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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    53,139:     4,314         64         32     48,542     52,892     52,888     52,988:       251        151
Old  :    53,139:     4,314         64         32     48,542     52,892     52,888     52,988:       251        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     3,758:       230         32        -32      3,511      3,672      3,709      3,672:        49         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        0.1        0.1       91.3       99.5       99.5       99.7:       0.5        0.3
Old  :     100.0:       8.1        0.1        0.1       91.3       99.5       99.5       99.7:       0.5        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         2          1          1         38         42         41         43:
Old  :        49:         2          1          1         38         42         41         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       55.0       74.1       75.6       42.9       42.3       50.7       51.8
Old  :                 52.7       55.0       74.1       75.6       42.9       42.3       50.7       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    27,449:       910        120        100     26,238     26,962     27,248     27,182:       201        267
Old  :    27,449:       910        120        100     26,238     26,962     27,248     27,182:       201        267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     1,155:         0          0          0      1,155      1,204      1,155      1,204:         0        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        0.4        0.4       95.6       98.2       99.3       99.0:       0.7        1.0
Old  :     100.0:       3.3        0.4        0.4       95.6       98.2       99.3       99.0:       0.7        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         1          1          1         32         36         34         38:
Old  :        45:         1          1          1         32         36         34         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       51.8       68.6       75.1       22.0       29.1       34.2       38.0
Old  :                 51.8       51.8       68.6       75.1       22.0       29.1       34.2       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     7,964:     1,128         45        399      5,544      6,607      7,071      7,051:       893        913
Old  :     7,964:     1,128         45        399      5,544      6,607      7,071      7,051:       893        913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       171:        10          0          0        138        125        148        125:        23         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        0.6        5.0       69.6       83.0       88.8       88.5:      11.2       11.5
Old  :     100.0:      14.2        0.6        5.0       69.6       83.0       88.8       88.5:      11.2       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          2         23         25         25         27:
Old  :        27:         1          1          2         23         25         25         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       55.0       71.0       67.0       49.8       51.9       59.1       57.7
Old  :                 56.4       55.0       71.0       67.0       49.8       51.9       59.1       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    14,298:       399        856        223     12,640     12,598     13,262     13,677:     1,036        621
Old  :    14,298:       399        856        223     12,640     12,598     13,262     13,677:     1,036        621
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       649:        -4        -41       -101        709        844        604        702:        45        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        6.0        1.6       88.4       88.1       92.8       95.7:       7.2        4.3
Old  :     100.0:       2.8        6.0        1.6       88.4       88.1       92.8       95.7:       7.2        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         3          4          4         42         48         46         55:
Old  :        56:         3          4          4         42         48         46         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       38.7       47.3       53.7       28.0       34.8       40.2       45.9
Old  :                 29.8       38.7       47.3       53.7       28.0       34.8       40.2       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    11,649:        90        141        168     11,014     10,397     11,272     10,706:       377        943
Old  :    11,649:        90        141        168     11,014     10,397     11,272     10,706:       377        943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       919:      -179         -5        -22      1,108        770        907        743:        12        176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        1.2        1.4       94.5       89.3       96.8       91.9:       3.2        8.1
Old  :     100.0:       0.8        1.2        1.4       94.5       89.3       96.8       91.9:       3.2        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         1          3          3         49         55         53         59:
Old  :        62:         1          3          3         49         55         53         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       22.3       44.4       37.9       26.8       18.1       34.8       28.4
Old  :                 30.2       22.3       44.4       37.9       26.8       18.1       34.8       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165H
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     6,726:       175        173        216      4,924      5,387      5,315      5,776:     1,411        950
Old  :     6,726:       175        173        216      4,924      5,387      5,315      5,776:     1,411        950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       565:        10       -120        120        274        431        404        431:       161        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        2.6        3.2       73.2       80.1       79.0       85.9:      21.0       14.1
Old  :     100.0:       2.6        2.6        3.2       73.2       80.1       79.0       85.9:      21.0       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          1          1         21         22         23         23:
Old  :        25:         1          1          1         21         22         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       43.4       56.2       63.0       30.7       34.0       39.8       45.4
Old  :                 41.8       43.4       56.2       63.0       30.7       34.0       39.8       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     4,235:       305        168          5      2,839      3,527      3,149      3,700:     1,086        535
Old  :     4,235:       305        168          5      2,839      3,527      3,149      3,700:     1,086        535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       159:         0       -209        -18        198        268        180         41:       -21        118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        4.0        0.1       67.0       83.3       74.4       87.4:      25.6       12.6
Old  :     100.0:       7.2        4.0        0.1       67.0       83.3       74.4       87.4:      25.6       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          2          1         20         24         23         26:
Old  :        30:         2          2          1         20         24         23         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       52.3       54.5       66.2       37.0       48.3       47.5       58.0
Old  :                 40.9       52.3       54.5       66.2       37.0       48.3       47.5       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     3,224:        90          0          0      2,344      2,609      2,434      2,609:       790        615
Old  :     3,224:        90          0          0      2,344      2,609      2,434      2,609:       790        615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :        42:         0          0          0         37         32         37         32:         5         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        0.0        0.0       72.7       80.9       75.5       80.9:      24.5       19.1
Old  :     100.0:       2.8        0.0        0.0       72.7       80.9       75.5       80.9:      24.5       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          0          0         17         18         18         18:
Old  :        24:         1          0          0         17         18         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       47.6       53.1       66.7       34.0       43.4       46.6       56.5
Old  :                 38.1       47.6       53.1       66.7       34.0       43.4       46.6       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 GALLONS)                                               :
     :          :                                                                            :
All  :     3,796:         0          0          0      3,796      3,796      3,796      3,796:         0          0
Old  :     3,796:         0          0          0      3,796      3,796      3,796      3,796:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       422:         0          0          0        422        422        422        422:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         16         12         16         12:
