```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,139
COMMITMENTS
   4,314       64       32   48,542   52,892   52,888   52,988      251      151

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      3,758)
     230       32      -32    3,511    3,672    3,709    3,672       49       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.1      0.1     91.3     99.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        1        1       38       42       41       43
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,449
COMMITMENTS
     910      120      100   26,238   26,962   27,248   27,182      201      267

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      1,155)
       0        0        0    1,155    1,204    1,155    1,204        0      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.4      0.4     95.6     98.2     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        1        1       32       36       34       38
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,964
COMMITMENTS
   1,128       45      399    5,544    6,607    7,071    7,051      893      913

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        171)
      10        0        0      138      125      148      125       23       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      0.6      5.0     69.6     83.0     88.8     88.5     11.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       23       25       25       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       14,298
COMMITMENTS
     399      856      223   12,640   12,598   13,262   13,677    1,036      621

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        649)
      -4      -41     -101      709      844      604      702       45      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      6.0      1.6     88.4     88.1     92.8     95.7      7.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        4        4       42       48       46       55
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,649
COMMITMENTS
      90      141      168   11,014   10,397   11,272   10,706      377      943

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        919)
    -179       -5      -22    1,108      770      907      743       12      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      1.2      1.4     94.5     89.3     96.8     91.9      3.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1        3        3       49       55       53       59
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,726
COMMITMENTS
     175      173      216    4,924    5,387    5,315    5,776    1,411      950

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        565)
      10     -120      120      274      431      404      431      161      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      2.6      3.2     73.2     80.1     79.0     85.9     21.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       21       22       23       23
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,235
COMMITMENTS
     305      168        5    2,839    3,527    3,149    3,700    1,086      535

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        159)
       0     -209      -18      198      268      180       41      -21      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      4.0      0.1     67.0     83.3     74.4     87.4     25.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        1       20       24       23       26
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,224
COMMITMENTS
      90        0        0    2,344    2,609    2,434    2,609      790      615

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:         42)
       0        0        0       37       32       37       32        5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      0.0     72.7     80.9     75.5     80.9     24.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       18       18       18
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        3,796
COMMITMENTS
       0        0        0    3,796    3,796    3,796    3,796        0        0

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        422)
       0        0        0      422      422      422      422        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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       16       12       16       12
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      284,217
COMMITMENTS
  32,829   10,898   50,069  158,518  195,886  241,416  256,853   42,801   27,364

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:    -22,002)
      86   -2,418   -1,149  -16,191  -12,295  -17,254  -15,861   -4,748   -6,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      3.8     17.6     55.8     68.9     84.9     90.4     15.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      29       21       37       62       62      113      105
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       21,730
COMMITMENTS
      76      274       41   21,302   21,362   21,419   21,677      311       53

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        798)
       0      -61        0      747      859      747      798       51        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.3      0.2     98.0     98.3     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        2        1       44       47       46       50
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,039
COMMITMENTS
     315        0        0   16,320   19,169   16,635   19,169    3,404      870

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        645)
    -324        0        0     -105      495     -429      495    1,074      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     81.4     95.7     83.0     95.7     17.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       23       22       25       22
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      870,062
COMMITMENTS
 132,028  164,613  327,959  325,838  336,607  785,825  829,179   84,236   40,883

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:    -23,756)
   2,735   -6,564  -16,142   -7,556   -6,001  -20,963  -28,707   -2,793    4,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     18.9     37.7     37.5     38.7     90.3     95.3      9.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      64       69       89       79       66      195      180
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,510
COMMITMENTS
   2,987        0    2,792   78,913   83,261   84,692   86,053    9,818    8,457

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:         99)
