22,369 140 250 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 750) 0 0 0 750 750 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 98.9 99.4 98.9 0.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 28 29 28 29 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,835 COMMITMENTS 128 216 91 4,892 5,208 5,111 5,515 1,724 1,320 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 64) 0 0 0 37 37 37 37 27 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 3.2 1.3 71.6 76.2 74.8 80.7 25.2 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 19 17 20 19 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,597 COMMITMENTS 544 237 74 7,454 7,929 8,072 8,240 1,525 1,357 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 87) 6 -10 12 134 58 152 60 -65 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 2.5 0.8 77.7 82.6 84.1 85.9 15.9 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 2 3 40 42 43 47 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,638 COMMITMENTS 401 509 276 7,400 7,272 8,077 8,057 561 581 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 354) -3 -50 123 290 314 410 387 -56 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 5.9 3.2 85.7 84.2 93.5 93.3 6.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 5 4 4 49 55 56 61 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,372 COMMITMENTS 270 100 20 2,452 2,622 2,742 2,742 630 630 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 93) -45 20 0 223 63 178 83 -85 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 3.0 0.6 72.7 77.8 81.3 81.3 18.7 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 20 22 22 24 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,662 COMMITMENTS 0 111 0 2,253 2,247 2,253 2,358 409 304 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 113) 0 0 0 102 132 102 132 11 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.0 84.6 84.4 84.6 88.6 15.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 0 22 21 22 23 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,853 COMMITMENTS 45 101 20 1,163 1,297 1,228 1,418 625 435 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 5.5 1.1 62.8 70.0 66.3 76.5 33.7 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 14 18 15 20 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 18,629 COMMITMENTS 0 0 0 18,594 18,534 18,594 18,534 35 95 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 825) 0 0 0 825 825 825 825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 99.5 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 18 21 18 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 316,100 COMMITMENTS 44,675 17,505 27,740 203,870 239,135 276,285 284,380 39,815 31,720 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -9,794) 6,562 -3,925 -20 -16,026 -3,916 -9,484 -7,861 -310 -1,933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 5.5 8.8 64.5 75.7 87.4 90.0 12.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 31 22 37 79 86 130 128 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,631 COMMITMENTS 675 618 425 13,466 13,538 14,566 14,581 65 50 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 2,110) 0 0 73 2,037 2,087 2,110 2,160 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 4.2 2.9 92.0 92.5 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 3 5 3 45 46 50 52 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,584 COMMITMENTS 1,497 550 400 13,183 14,144 15,080 15,094 504 490 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 225) 75 0 0 150 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 3.5 2.6 84.6 90.8 96.8 96.9 3.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 2 29 29 34 32 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,532 COMMITMENTS 3,758 0 596 6,826 10,506 11,180 11,102 352 430 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 0) 150 0 0 -150 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 0.0 5.2 59.2 91.1 96.9 96.3 3.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 2 8 17 11 19 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,442 COMMITMENTS 794 104 135 2,417 2,640 3,346 2,879 1,096 1,563 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -11) -8 0 11 -78 -145 -75 -134 64 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 2.3 3.0 54.4 59.4 75.3 64.8 24.7 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 3 15 18 18 22 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,368 COMMITMENTS 143 300 0 975 968 1,118 1,268 250 100 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 21.9 0.0 71.3 70.8 81.7 92.7 18.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 4 0 7 10 8 14 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 825,786 COMMITMENTS 98,166 259,454 295,476 352,858 234,000 746,500 788,930 79,286 36,856 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -6,777) -14,125 -3,112 -154 5,070 -1,750 -9,209 -5,016 2,432 -1,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 31.4 35.8 42.7 28.3 90.4 95.5 9.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 85 85 119 83 70 243 210 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,518 COMMITMENTS 1,111 0 1,986 47,403 47,317 50,500 49,303 8,018 9,215 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 238) 299 0 -61 0 0 238 -61 0 299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 3.4 81.0 80.9 86.3 84.3 13.