Old  :        20:         0          0          0         16         12         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       79.2       85.9       96.1       43.5       55.6       57.6       60.8
Old  :                 64.6       79.2       85.9       96.1       43.5       55.6       57.6       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   284,217:    32,829     10,898     50,069    158,518    195,886    241,416    256,853:    42,801     27,364
Old  :   284,217:    32,829     10,898     50,069    158,518    195,886    241,416    256,853:    42,801     27,364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :   -22,002:        86     -2,418     -1,149    -16,191    -12,295    -17,254    -15,861:    -4,748     -6,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        3.8       17.6       55.8       68.9       84.9       90.4:      15.1        9.6
Old  :     100.0:      11.6        3.8       17.6       55.8       68.9       84.9       90.4:      15.1        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        29         21         37         62         62        113        105:
Old  :       125:        29         21         37         62         62        113        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       32.3       34.7       41.1       14.8       27.3       22.3       32.7
Old  :                 23.3       32.3       34.7       41.1       14.8       27.3       22.3       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1000 BARRELS)                                                :
     :          :                                                                            :
All  :    21,730:        76        274         41     21,302     21,362     21,419     21,677:       311         53
Old  :    21,730:        76        274         41     21,302     21,362     21,419     21,677:       311         53
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       798:         0        -61          0        747        859        747        798:        51          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        1.3        0.2       98.0       98.3       98.6       99.8:       1.4        0.2
Old  :     100.0:       0.3        1.3        0.2       98.0       98.3       98.6       99.8:       1.4        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         1          2          1         44         47         46         50:
Old  :        60:         1          2          1         44         47         46         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       28.4       56.7       47.8       35.3       24.5       48.3       38.4
Old  :                 37.3       28.4       56.7       47.8       35.3       24.5       48.3       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    20,039:       315          0          0     16,320     19,169     16,635     19,169:     3,404        870
Old  :    20,039:       315          0          0     16,320     19,169     16,635     19,169:     3,404        870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       645:      -324          0          0       -105        495       -429        495:     1,074        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        0.0        0.0       81.4       95.7       83.0       95.7:      17.0        4.3
Old  :     100.0:       1.6        0.0        0.0       81.4       95.7       83.0       95.7:      17.0        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          0          0         23         22         25         22:
Old  :        30:         2          0          0         23         22         25         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       55.8       65.8       79.7       29.5       40.9       36.8       51.0
Old  :                 49.5       55.8       65.8       79.7       29.5       40.9       36.8       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  :   870,062:   132,028    164,613    327,959    325,838    336,607    785,825    829,179:    84,236     40,883
Old  :   870,062:   132,028    164,613    327,959    325,838    336,607    785,825    829,179:    84,236     40,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :   -23,756:     2,735     -6,564    -16,142     -7,556     -6,001    -20,963    -28,707:    -2,793      4,951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       18.9       37.7       37.5       38.7       90.3       95.3:       9.7        4.7
Old  :     100.0:      15.2       18.9       37.7       37.5       38.7       90.3       95.3:       9.7        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        64         69         89         79         66        195        180:
Old  :       222:        64         69         89         79         66        195        180:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       42.5       46.9       55.7       14.1       20.0       17.7       23.4
Old  :                 34.4       42.5       46.9       55.7       14.1       20.0       17.7       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    94,510:     2,987          0      2,792     78,913     83,261     84,692     86,053:     9,818      8,457
Old  :    94,510:     2,987          0      2,792     78,913     83,261     84,692     86,053:     9,818      8,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :        99:        94          0        171        -46       -196        219        -25:      -120        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        0.0        3.0       83.5       88.1       89.6       91.1:      10.4        8.9
Old  :     100.0:       3.2        0.0        3.0       83.5       88.1       89.6       91.1:      10.4        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          0          2         23         26         26         28:
Old  :        30:         3          0          2         23         26         26         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       40.4       67.7       59.9       45.8       32.0       56.6       50.4
Old  :                 50.2       40.4       67.7       59.9       45.8       32.0       56.6       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    62,317:     2,731     11,115      2,440     47,605     31,303     52,776     44,858:     9,541     17,459
Old  :    62,317:     2,731     11,115      2,440     47,605     31,303     52,776     44,858:     9,541     17,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       255:        41         87        646      2,363      1,640      3,050      2,373:    -2,795     -2,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       17.8        3.9       76.4       50.2       84.7       72.0:      15.3       28.0
Old  :     100.0:       4.4       17.8        3.9       76.4       50.2       84.7       72.0:      15.3       28.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          3         16         16         20         19:
Old  :        23:         2          2          3         16         16         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       40.3       66.1       56.2       41.6       33.5       59.3       48.1
Old  :                 46.4       40.3       66.1       56.2       41.6       33.5       59.3       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    91,015:     4,609      1,988      1,870     74,871     74,592     81,350     78,450:     9,665     12,565
Old  :    91,015:     4,609      1,988      1,870     74,871     74,592     81,350     78,450:     9,665     12,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     4,432:       604       -248        248      3,152      4,432      4,004      4,432:       428          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        2.2        2.1       82.3       82.0       89.4       86.2:      10.6       13.8
Old  :     100.0:       5.1        2.2        2.1       82.3       82.0       89.4       86.2:      10.6       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          1          2         24         25         27         27:
Old  :        31:         2          1          2         24         25         27         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       35.1       56.6       54.7       33.1       29.4       52.6       46.9
Old  :                 36.1       35.1       56.6       54.7       33.1       29.4       52.6       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   100,876:         0          0          0     84,693     88,189     84,693     88,189:    16,183     12,687
Old  :   100,876:         0          0          0     84,693     88,189     84,693     88,189:    16,183     12,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     1,884:         0          0          0      2,312      2,669      2,312      2,669:      -428       -785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       84.0       87.4       84.0       87.4:      16.0       12.6
Old  :     100.0:       0.0        0.0        0.0       84.0       87.4       84.0       87.4:      16.0       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          0          0         23         22         23         22:
Old  :        26:         0          0          0         23         22         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       44.6       57.8       63.6       26.9       31.2       40.3       42.5
Old  :                 37.3       44.6       57.8       63.6       26.9       31.2       40.3       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    92,611:         0      6,558      2,540     81,844     75,255     84,384     84,353:     8,227      8,258
Old  :    92,611:         0      6,558      2,540     81,844     75,255     84,384     84,353:     8,227      8,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    -1,072:         0      3,142     -1,343        179     -2,379     -1,164       -580:        92       -492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.1        2.7       88.4       81.3       91.1       91.1:       8.9        8.9