      94        0      171      -46     -196      219      -25     -120      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      3.0     83.5     88.1     89.6     91.1     10.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        2       23       26       26       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,317
COMMITMENTS
   2,731   11,115    2,440   47,605   31,303   52,776   44,858    9,541   17,459

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        255)
      41       87      646    2,363    1,640    3,050    2,373   -2,795   -2,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     17.8      3.9     76.4     50.2     84.7     72.0     15.3     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       16       16       20       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,015
COMMITMENTS
   4,609    1,988    1,870   74,871   74,592   81,350   78,450    9,665   12,565

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      4,432)
     604     -248      248    3,152    4,432    4,004    4,432      428        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      2.2      2.1     82.3     82.0     89.4     86.2     10.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       24       25       27       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,876
COMMITMENTS
       0        0        0   84,693   88,189   84,693   88,189   16,183   12,687

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      1,884)
       0        0        0    2,312    2,669    2,312    2,669     -428     -785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.0     87.4     84.0     87.4     16.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       22       23       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,611
COMMITMENTS
       0    6,558    2,540   81,844   75,255   84,384   84,353    8,227    8,258

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:     -1,072)
       0    3,142   -1,343      179   -2,379   -1,164     -580       92     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.1      2.7     88.4     81.3     91.1     91.1      8.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       28       28       31       31
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      132,387
COMMITMENTS
   2,493    3,713    8,349  108,548  112,145  119,390  124,207   12,997    8,180

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:       -962)
    -860     -330     -232   -1,368     -400   -2,460     -962    1,498        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      2.8      6.3     82.0     84.7     90.2     93.8      9.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        3       20       28       23       31
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,646
COMMITMENTS
     684    5,541   19,442   54,039   48,059   74,165   73,042    6,481    7,604

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:     -1,367)
     473     -218     -735      137      322     -125     -631   -1,242     -736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      6.9     24.1     67.0     59.6     92.0     90.6      8.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       12       13       15       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,348
COMMITMENTS
      30        0      524   50,832   45,423   51,386   45,947    6,962   12,401

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:         57)
      30     -338      276     -249     -306       57     -368        0      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.9     87.1     77.8     88.1     78.7     11.9     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       24       19       25       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,070
COMMITMENTS
   5,039    5,638    6,690   80,751   75,699   92,480   88,027    6,590   11,043

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:       -417)
     525   -2,656      521     -338    3,359      708    1,224   -1,125   -1,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      5.7      6.8     81.5     76.4     93.3     88.9      6.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        4       28       27       32       33
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,118,050
COMMITMENTS
  22,588  151,744  737,739  1352072  1223079  2112398  2112561    5,652    5,489

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:   -211,427)
 -12,705   12,243 -153,844  -45,822  -70,653 -212,372 -212,254      944      827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      7.2     34.8     63.8     57.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      33       36       60       57       57      120      123
 
 
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE               Code-023A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,612
COMMITMENTS
       0        0        0   40,006   38,586   40,006   38,586    1,606    3,026

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      1,260)
       0        0        0      780    1,170      780    1,170      480       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.1     92.7     96.1     92.7      3.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       13       17       13       17
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,869
COMMITMENTS
       0   16,224    1,008   63,936   41,318   64,944   58,550    3,925   10,319

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      2,066)
       0   -3,267       30    2,435    8,230    2,465    4,993     -399   -2,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     23.6      1.5     92.8     60.0     94.3     85.0      5.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       14       14       16       16
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,873
COMMITMENTS
     551    1,878    1,465   32,322   30,210   34,338   33,553    6,535    7,320

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        300)
    -180        0      180      180      120      180      300      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      4.6      3.6     79.1     73.9     84.0     82.1     16.0     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       17       13       19       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      139,940
COMMITMENTS
     360    5,272      600  138,860  130,532  139,820  136,404      120    3,536

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      4,540)
  -4,280    3,800      600    8,100       20    4,420    4,420      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      3.8      0.4     99.2     93.3     99.9     97.5      0.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        1       17       16       19       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      233,092
COMMITMENTS
   9,411   11,130    6,035  206,371  204,441  221,817  221,606   11,275   11,486