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 22 19 24 21 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,787 COMMITMENTS 442 884 2,575 31,148 27,027 34,165 30,486 3,622 7,301 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 11) 0 128 -208 184 184 -24 104 35 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.3 6.8 82.4 71.5 90.4 80.7 9.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 14 17 17 19 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,338 COMMITMENTS 0 0 0 58,984 54,460 58,984 54,460 8,354 12,878 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -184) 0 0 0 0 -604 0 -604 -184 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.6 80.9 87.6 80.9 12.4 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 21 18 21 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,014 COMMITMENTS 0 0 0 62,293 70,075 62,293 70,075 11,721 3,939 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -124) 0 0 0 -124 0 -124 0 0 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 84.2 94.7 84.2 94.7 15.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 18 17 18 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,789 COMMITMENTS 1,943 1,194 6,505 67,067 66,374 75,515 74,073 8,274 9,716 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -769) 1,043 -1,479 131 -2,320 -7 -1,146 -1,355 377 586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.4 7.8 80.0 79.2 90.1 88.4 9.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 4 20 25 24 29 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,112 COMMITMENTS 1,325 9,395 1,621 68,084 50,860 71,030 61,876 7,082 16,236 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -163) 341 -729 201 -825 242 -283 -286 120 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 12.0 2.1 87.2 65.1 90.9 79.2 9.1 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 11 18 15 20 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,798 COMMITMENTS 4,282 1,496 4,500 56,117 65,985 64,899 71,981 13,899 6,817 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 433) -819 0 337 875 34 393 371 40 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 1.9 5.7 71.2 83.7 82.4 91.3 17.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 3 17 21 21 24 COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,205 COMMITMENTS 0 0 0 31,932 34,696 31,932 34,696 5,273 2,509 CHANGES FROM 06/15/10 (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 85.8 93.3 85.8 93.3 14.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 16 15 16 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,666 COMMITMENTS 0 0 0 68,986 67,852 68,986 67,852 1,680 2,814 CHANGES FROM 06/15/10 (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 97.6 96.0 97.6 96.0 2.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 16 17 16 17 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,953 COMMITMENTS 5,581 6,259 4,960 146,586 146,253 157,127 157,472 5,826 5,481 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 70) 1,920 398 -1,488 -238 912 194 -178 -124 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 3.8 3.0 90.0 89.8 96.4 96.6 3.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 1 4 36 37 41 41 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,732 COMMITMENTS 1,550 1,192 2,292 109,295 113,954 113,137 117,438 10,595 6,294 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 482) 0 -143 360 161 939 521 1,156 -39 -674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.0 1.9 88.3 92.1 91.4 94.9 8.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 25 23 27 24 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,389 COMMITMENTS 9,866 0 9,255 182,711 200,380 201,832 209,635 14,557 6,754 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,665) 377 -360 147 1,034 745 1,558 532 107 1,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 4.3 84.4 92.6 93.3 96.9 6.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 0 4 36 39 40 43 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 48,543 COMMITMENTS 0 2,801 1,312 43,672 39,116 44,984 43,229 3,559 5,314 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.8 2.7 90.0 80.6 92.7 89.1 7.3 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 16 12 17 13 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,806,810 COMMITMENTS 695,729 151,647 842,606 1241436 1798326 2779771 2792579 27,039 14,231 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 3,988) 2,836 -1,710 -3,654 6,132 11,592 5,314 6,228 -1,326 -2,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 5.4 30.0 44.2 64.1 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 41 26 57 113 103 180 161 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,032,092 COMMITMENTS 162,931 198,458 164,208 701,572 665,299 1028711 1027965 3,381 4,127 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 50,594) 30,518 -15,039 14,935 5,585 50,849 51,038 50,745 -444 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 19.2 15.9 68.0 64.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 26 24 41 47 42 93 87 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,784 COMMITMENTS 30 1,465 0 4,542 3,213 4,572 4,678 212 106 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 403) 0 180 0 435 300 435 480 -32 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 30.6 0.0 94.9 67.2 95.6 97.8 4.