Old  :     100.0:       0.0        7.1        2.7       88.4       81.3       91.1       91.1:       8.9        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         0          3          3         28         28         31         31:
Old  :        38:         0          3          3         28         28         31         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       21.2       61.1       39.1       35.4       20.8       50.2       36.0
Old  :                 42.2       21.2       61.1       39.1       35.4       20.8       50.2       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                  Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   132,387:     2,493      3,713      8,349    108,548    112,145    119,390    124,207:    12,997      8,180
Old  :   132,387:     2,493      3,713      8,349    108,548    112,145    119,390    124,207:    12,997      8,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :      -962:      -860       -330       -232     -1,368       -400     -2,460       -962:     1,498          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        2.8        6.3       82.0       84.7       90.2       93.8:       9.8        6.2
Old  :     100.0:       1.9        2.8        6.3       82.0       84.7       90.2       93.8:       9.8        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          2          3         20         28         23         31:
Old  :        35:         1          2          3         20         28         23         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       32.5       74.5       51.6       46.3       31.9       61.8       49.9
Old  :                 53.3       32.5       74.5       51.6       46.3       31.9       61.8       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    80,646:       684      5,541     19,442     54,039     48,059     74,165     73,042:     6,481      7,604
Old  :    80,646:       684      5,541     19,442     54,039     48,059     74,165     73,042:     6,481      7,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    -1,367:       473       -218       -735        137        322       -125       -631:    -1,242       -736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        6.9       24.1       67.0       59.6       92.0       90.6:       8.0        9.4
Old  :     100.0:       0.8        6.9       24.1       67.0       59.6       92.0       90.6:       8.0        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          2          3         12         13         15         16:
Old  :        21:         1          2          3         12         13         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.1       59.4       79.4       74.5       33.1       26.6       40.8       36.7
Old  :                 64.1       59.4       79.4       74.5       33.1       26.6       40.8       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                      Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    58,348:        30          0        524     50,832     45,423     51,386     45,947:     6,962     12,401
Old  :    58,348:        30          0        524     50,832     45,423     51,386     45,947:     6,962     12,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :        57:        30       -338        276       -249       -306         57       -368:         0        425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.0        0.9       87.1       77.8       88.1       78.7:      11.9       21.3
Old  :     100.0:       0.1        0.0        0.9       87.1       77.8       88.1       78.7:      11.9       21.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          0          1         24         19         25         20:
Old  :        27:         1          0          1         24         19         25         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       37.3       57.9       59.1       38.2       29.5       56.1       45.5
Old  :                 38.8       37.3       57.9       59.1       38.2       29.5       56.1       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                          Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    99,070:     5,039      5,638      6,690     80,751     75,699     92,480     88,027:     6,590     11,043
Old  :    99,070:     5,039      5,638      6,690     80,751     75,699     92,480     88,027:     6,590     11,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :      -417:       525     -2,656        521       -338      3,359        708      1,224:    -1,125     -1,641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        5.7        6.8       81.5       76.4       93.3       88.9:       6.7       11.1
Old  :     100.0:       5.1        5.7        6.8       81.5       76.4       93.3       88.9:       6.7       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         2          4          4         28         27         32         33:
Old  :        38:         2          4          4         28         27         32         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       31.3       49.9       51.9       28.2       29.0       42.0       42.9
Old  :                 32.7       31.3       49.9       51.9       28.2       29.0       42.0       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                            Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  : 2,118,050:    22,588    151,744    737,739  1,352,072  1,223,079  2,112,398  2,112,561:     5,652      5,489
Old  : 2,118,050:    22,588    151,744    737,739  1,352,072  1,223,079  2,112,398  2,112,561:     5,652      5,489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :  -211,427:   -12,705     12,243   -153,844    -45,822    -70,653   -212,372   -212,254:       944        827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        7.2       34.8       63.8       57.7       99.7       99.7:       0.3        0.3
Old  :     100.0:       1.1        7.2       34.8       63.8       57.7       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        33         36         60         57         57        120        123:
Old  :       127:        33         36         60         57         57        120        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       31.9       53.9       50.3        8.1        6.2        9.6        8.3
Old  :                 35.6       31.9       53.9       50.3        8.1        6.2        9.6        8.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE                                                  Code-023A26
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    41,612:         0          0          0     40,006     38,586     40,006     38,586:     1,606      3,026
Old  :    41,612:         0          0          0     40,006     38,586     40,006     38,586:     1,606      3,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     1,260:         0          0          0        780      1,170        780      1,170:       480         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.1       92.7       96.1       92.7:       3.9        7.3
Old  :     100.0:       0.0        0.0        0.0       96.1       92.7       96.1       92.7:       3.9        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          0          0         13         17         13         17:
Old  :        24:         0          0          0         13         17         13         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.9       49.5       90.7       74.4       66.2       47.3       76.4       67.6
Old  :                 77.9       49.5       90.7       74.4       66.2       47.3       76.4       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-023A39
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    68,869:         0     16,224      1,008     63,936     41,318     64,944     58,550:     3,925     10,319
Old  :    68,869:         0     16,224      1,008     63,936     41,318     64,944     58,550:     3,925     10,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     2,066:         0     -3,267         30      2,435      8,230      2,465      4,993:      -399     -2,927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       23.6        1.5       92.8       60.0       94.3       85.0:       5.7       15.0
Old  :     100.0:       0.0       23.6        1.5       92.8       60.0       94.3       85.0:       5.7       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          2          2         14         14         16         16:
Old  :        22:         0          2          2         14         14         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.7       42.9       88.6       67.6       69.2       41.5       85.0       64.5
Old  :                 71.7       42.9       88.6       67.6       69.2       41.5       85.0       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    40,873:       551      1,878      1,465     32,322     30,210     34,338     33,553:     6,535      7,320
Old  :    40,873:       551      1,878      1,465     32,322     30,210     34,338     33,553:     6,535      7,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       300:      -180          0        180        180        120        180        300:       120          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        4.6        3.6       79.1       73.9       84.0       82.1:      16.0       17.9
Old  :     100.0:       1.3        4.6        3.6       79.1       73.9       84.0       82.1:      16.0       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          2          2         17         13         19         16:
Old  :        23:         1          2          2         17         13         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       38.7       72.7       65.4       52.2       34.5       59.8       49.5