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:       -699)
  -2,572     -940    1,229     -318   -1,302   -1,661   -1,013      962      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      4.8      2.6     88.5     87.7     95.2     95.1      4.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        2        6       37       32       45       38
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      170,521
COMMITMENTS
     420    2,877    3,583  151,736  159,445  155,739  165,905   14,782    4,616

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      4,137)
       0      816      -40    4,239    3,359    4,199    4,135      -62        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.7      2.1     89.0     93.5     91.3     97.3      8.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        2       33       31       35       33
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      286,213
COMMITMENTS
  12,000    2,350   15,982  238,612  252,492  266,594  270,824   19,619   15,389

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:     14,423)
  -3,634       34    3,431   12,957    9,694   12,754   13,159    1,669    1,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.8      5.6     83.4     88.2     93.1     94.6      6.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        1        4       43       40       47       44
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      116,863
COMMITMENTS
       0    3,011    2,150  111,056  107,899  113,206  113,060    3,657    3,803

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:     -6,405)
       0     -549        0   -6,405   -5,856   -6,405   -6,405        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      1.8     95.0     92.3     96.9     96.7      3.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        5        3       28       29       31       34
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,471
COMMITMENTS
     180        0      248   54,940   52,241   55,368   52,489    4,103    6,982

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      2,513)
     180        0      248    2,808    6,268    3,236    6,516     -723   -4,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.4     92.4     87.8     93.1     88.3      6.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       18       18       19       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,003,038
COMMITMENTS
 669,595  125,303  973,641  1322241  1889749  2965477  2988693   37,561   14,345

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:   -209,597)
 -15,496  -19,199  -63,895 -132,295 -121,517 -211,686 -204,611    2,089   -4,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      4.2     32.4     44.0     62.9     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      36       19       50      102       98      156      151
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,151,410
COMMITMENTS
 145,804   74,561  239,938  758,937  833,443  1144679  1147942    6,731    3,468

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:   -139,402)
 -82,925 -101,103  -30,544  -26,621   -8,796 -140,090 -140,443      688    1,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      6.5     20.8     65.9     72.4     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      24       19       35       38       38       78       76
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      104,310
COMMITMENTS
   3,636    1,687    7,000   92,343   95,103  102,979  103,790    1,331      519

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:     -2,883)
     -79      610     -134   -2,787   -3,837   -3,000   -3,361      117      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.6      6.7     88.5     91.2     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        5        7       33       32       41       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,418
COMMITMENTS
       0        0        0    8,312    7,988    8,312    7,988      106      430

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:         88)
       0        0        0       88       88       88       88        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.7     94.9     98.7     94.9      1.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       15       13       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,679
COMMITMENTS
   2,960        0       40   28,131   31,140   31,131   31,180    1,548    1,499

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:     -1,129)
       0      -52      -12   -1,565   -1,403   -1,577   -1,467      448      337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.0      0.1     86.1     95.3     95.3     95.4      4.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       19       18       20       19
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,599
COMMITMENTS
       0        0        0   12,933   12,213   12,933   12,213      666    1,386

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:       -482)
       0        0        0     -430     -390     -430     -390      -52      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.1     89.8     95.1     89.8      4.9     10.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,886
COMMITMENTS
     170      680      520   25,400   26,762   26,090   27,962    2,796      924

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        -44)
      70        0        0      106      -34      176      -34     -220      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      2.4      1.8     87.9     92.6     90.3     96.8      9.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       24       19       27       21
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,593
COMMITMENTS
       0        0        0   28,313   27,741   28,313   27,741      280      852

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:         24)
       0        0        0       24       24       24       24        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.0     97.0     99.0     97.0      1.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       16       17       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,754
COMMITMENTS
     920        0        0    9,149   10,390   10,069   10,390    1,685    1,364

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      0.0     77.8     88.4     85.7     88.4     14.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       17       14       18       14
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,943
COMMITMENTS
       7       65       30   14,945   14,997   14,982   15,093      961      850

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        367)