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 15 19 16 20 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,224 COMMITMENTS 88 0 0 2,096 2,204 2,184 2,204 40 20 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 0.0 94.2 99.1 98.2 99.1 1.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 12 17 13 17 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,658 COMMITMENTS 2,738 1,180 830 35,161 39,422 38,729 41,432 2,929 226 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 93) 160 0 -208 -171 301 -219 93 312 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 2.8 2.0 84.4 94.6 93.0 99.5 7.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 3 34 26 38 30 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,314 COMMITMENTS 0 870 220 16,067 15,065 16,287 16,155 1,027 1,159 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 256) 0 8 0 256 200 256 208 0 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 1.3 92.8 87.0 94.1 93.3 5.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 1 22 21 23 24 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,077 COMMITMENTS 0 0 0 11,304 11,877 11,304 11,877 1,773 1,200 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 26) 0 0 0 4 22 4 22 22 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.4 90.8 86.4 90.8 13.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 14 16 14 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,318 COMMITMENTS 0 2,410 200 27,102 26,732 27,302 29,342 3,016 976 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 419) 0 0 0 107 337 107 337 312 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.9 0.7 89.4 88.2 90.1 96.8 9.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 24 22 26 24 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,683 COMMITMENTS 560 0 260 10,195 11,130 11,015 11,390 1,668 1,293 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 154) 30 0 0 102 92 132 92 22 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 2.0 80.4 87.8 86.8 89.8 13.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 17 15 19 16 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,337 COMMITMENTS 0 3,555 0 37,082 33,739 37,082 37,294 255 43 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 5,100) 0 0 0 5,100 5,100 5,100 5,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.5 0.0 99.3 90.4 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 8 13 9 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,405 COMMITMENTS 760 0 0 15,812 16,711 16,572 16,711 833 694 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 144) 0 0 0 90 92 90 92 54 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.0 90.8 96.0 95.2 96.0 4.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 25 22 26 22 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| 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: 10,684 COMMITMENTS 0 0 0 9,302 9,694 9,302 9,694 1,382 990 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 242) 0 0 0 54 198 54 198 188 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.1 90.7 87.1 90.7 12.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 20 17 20 17 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,531 COMMITMENTS 0 0 0 56,274 56,445 56,274 56,445 257 86 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 765) 0 0 0 765 765 765 765 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 10 11 10 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 831,422 COMMITMENTS 0 0 0 831,422 831,422 831,422 831,422 0 0 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 14,112) 0 0 0 14,112 14,112 14,112 14,112 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 12 9 12 9 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,095 COMMITMENTS 0 0 0 39,754 39,944 39,754 39,944 341 151 CHANGES FROM 06/15/10 (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 99.1 99.6 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 11 14 11 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 587,003 COMMITMENTS 0 0 0 587,003 587,003 587,003 587,003 0 0 CHANGES FROM 06/15/10 (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: 21) 0 0 0 12 12 12 12 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 81,494 COMMITMENTS 0 0 0 81,343 81,494 81,343 81,494 151 0 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -766) 0 0 0 -766 -766 -766 -766 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 15 14 15 14 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,384,573 COMMITMENTS 0 0 0 1384573 1384573 1384573 1384573 0 0 CHANGES FROM 06/15/10 (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: 25) 0 0 0 16 12 16 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 175,004 COMMITMENTS 2,585 220 0 172,419 174,784 175,004 175,004 0 0 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -799) 645 0 0 -1,444 -799 -799 -799 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.1 0.0 98.5 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 0 26 29 27 30 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,890,015 COMMITMENTS 0 0 0 2890015 2890015 2890015 2890015 0 0 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 6,607) 0 0 0 6,607 6,607 6,607 6,607 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: 36) 0 0 0 24 22 24 22 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,975 COMMITMENTS 0 2,565 0 59,975 57,410 59,975 59,975 0 0 CHANGES FROM 06/15/10 (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 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 