Old  :                 59.5       38.7       72.7       65.4       52.2       34.5       59.8       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   139,940:       360      5,272        600    138,860    130,532    139,820    136,404:       120      3,536
Old  :   139,940:       360      5,272        600    138,860    130,532    139,820    136,404:       120      3,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     4,540:    -4,280      3,800        600      8,100         20      4,420      4,420:       120        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        3.8        0.4       99.2       93.3       99.9       97.5:       0.1        2.5
Old  :     100.0:       0.3        3.8        0.4       99.2       93.3       99.9       97.5:       0.1        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          3          1         17         16         19         19:
Old  :        27:         1          3          1         17         16         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.5       59.9       90.3       80.1       46.4       45.4       56.1       54.7
Old  :                 73.5       59.9       90.3       80.1       46.4       45.4       56.1       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   233,092:     9,411     11,130      6,035    206,371    204,441    221,817    221,606:    11,275     11,486
Old  :   233,092:     9,411     11,130      6,035    206,371    204,441    221,817    221,606:    11,275     11,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :      -699:    -2,572       -940      1,229       -318     -1,302     -1,661     -1,013:       962        314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        4.8        2.6       88.5       87.7       95.2       95.1:       4.8        4.9
Old  :     100.0:       4.0        4.8        2.6       88.5       87.7       95.2       95.1:       4.8        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         6          2          6         37         32         45         38:
Old  :        48:         6          2          6         37         32         45         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       50.4       46.9       65.5       27.1       48.4       40.6       58.0
Old  :                 29.0       50.4       46.9       65.5       27.1       48.4       40.6       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   170,521:       420      2,877      3,583    151,736    159,445    155,739    165,905:    14,782      4,616
Old  :   170,521:       420      2,877      3,583    151,736    159,445    155,739    165,905:    14,782      4,616
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     4,137:         0        816        -40      4,239      3,359      4,199      4,135:       -62          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        1.7        2.1       89.0       93.5       91.3       97.3:       8.7        2.7
Old  :     100.0:       0.2        1.7        2.1       89.0       93.5       91.3       97.3:       8.7        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         1          1          2         33         31         35         33:
Old  :        39:         1          1          2         33         31         35         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       44.2       58.8       65.5       33.9       40.4       45.9       58.4
Old  :                 40.9       44.2       58.8       65.5       33.9       40.4       45.9       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   286,213:    12,000      2,350     15,982    238,612    252,492    266,594    270,824:    19,619     15,389
Old  :   286,213:    12,000      2,350     15,982    238,612    252,492    266,594    270,824:    19,619     15,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    14,423:    -3,634         34      3,431     12,957      9,694     12,754     13,159:     1,669      1,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        0.8        5.6       83.4       88.2       93.1       94.6:       6.9        5.4
Old  :     100.0:       4.2        0.8        5.6       83.4       88.2       93.1       94.6:       6.9        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         3          1          4         43         40         47         44:
Old  :        49:         3          1          4         43         40         47         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       28.0       47.1       48.6       21.9       26.4       31.7       41.8
Old  :                 29.6       28.0       47.1       48.6       21.9       26.4       31.7       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   116,863:         0      3,011      2,150    111,056    107,899    113,206    113,060:     3,657      3,803
Old  :   116,863:         0      3,011      2,150    111,056    107,899    113,206    113,060:     3,657      3,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    -6,405:         0       -549          0     -6,405     -5,856     -6,405     -6,405:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.6        1.8       95.0       92.3       96.9       96.7:       3.1        3.3
Old  :     100.0:       0.0        2.6        1.8       95.0       92.3       96.9       96.7:       3.1        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         0          5          3         28         29         31         34:
Old  :        40:         0          5          3         28         29         31         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.6       41.2       79.5       62.9       52.5       38.6       69.1       53.7
Old  :                 56.6       41.2       79.5       62.9       52.5       38.6       69.1       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    59,471:       180          0        248     54,940     52,241     55,368     52,489:     4,103      6,982
Old  :    59,471:       180          0        248     54,940     52,241     55,368     52,489:     4,103      6,982
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     2,513:       180          0        248      2,808      6,268      3,236      6,516:      -723     -4,003
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        0.0        0.4       92.4       87.8       93.1       88.3:       6.9       11.7
Old  :     100.0:       0.3        0.0        0.4       92.4       87.8       93.1       88.3:       6.9       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          0          1         18         18         19         19:
Old  :        25:         1          0          1         18         18         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       41.4       69.2       61.3       45.8       33.7       60.2       48.9
Old  :                 50.7       41.4       69.2       61.3       45.8       33.7       60.2       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  : 3,003,038:   669,595    125,303    973,641  1,322,241  1,889,749  2,965,477  2,988,693:    37,561     14,345
Old  : 3,003,038:   669,595    125,303    973,641  1,322,241  1,889,749  2,965,477  2,988,693:    37,561     14,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :  -209,597:   -15,496    -19,199    -63,895   -132,295   -121,517   -211,686   -204,611:     2,089     -4,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        4.2       32.4       44.0       62.9       98.7       99.5:       1.3        0.5
Old  :     100.0:      22.3        4.2       32.4       44.0       62.9       98.7       99.5:       1.3        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        36         19         50        102         98        156        151:
Old  :       166:        36         19         50        102         98        156        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       37.4       46.3       50.6       17.3       20.5       21.1       29.0
Old  :                 36.4       37.4       46.3       50.6       17.3       20.5       21.1       29.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  : 1,151,410:   145,804     74,561    239,938    758,937    833,443  1,144,679  1,147,942:     6,731      3,468
Old  : 1,151,410:   145,804     74,561    239,938    758,937    833,443  1,144,679  1,147,942:     6,731      3,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :  -139,402:   -82,925   -101,103    -30,544    -26,621     -8,796   -140,090   -140,443:       688      1,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        6.5       20.8       65.9       72.4       99.4       99.7:       0.6        0.3
Old  :     100.0:      12.7        6.5       20.8       65.9       72.4       99.4       99.7:       0.6        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        24         19         35         38         38         78         76:
Old  :        84:        24         19         35         38         38         78         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       42.9       51.5       61.5       20.0       26.0       31.0       32.8
Old  :                 32.1       42.9       51.5       61.5       20.0       26.0       31.0       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                  Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :   104,310:     3,636      1,687      7,000     92,343     95,103    102,979    103,790:     1,331        519
Old  :   104,310:     3,636      1,687      7,000     92,343     95,103    102,979    103,790:     1,331        519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    -2,883:       -79        610       -134     -2,787     -3,837     -3,000     -3,361:       117        478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        1.6        6.7       88.5       91.2       98.7       99.5:       1.3        0.5