      -4       -1        0      343      337      339      335       28       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.2     93.7     94.1     94.0     94.7      6.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       19       19       21       20
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      130,032
COMMITMENTS
   3,324    8,152    2,570  124,138  118,030  130,032  128,752        0    1,280

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      3,541)
   1,320      210        0    2,221    3,331    3,541    3,541        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      6.3      2.0     95.5     90.8    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       18       27       21       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,089,169
COMMITMENTS
       0   74,135   46,480  2042689  1945234  2089169  2065849        0   23,320

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:     94,352)
       0        0        0   94,352   94,352   94,352   94,352        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      2.2     97.8     93.1    100.0     98.9      0.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       13       21       14       24
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,862
COMMITMENTS
       0        0        0   17,726   17,748   17,726   17,748      136      114

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        848)
       0        0        0      911      848      911      848      -63        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     99.4     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       27       24       27       24
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,810
COMMITMENTS
       0        0        0    5,856    6,795    5,856    6,795      954       15

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        218)
       0        0        0      137      203      137      203       81       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.0     99.8     86.0     99.8     14.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       19       21       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,793,136
COMMITMENTS
 193,952  105,947  986,914  1530793  1624129  2711658  2716990   81,478   76,146

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      5,609)
  -6,521    5,498  -21,979   26,043   15,544   -2,456     -937    8,065    6,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      3.8     35.3     54.8     58.1     97.1     97.3      2.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     122       81      165       83       92      285      266
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      103,753
COMMITMENTS
   4,287   20,809   30,276   67,228   50,545  101,792  101,630    1,962    2,123

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        800)
     385      337      132    1,087      412    1,604      881     -804      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     20.1     29.2     64.8     48.7     98.1     98.0      1.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        6       12       15       17       28       30
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      201,067
COMMITMENTS
  18,714   26,432   13,040  122,374  111,456  154,128  150,928   46,939   50,139

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:     -6,125)
  -4,696   -1,564   -1,640   -2,308   -3,453   -8,644   -6,657    2,519      532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     13.1      6.5     60.9     55.4     76.7     75.1     23.3     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        6        6       20       22       26       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      206,373
COMMITMENTS
  19,861   18,527   64,872  118,554  120,256  203,287  203,655    3,086    2,718

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      1,408)
  -1,763     -102    2,129    1,174     -735    1,540    1,292     -133      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      9.0     31.4     57.4     58.3     98.5     98.7      1.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      29       19       39       26       28       69       72
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      516,997
COMMITMENTS
  18,814   15,133   83,495  399,545  398,474  501,853  497,101   15,143   19,895

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:    -36,833)
  -3,008   -1,727  -12,062  -25,709  -28,977  -40,779  -42,766    3,946    5,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      2.9     16.1     77.3     77.1     97.1     96.2      2.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        4        8       32       32       40       40
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       77,519
COMMITMENTS
   2,128    3,366    2,250   72,477   71,491   76,855   77,107      664      412

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      6,596)
     -51      225       25    6,346    6,421    6,320    6,671      276      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      4.3      2.9     93.5     92.2     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        3        3       41       44       47       48
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      196,818
COMMITMENTS
  23,805   37,713   37,570  126,738  111,112  188,113  186,395    8,705   10,423

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:       -592)
 -12,799     -337       18   12,522     -107     -259     -426     -333     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     19.2     19.1     64.4     56.5     95.6     94.7      4.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      13       20       24       23       23       50       53
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,472
COMMITMENTS
   2,315    3,145    6,636   17,992   20,131   26,943   29,912    6,529    3,560

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:     -2,944)
  -7,156        0      155    1,620   -3,498   -5,381   -3,343    2,437      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      9.4     19.8     53.8     60.1     80.5     89.4     19.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        8       11       13       20       21
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,644
COMMITMENTS
       0    2,170    1,080   53,271   50,120   54,351   53,370   14,293   15,274

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      1.6     77.6     73.0     79.2     77.7     20.8     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       18       18       19       19
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      110,111
COMMITMENTS
   4,681    3,463    7,772   62,627   63,806   75,080   75,041   35,031   35,070

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      1,303)