24 18 24 19 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,015,187 COMMITMENTS 0 70,200 0 1015187 944,987 1015187 1015187 0 0 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 2,338) 0 0 0 2,338 2,338 2,338 2,338 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 22 19 22 20 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,544 COMMITMENTS 4,437 110 0 57,107 61,434 61,544 61,544 0 0 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 5,379) 21 0 0 5,358 5,379 5,379 5,379 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.2 0.0 92.8 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 0 21 27 23 28 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,546 COMMITMENTS 258 0 0 11,050 10,990 11,308 10,990 238 556 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 193) 0 0 0 172 172 172 172 21 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 95.7 95.2 97.9 95.2 2.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 17 13 18 13 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 672,838 COMMITMENTS 0 64,345 0 672,838 608,493 672,838 672,838 0 0 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 93,840) 0 0 0 93,840 93,840 93,840 93,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.6 0.0 100.0 90.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 9 14 10 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,232,626 COMMITMENTS 69,417 28,552 0 1163209 1204074 1232626 1232626 0 0 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 121,178) 0 0 0 121,178 121,178 121,178 121,178 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 2.3 0.0 94.4 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 0 25 24 27 26 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,147 COMMITMENTS 35 28 124 21,156 21,774 21,315 21,926 832 221 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,151) 0 0 8 1,119 1,047 1,127 1,055 24 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.1 0.6 95.5 98.3 96.2 99.0 3.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 1 2 40 34 42 36 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,385 COMMITMENTS 185 0 0 15,537 16,305 15,722 16,305 663 80 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 156) -90 0 0 256 156 166 156 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 94.8 99.5 96.0 99.5 4.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 16 20 17 20 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,370 COMMITMENTS 0 7 23 10,035 10,280 10,058 10,310 312 60 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 52) 0 0 0 52 22 52 22 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.2 96.8 99.1 97.0 99.4 3.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 16 21 17 22 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,370 COMMITMENTS 0 0 0 10,010 9,752 10,010 9,752 360 618 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 35) 0 0 0 35 35 35 35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.5 94.0 96.5 94.0 3.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 26 21 26 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,260,132 COMMITMENTS 238,384 198,749 308,137 643,482 684,721 1190003 1191607 70,129 68,525 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -76,401) -10,499 -17,204 -27,385 -33,298 -19,997 -71,182 -64,586 -5,219 -11,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 15.8 24.5 51.1 54.3 94.4 94.6 5.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 85 101 135 87 94 256 259 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 251,353 COMMITMENTS 40,491 22,317 14,374 172,616 164,451 227,481 201,142 23,872 50,211 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 2,656) 848 -2,210 725 1,170 3,353 2,743 1,868 -87 788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 8.9 5.7 68.7 65.4 90.5 80.0 9.5 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 4 6 31 27 39 35 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,746 COMMITMENTS 500 156 599 50,373 50,717 51,472 51,472 274 274 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -3,194) -7 1 41 1,047 1,039 1,081 1,081 -4,275 -4,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.3 1.2 97.3 98.0 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 3 3 47 44 52 49 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,711 COMMITMENTS 12,537 31,517 5,791 94,100 74,312 112,428 111,620 5,283 6,091 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -4,852) -578 1 -2,529 -1,690 -3,484 -4,797 -6,012 -55 1,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 26.8 4.9 79.9 63.1 95.5 94.8 4.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 12 11 25 24 40 39 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,002 COMMITMENTS 0 3,874 10,673 25,673 21,947 36,346 36,494 1,656 1,508 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 300) 0 300 481 8 -108 489 673 -189 -373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.2 28.1 67.6 57.8 95.6 96.0 4.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 5 6 15 16 21 25 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,334 COMMITMENTS 732 0 1,140 47,373 46,774 49,245 47,914 31,089 32,420 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -45) -1,162 0 0 -180 -295 -1,342 -295 1,297 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 1.4 59.0 58.2 61.3 59.6 38.7 40.