Old  :     100.0:       3.5        1.6        6.7       88.5       91.2       98.7       99.5:       1.3        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         4          5          7         33         32         41         40:
Old  :        43:         4          5          7         33         32         41         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       43.5       67.3       69.8        9.5       10.4       12.7       14.7
Old  :                 45.5       43.5       67.3       69.8        9.5       10.4       12.7       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :     8,418:         0          0          0      8,312      7,988      8,312      7,988:       106        430
Old  :     8,418:         0          0          0      8,312      7,988      8,312      7,988:       106        430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :        88:         0          0          0         88         88         88         88:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       98.7       94.9       98.7       94.9:       1.3        5.1
Old  :     100.0:       0.0        0.0        0.0       98.7       94.9       98.7       94.9:       1.3        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          0          0         13         15         13         15:
Old  :        21:         0          0          0         13         15         13         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       69.7       84.9       90.0       45.4       61.8       80.6       74.9
Old  :                 47.8       69.7       84.9       90.0       45.4       61.8       80.6       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    32,679:     2,960          0         40     28,131     31,140     31,131     31,180:     1,548      1,499
Old  :    32,679:     2,960          0         40     28,131     31,140     31,131     31,180:     1,548      1,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    -1,129:         0        -52        -12     -1,565     -1,403     -1,577     -1,467:       448        337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        0.0        0.1       86.1       95.3       95.3       95.4:       4.7        4.6
Old  :     100.0:       9.1        0.0        0.1       86.1       95.3       95.3       95.4:       4.7        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          0          1         19         18         20         19:
Old  :        23:         1          0          1         19         18         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       77.3       77.7       89.5       33.0       38.8       43.6       46.7
Old  :                 49.0       77.3       77.7       89.5       33.0       38.8       43.6       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    13,599:         0          0          0     12,933     12,213     12,933     12,213:       666      1,386
Old  :    13,599:         0          0          0     12,933     12,213     12,933     12,213:       666      1,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :      -482:         0          0          0       -430       -390       -430       -390:       -52        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       95.1       89.8       95.1       89.8:       4.9       10.2
Old  :     100.0:       0.0        0.0        0.0       95.1       89.8       95.1       89.8:       4.9       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         16         14         16         14:
Old  :        20:         0          0          0         16         14         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       60.3       75.5       80.5       36.0       43.7       53.9       54.6
Old  :                 48.3       60.3       75.5       80.5       36.0       43.7       53.9       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    28,886:       170        680        520     25,400     26,762     26,090     27,962:     2,796        924
Old  :    28,886:       170        680        520     25,400     26,762     26,090     27,962:     2,796        924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       -44:        70          0          0        106        -34        176        -34:      -220        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        2.4        1.8       87.9       92.6       90.3       96.8:       9.7        3.2
Old  :     100.0:       0.6        2.4        1.8       87.9       92.6       90.3       96.8:       9.7        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          1          2         24         19         27         21:
Old  :        28:         2          1          2         24         19         27         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       43.4       61.6       70.7       22.8       22.5       32.9       36.6
Old  :                 42.2       43.4       61.6       70.7       22.8       22.5       32.9       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    28,593:         0          0          0     28,313     27,741     28,313     27,741:       280        852
Old  :    28,593:         0          0          0     28,313     27,741     28,313     27,741:       280        852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :        24:         0          0          0         24         24         24         24:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.0       97.0       99.0       97.0:       1.0        3.0
Old  :     100.0:       0.0        0.0        0.0       99.0       97.0       99.0       97.0:       1.0        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          0          0         17         16         17         16:
Old  :        22:         0          0          0         17         16         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       79.1       81.4       88.1       49.4       68.8       73.4       75.9
Old  :                 54.5       79.1       81.4       88.1       49.4       68.8       73.4       75.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    11,754:       920          0          0      9,149     10,390     10,069     10,390:     1,685      1,364
Old  :    11,754:       920          0          0      9,149     10,390     10,069     10,390:     1,685      1,364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        0.0        0.0       77.8       88.4       85.7       88.4:      14.3       11.6
Old  :     100.0:       7.8        0.0        0.0       77.8       88.4       85.7       88.4:      14.3       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          0         17         14         18         14:
Old  :        20:         1          0          0         17         14         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       57.3       69.2       74.6       44.2       48.9       62.5       62.3
Old  :                 44.9       57.3       69.2       74.6       44.2       48.9       62.5       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    15,943:         7         65         30     14,945     14,997     14,982     15,093:       961        850
Old  :    15,943:         7         65         30     14,945     14,997     14,982     15,093:       961        850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       367:        -4         -1          0        343        337        339        335:        28         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.4        0.2       93.7       94.1       94.0       94.7:       6.0        5.3
Old  :     100.0:       0.0        0.4        0.2       93.7       94.1       94.0       94.7:       6.0        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          1          1         19         19         21         20:
Old  :        23:         1          1          1         19         19         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       52.6       72.8       73.5       31.9       34.7       39.9       42.4
Old  :                 46.6       52.6       72.8       73.5       31.9       34.7       39.9       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                               Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (80 MEGAWATT HOURS)                                                        :
     :          :                                                                            :
All  :   130,032:     3,324      8,152      2,570    124,138    118,030    130,032    128,752:         0      1,280
Old  :   130,032:     3,324      8,152      2,570    124,138    118,030    130,032    128,752:         0      1,280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     3,541:     1,320        210          0      2,221      3,331      3,541      3,541:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        6.3        2.0       95.5       90.8      100.0       99.0:       0.0        1.0
Old  :     100.0:       2.6        6.3        2.0       95.5       90.8      100.0       99.0:       0.0        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          2          1         18         27         21         29:
Old  :        32:         2          2          1         18         27         21         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       59.5       80.4       72.7       51.1       56.8       71.6       65.9
Old  :                 56.7       59.5       80.4       72.7       51.1       56.8       71.6       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                           Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (50 MEGAWATT HOURS)                                                        :
     :          :                                                                            :
All  : 2,089,169:         0     74,135     46,480  2,042,689  1,945,234  2,089,169  2,065,849:         0     23,320