   1,020   -3,363   -3,624   -1,433   -2,063   -4,037   -9,050    5,340   10,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      3.1      7.1     56.9     57.9     68.2     68.2     31.8     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       20       21       23       24
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,059
COMMITMENTS
     120    4,955    1,230   39,709   34,874   41,059   41,059        0        0

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        960)
       0        0        0      960      960      960      960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     12.1      3.0     96.7     84.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        5        1       26       31       27       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,174
COMMITMENTS
   8,619    2,883       57    2,594    9,716   11,270   12,656    1,904      518

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        811)
     485     -452       20      162    1,450      667    1,018      144     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.4     21.9      0.4     19.7     73.8     85.5     96.1     14.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      44       17        2       16       25       62       43
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       20,101
COMMITMENTS
   9,851    2,509      162    6,129   16,393   16,142   19,064    3,959    1,037

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:       -839)
    -325      322      -46     -133     -798     -504     -522     -335     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.0     12.5      0.8     30.5     81.6     80.3     94.8     19.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      40       10        4       15       21       59       32
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      233,001
COMMITMENTS
  55,520    6,129   31,583  125,513  180,514  212,617  218,226   20,384   14,775

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:    -17,699)
  -7,367      440   -3,874   -4,599  -12,255  -15,840  -15,689   -1,860   -2,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8      2.6     13.6     53.9     77.5     91.3     93.7      8.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      65       17       43       71       86      149      137
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,058
COMMITMENTS
     850        0       50    7,784    8,538    8,684    8,588      374      470

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      1,050)
     800        0        0       76      876      876      876      174      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      0.0      0.6     85.9     94.3     95.9     94.8      4.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        1       27       29       30       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       31,630
COMMITMENTS
   1,433        0       50   29,172   31,522   30,655   31,572      975       58

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      1,409)
       0        0        0    1,386    1,409    1,386    1,409       23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      0.2     92.2     99.7     96.9     99.8      3.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        1       34       31       37       32
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,049
COMMITMENTS
     871      300      149   23,031   23,775   24,051   24,224      998      825

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      2,434)
     871     -265       24    1,607    2,675    2,502    2,434      -68        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.2      0.6     91.9     94.9     96.0     96.7      4.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       18       12       20       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,236
COMMITMENTS
     125        0        0   17,787   18,236   17,912   18,236      324        0

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        620)
    -324        0        0      620      620      296      620      324        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     97.5    100.0     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        0       30       21       32       21
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,701
COMMITMENTS
       0      670        0    3,553    3,181    3,553    3,851    1,148      850

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        129)
       0       12        0      103      117      103      129       26        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.3      0.0     75.6     67.7     75.6     81.9     24.4     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17       18       17       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,921
COMMITMENTS
     897      960      172   25,849   26,032   26,918   27,164    1,003      757

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:        -90)
     117     -437     -311     -231      -51     -425     -799      335      709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      3.4      0.6     92.6     93.2     96.4     97.3      3.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        2       28       29       32       33
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,174
COMMITMENTS
       0      288        0    4,258    5,503    4,258    5,791    1,916      383

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:          0)
       0     -192        0        0        0        0     -192        0      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7      0.0     69.0     89.1     69.0     93.8     31.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       15       11       16
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,685
COMMITMENTS
      45    1,560      180   12,276   10,881   12,501   12,621      184       64

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      1,830)
    -180    1,470      180    1,782      132    1,782    1,782       48       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     12.3      1.4     96.8     85.8     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       24       21       26       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,784
COMMITMENTS
   3,951    6,327      527   47,888   47,673   52,366   54,527    3,418    1,257

CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST:      2,681)
       0     -772   -1,830    4,499    4,920    2,669    2,318       12      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     11.3      0.9     85.8     85.5     93.9     97.7      6.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        3        4       29       35       36       41
```

----

Updated April 3, 2009