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 19 18 20 19 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,490 COMMITMENTS 4,744 450 300 18,140 22,695 23,184 23,445 306 45 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,045) 0 0 0 1,045 1,000 1,045 1,000 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 1.9 1.3 77.2 96.6 98.7 99.8 1.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 1 1 27 30 30 31 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,790 COMMITMENTS 16,218 2,372 211 3,102 18,471 19,531 21,054 2,259 736 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 281) 130 144 30 -117 65 43 239 238 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.4 10.9 1.0 14.2 84.8 89.6 96.6 10.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 64 18 8 25 33 95 54 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 30,667 COMMITMENTS 18,139 1,985 347 7,510 26,842 25,996 29,174 4,671 1,493 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 8) 250 -105 77 -340 159 -13 131 21 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.1 6.5 1.1 24.5 87.5 84.8 95.1 15.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 53 15 6 21 32 76 52 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 249,522 COMMITMENTS 58,800 15,923 24,331 147,043 195,469 230,174 235,723 19,348 13,799 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 3,042) 4,369 -6,457 36 -2,726 8,875 1,679 2,454 1,363 588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 6.4 9.8 58.9 78.3 92.2 94.5 7.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 46 32 44 82 91 158 144 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 30,070 COMMITMENTS 6,517 130 1,479 17,214 24,284 25,210 25,893 4,860 4,177 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,523) 502 0 -67 1,385 1,715 1,820 1,648 -297 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 0.4 4.9 57.2 80.8 83.8 86.1 16.2 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 1 7 18 22 25 29 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,169 COMMITMENTS 250 1,550 300 17,549 16,894 18,099 18,744 1,070 425 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 562) 0 0 0 342 471 342 471 220 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 8.1 1.6 91.5 88.1 94.4 97.8 5.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 18 10 20 11 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,122 COMMITMENTS 500 290 300 7,222 7,432 8,022 8,022 100 100 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -200) 0 50 -50 150 100 100 100 -300 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 3.6 3.7 88.9 91.5 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 3 4 29 33 34 38 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 99,597 COMMITMENTS 3,010 316 1,796 93,548 97,301 98,354 99,413 1,243 184 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,027) 325 -25 -125 865 1,227 1,065 1,077 -38 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.3 1.8 93.9 97.7 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 1 2 39 36 44 38 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,238 COMMITMENTS 1,400 0 0 22,825 23,873 24,225 23,873 13 365 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 585) 0 0 0 585 585 585 585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 0.0 94.2 98.5 99.9 98.5 0.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 20 19 21 19 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,882 COMMITMENTS 200 550 0 11,682 11,332 11,882 11,882 0 0 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 4.6 0.0 98.3 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 3 0 27 28 28 31 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,444 COMMITMENTS 234 0 85 1,948 2,250 2,267 2,335 1,177 1,109 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 114) 0 0 0 105 61 105 61 9 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 2.5 56.6 65.3 65.8 67.8 34.2 32.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 14 16 16 17 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,095 COMMITMENTS 616 50 0 18,103 19,325 18,719 19,375 1,376 720 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 49) 0 0 0 49 49 49 49 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.2 0.0 90.1 96.2 93.2 96.4 6.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 0 26 21 28 22 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,933 COMMITMENTS 1,142 2,349 37 19,398 18,302 20,577 20,688 356 245 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 291) 0 156 0 291 135 291 291 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 11.2 0.2 92.7 87.4 98.3 98.8 1.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 3 2 36 38 40 42 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,265 COMMITMENTS 1,454 0 297 11,496 12,932 13,247 13,229 18 36 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,719) 153 0 135 1,431 1,584 1,719 1,719 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 0.0 2.2 86.7 97.5 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 1 28 26 31 27 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,464 COMMITMENTS 2,517 800 1,705 28,868 32,700 33,090 35,205 4,374 2,259 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 458) 61 -91 82 376 507 519 498 -61 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 2.1 4.6 77.1 87.3 88.3 94.0 11.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 3 5 30 37 36 43
Updated June 25, 2010