Old  : 2,089,169:         0     74,135     46,480  2,042,689  1,945,234  2,089,169  2,065,849:         0     23,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    94,352:         0          0          0     94,352     94,352     94,352     94,352:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.5        2.2       97.8       93.1      100.0       98.9:       0.0        1.1
Old  :     100.0:       0.0        3.5        2.2       97.8       93.1      100.0       98.9:       0.0        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          3          1         13         21         14         24:
Old  :        27:         0          3          1         13         21         14         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       62.7       90.2       78.0       62.6       60.0       83.8       73.6
Old  :                 63.3       62.7       90.2       78.0       62.6       60.0       83.8       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE                                                  Code-066653
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    17,862:         0          0          0     17,726     17,748     17,726     17,748:       136        114
Old  :    17,862:         0          0          0     17,726     17,748     17,726     17,748:       136        114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       848:         0          0          0        911        848        911        848:       -63          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.2       99.4       99.2       99.4:       0.8        0.6
Old  :     100.0:       0.0        0.0        0.0       99.2       99.4       99.2       99.4:       0.8        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          0          0         27         24         27         24:
Old  :        30:         0          0          0         27         24         27         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       51.2       82.8       73.2       55.6       37.1       59.7       52.5
Old  :                 59.4       51.2       82.8       73.2       55.6       37.1       59.7       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-066654
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     6,810:         0          0          0      5,856      6,795      5,856      6,795:       954         15
Old  :     6,810:         0          0          0      5,856      6,795      5,856      6,795:       954         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       218:         0          0          0        137        203        137        203:        81         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       86.0       99.8       86.0       99.8:      14.0        0.2
Old  :     100.0:       0.0        0.0        0.0       86.0       99.8       86.0       99.8:      14.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         21         19         21         19:
Old  :        23:         0          0          0         21         19         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       56.4       58.5       80.1       29.4       46.2       40.2       58.0
Old  :                 38.2       56.4       58.5       80.1       29.4       46.2       40.2       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                   Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 2,793,136:   193,952    105,947    986,914  1,530,793  1,624,129  2,711,658  2,716,990:    81,478     76,146
Old  : 2,793,136:   193,952    105,947    986,914  1,530,793  1,624,129  2,711,658  2,716,990:    81,478     76,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     5,609:    -6,521      5,498    -21,979     26,043     15,544     -2,456       -937:     8,065      6,546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        3.8       35.3       54.8       58.1       97.1       97.3:       2.9        2.7
Old  :     100.0:       6.9        3.8       35.3       54.8       58.1       97.1       97.3:       2.9        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:       122         81        165         83         92        285        266:
Old  :       309:       122         81        165         83         92        285        266:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       28.2       43.7       43.8        6.1        4.6        8.4        7.1
Old  :                 29.0       28.2       43.7       43.8        6.1        4.6        8.4        7.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                             Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   103,753:     4,287     20,809     30,276     67,228     50,545    101,792    101,630:     1,962      2,123
Old  :   103,753:     4,287     20,809     30,276     67,228     50,545    101,792    101,630:     1,962      2,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       800:       385        337        132      1,087        412      1,604        881:      -804        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       20.1       29.2       64.8       48.7       98.1       98.0:       1.9        2.0
Old  :     100.0:       4.1       20.1       29.2       64.8       48.7       98.1       98.0:       1.9        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         8          6         12         15         17         28         30:
Old  :        34:         8          6         12         15         17         28         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.3       58.2       81.5       77.2       47.5       37.0       53.3       49.9
Old  :                 67.3       58.2       81.5       77.2       47.5       37.0       53.3       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   201,067:    18,714     26,432     13,040    122,374    111,456    154,128    150,928:    46,939     50,139
Old  :   201,067:    18,714     26,432     13,040    122,374    111,456    154,128    150,928:    46,939     50,139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    -6,125:    -4,696     -1,564     -1,640     -2,308     -3,453     -8,644     -6,657:     2,519        532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       13.1        6.5       60.9       55.4       76.7       75.1:      23.3       24.9
Old  :     100.0:       9.3       13.1        6.5       60.9       55.4       76.7       75.1:      23.3       24.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          6          6         20         22         26         30:
Old  :        32:         2          6          6         20         22         26         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       31.3       55.8       45.5       34.8       25.2       46.5       36.7
Old  :                 39.3       31.3       55.8       45.5       34.8       25.2       46.5       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   206,373:    19,861     18,527     64,872    118,554    120,256    203,287    203,655:     3,086      2,718
Old  :   206,373:    19,861     18,527     64,872    118,554    120,256    203,287    203,655:     3,086      2,718
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     1,408:    -1,763       -102      2,129      1,174       -735      1,540      1,292:      -133        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        9.0       31.4       57.4       58.3       98.5       98.7:       1.5        1.3
Old  :     100.0:       9.6        9.0       31.4       57.4       58.3       98.5       98.7:       1.5        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        29         19         39         26         28         69         72:
Old  :        76:        29         19         39         26         28         69         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       37.2       57.0       58.8        7.7       11.7       12.1       15.3
Old  :                 33.9       37.2       57.0       58.8        7.7       11.7       12.1       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   516,997:    18,814     15,133     83,495    399,545    398,474    501,853    497,101:    15,143     19,895
Old  :   516,997:    18,814     15,133     83,495    399,545    398,474    501,853    497,101:    15,143     19,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :   -36,833:    -3,008     -1,727    -12,062    -25,709    -28,977    -40,779    -42,766:     3,946      5,933
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        2.9       16.1       77.3       77.1       97.1       96.2:       2.9        3.8
Old  :     100.0:       3.6        2.9       16.1       77.3       77.1       97.1       96.2:       2.9        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         4          4          8         32         32         40         40:
Old  :        40:         4          4          8         32         32         40         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       32.1       55.0       50.7       12.5       10.2       16.7       15.4
Old  :                 34.0       32.1       55.0       50.7       12.5       10.2       16.7       15.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    77,519:     2,128      3,366      2,250     72,477     71,491     76,855     77,107:       664        412
Old  :    77,519:     2,128      3,366      2,250     72,477     71,491     76,855     77,107:       664        412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     6,596:       -51        225         25      6,346      6,421      6,320      6,671:       276        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        4.3        2.9       93.5       92.2       99.1       99.5:       0.9        0.5
Old  :     100.0:       2.7        4.3        2.9       93.5       92.2       99.1       99.5:       0.9        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         4          3          3         41         44         47         48:
Old  :        57:         4          3          3         41         44         47         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       31.0       63.0       52.3       31.3       24.2       37.6       33.0
Old  :                 45.0       31.0       63.0       52.3       31.3       24.2       37.6       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   196,818:    23,805     37,713     37,570    126,738    111,112    188,113    186,395:     8,705     10,423
Old  :   196,818:    23,805     37,713     37,570    126,738    111,112    188,113    186,395:     8,705     10,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :      -592:   -12,799       -337         18     12,522       -107       -259       -426:      -333       -166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       19.2       19.1       64.4       56.5       95.6       94.7:       4.4        5.3
Old  :     100.0:      12.1       19.2       19.1       64.4       56.5       95.6       94.7:       4.4        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        13         20         24         23         23         50         53:
Old  :        57:        13         20         24         23         23         50         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       35.0       58.9       52.0       18.9       12.9       25.8       19.5
Old  :                 41.6       35.0       58.9       52.0       18.9       12.9       25.8       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                          Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    33,472:     2,315      3,145      6,636     17,992     20,131     26,943     29,912:     6,529      3,560
Old  :    33,472:     2,315      3,145      6,636     17,992     20,131     26,943     29,912:     6,529      3,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :    -2,944:    -7,156          0        155      1,620     -3,498     -5,381     -3,343:     2,437        399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        9.4       19.8       53.8       60.1       80.5       89.4:      19.5       10.6
Old  :     100.0:       6.9        9.4       19.8       53.8       60.1       80.5       89.4:      19.5       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          3          8         11         13         20         21:
Old  :        22:         6          3          8         11         13         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       44.0       61.2       63.1       18.6       21.5       23.3       29.8
Old  :                 43.4       44.0       61.2       63.1       18.6       21.5       23.3       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06765M
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    68,644:         0      2,170      1,080     53,271     50,120     54,351     53,370:    14,293     15,274
Old  :    68,644:         0      2,170      1,080     53,271     50,120     54,351     53,370:    14,293     15,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.2        1.6       77.6       73.0       79.2       77.7:      20.8       22.3
Old  :     100.0:       0.0        3.2        1.6       77.6       73.0       79.2       77.7:      20.8       22.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          1          1         18         18         19         19:
Old  :        21:         0          1          1         18         18         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       37.8       67.3       56.3       33.8       23.8       43.6       35.8
Old  :                 52.8       37.8       67.3       56.3       33.8       23.8       43.6       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-06765N
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   110,111:     4,681      3,463      7,772     62,627     63,806     75,080     75,041:    35,031     35,070
Old  :   110,111:     4,681      3,463      7,772     62,627     63,806     75,080     75,041:    35,031     35,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     1,303:     1,020     -3,363     -3,624     -1,433     -2,063     -4,037     -9,050:     5,340     10,353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        3.1        7.1       56.9       57.9       68.2       68.2:      31.8       31.8
Old  :     100.0:       4.3        3.1        7.1       56.9       57.9       68.2       68.2:      31.8       31.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          3         20         21         23         24:
Old  :        24:         2          1          3         20         21         23         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       29.2       42.8       47.5       17.6       20.3       26.4       27.7
Old  :                 28.2       29.2       42.8       47.5       17.6       20.3       26.4       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    41,059:       120      4,955      1,230     39,709     34,874     41,059     41,059:         0          0
Old  :    41,059:       120      4,955      1,230     39,709     34,874     41,059     41,059:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       960:         0          0          0        960        960        960        960:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       12.1        3.0       96.7       84.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.3       12.1        3.0       96.7       84.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         1          5          1         26         31         27         37:
Old  :        41:         1          5          1         26         31         27         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       33.4       81.3       55.4       57.5       33.1       71.4       55.2
Old  :                 62.8       33.4       81.3       55.4       57.5       33.1       71.4       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    13,174:     8,619      2,883         57      2,594      9,716     11,270     12,656:     1,904        518
Old  :    13,174:     8,619      2,883         57      2,594      9,716     11,270     12,656:     1,904        518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       811:       485       -452         20        162      1,450        667      1,018:       144       -207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.4       21.9        0.4       19.7       73.8       85.5       96.1:      14.5        3.9
Old  :     100.0:      65.4       21.9        0.4       19.7       73.8       85.5       96.1:      14.5        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        44         17          2         16         25         62         43:
Old  :       103:        44         17          2         16         25         62         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       41.0       48.3       57.5       37.2       40.9       48.3       57.4
Old  :                 37.2       41.0       48.3       57.5       37.2       40.9       48.3       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :    20,101:     9,851      2,509        162      6,129     16,393     16,142     19,064:     3,959      1,037
Old  :    20,101:     9,851      2,509        162      6,129     16,393     16,142     19,064:     3,959      1,037
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :      -839:      -325        322        -46       -133       -798       -504       -522:      -335       -317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.0       12.5        0.8       30.5       81.6       80.3       94.8:      19.7        5.2
Old  :     100.0:      49.0       12.5        0.8       30.5       81.6       80.3       94.8:      19.7        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        40         10          4         15         21         59         32:
Old  :        84:        40         10          4         15         21         59         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       34.2       46.4       58.1       30.4       34.2       46.4       58.1
Old  :                 30.4       34.2       46.4       58.1       30.4       34.2       46.4       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                               Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   233,001:    55,520      6,129     31,583    125,513    180,514    212,617    218,226:    20,384     14,775
Old  :   233,001:    55,520      6,129     31,583    125,513    180,514    212,617    218,226:    20,384     14,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :   -17,699:    -7,367        440     -3,874     -4,599    -12,255    -15,840    -15,689:    -1,860     -2,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        2.6       13.6       53.9       77.5       91.3       93.7:       8.7        6.3
Old  :     100.0:      23.8        2.6       13.6       53.9       77.5       91.3       93.7:       8.7        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        65         17         43         71         86        149        137:
Old  :       183:        65         17         43         71         86        149        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       27.5       32.7       36.8       15.7       20.4       24.1       26.8
Old  :                 21.0       27.5       32.7       36.8       15.7       20.4       24.1       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     9,058:       850          0         50      7,784      8,538      8,684      8,588:       374        470
Old  :     9,058:       850          0         50      7,784      8,538      8,684      8,588:       374        470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     1,050:       800          0          0         76        876        876        876:       174        174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        0.0        0.6       85.9       94.3       95.9       94.8:       4.1        5.2
Old  :     100.0:       9.4        0.0        0.6       85.9       94.3       95.9       94.8:       4.1        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          0          1         27         29         30         30:
Old  :        38:         3          0          1         27         29         30         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       39.0       62.3       58.0       23.5       22.9       30.8       29.3
Old  :                 40.4       39.0       62.3       58.0       23.5       22.9       30.8       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    31,630:     1,433          0         50     29,172     31,522     30,655     31,572:       975         58
Old  :    31,630:     1,433          0         50     29,172     31,522     30,655     31,572:       975         58
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     1,409:         0          0          0      1,386      1,409      1,386      1,409:        23          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        0.0        0.2       92.2       99.7       96.9       99.8:       3.1        0.2
Old  :     100.0:       4.5        0.0        0.2       92.2       99.7       96.9       99.8:       3.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         3          0          1         34         31         37         32:
Old  :        43:         3          0          1         34         31         37         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       55.7       58.7       83.0       28.3       43.0       41.5       57.4
Old  :                 40.5       55.7       58.7       83.0       28.3       43.0       41.5       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    25,049:       871        300        149     23,031     23,775     24,051     24,224:       998        825
Old  :    25,049:       871        300        149     23,031     23,775     24,051     24,224:       998        825
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     2,434:       871       -265         24      1,607      2,675      2,502      2,434:       -68          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        1.2        0.6       91.9       94.9       96.0       96.7:       4.0        3.3
Old  :     100.0:       3.5        1.2        0.6       91.9       94.9       96.0       96.7:       4.0        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          2         18         12         20         14:
Old  :        24:         1          1          2         18         12         20         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.7       88.2       83.8       94.8       68.6       81.8       81.2       86.4
Old  :                 68.7       88.2       83.8       94.8       68.6       81.8       81.2       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    18,236:       125          0          0     17,787     18,236     17,912     18,236:       324          0
Old  :    18,236:       125          0          0     17,787     18,236     17,912     18,236:       324          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       620:      -324          0          0        620        620        296        620:       324          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        0.0       97.5      100.0       98.2      100.0:       1.8        0.0
Old  :     100.0:       0.7        0.0        0.0       97.5      100.0       98.2      100.0:       1.8        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         2          0          0         30         21         32         21:
Old  :        38:         2          0          0         30         21         32         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.7       72.7       75.8       87.3       46.8       55.6       56.8       63.9
Old  :                 63.7       72.7       75.8       87.3       46.8       55.6       56.8       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                                                   Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     4,701:         0        670          0      3,553      3,181      3,553      3,851:     1,148        850
Old  :     4,701:         0        670          0      3,553      3,181      3,553      3,851:     1,148        850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       129:         0         12          0        103        117        103        129:        26          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       14.3        0.0       75.6       67.7       75.6       81.9:      24.4       18.1
Old  :     100.0:       0.0       14.3        0.0       75.6       67.7       75.6       81.9:      24.4       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          2          0         17         18         17         20:
Old  :        22:         0          2          0         17         18         17         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       48.2       68.6       66.1       56.3       48.1       61.4       61.8
Old  :                 58.6       48.2       68.6       66.1       56.3       48.1       61.4       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    27,921:       897        960        172     25,849     26,032     26,918     27,164:     1,003        757
Old  :    27,921:       897        960        172     25,849     26,032     26,918     27,164:     1,003        757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :       -90:       117       -437       -311       -231        -51       -425       -799:       335        709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        3.4        0.6       92.6       93.2       96.4       97.3:       3.6        2.7
Old  :     100.0:       3.2        3.4        0.6       92.6       93.2       96.4       97.3:       3.6        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         4          2          2         28         29         32         33:
Old  :        43:         4          2          2         28         29         32         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       57.1       69.6       76.3       47.2       52.6       68.2       68.9
Old  :                 48.3       57.1       69.6       76.3       47.2       52.6       68.2       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                                Code-86565D
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     6,174:         0        288          0      4,258      5,503      4,258      5,791:     1,916        383
Old  :     6,174:         0        288          0      4,258      5,503      4,258      5,791:     1,916        383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :         0:         0       -192          0          0          0          0       -192:         0        192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.7        0.0       69.0       89.1       69.0       93.8:      31.0        6.2
Old  :     100.0:       0.0        4.7        0.0       69.0       89.1       69.0       93.8:      31.0        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          1          0         11         15         11         16:
Old  :        21:         0          1          0         11         15         11         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       55.2       65.1       76.3       47.4       49.2       54.0       67.8
Old  :                 51.3       55.2       65.1       76.3       47.4       49.2       54.0       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    12,685:        45      1,560        180     12,276     10,881     12,501     12,621:       184         64
Old  :    12,685:        45      1,560        180     12,276     10,881     12,501     12,621:       184         64
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     1,830:      -180      1,470        180      1,782        132      1,782      1,782:        48         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4       12.3        1.4       96.8       85.8       98.5       99.5:       1.5        0.5
Old  :     100.0:       0.4       12.3        1.4       96.8       85.8       98.5       99.5:       1.5        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          2          1         24         21         26         23:
Old  :        31:         1          2          1         24         21         26         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       63.2       71.8       81.5       48.6       57.2       57.4       65.9
Old  :                 55.2       63.2       71.8       81.5       48.6       57.2       57.4       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    55,784:     3,951      6,327        527     47,888     47,673     52,366     54,527:     3,418      1,257
Old  :    55,784:     3,951      6,327        527     47,888     47,673     52,366     54,527:     3,418      1,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2009                       :
     :     2,681:         0       -772     -1,830      4,499      4,920      2,669      2,318:        12        363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       11.3        0.9       85.8       85.5       93.9       97.7:       6.1        2.3
Old  :     100.0:       7.1       11.3        0.9       85.8       85.5       93.9       97.7:       6.1        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         6          3          4         29         35         36         41:
Old  :        46:         6          3          4         29         35         36         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       28.4       51.1       48.8       26.2       19.9       37.8       32.5
Old  :                 29.5       28.4       51.1       48.8       26.2       19.9       37.8       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 3, 2009