```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,892
COMMITMENTS
       0       47       28   37,578   37,810   37,606   37,885      286        7

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      1,552)
       0        0        0    1,514    1,552    1,514    1,552       38        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      0.1     99.2     99.8     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        1        1       34       37       35       38
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,994
COMMITMENTS
     960      120      125   21,593   22,442   22,678   22,687      316      307

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        936)
       0        0       25      906      881      931      906        5       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.5      0.5     93.9     97.6     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        1       32       33       34       35
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,862
COMMITMENTS
   1,521       63      505    5,155    6,313    7,181    6,881      681      981

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        404)
       9        0        0      360      341      369      341       35       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      0.8      6.4     65.6     80.3     91.3     87.5      8.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       20       23       23       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,176
COMMITMENTS
     341      204      432   10,181   10,978   10,954   11,614    1,222      562

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        396)
       5      -16       13      231      341      249      338      147       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      1.7      3.5     83.6     90.2     90.0     95.4     10.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        4        5       36       41       42       47
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,399
COMMITMENTS
     230      154      113    8,517    8,391    8,860    8,658      539      741

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        601)
       0        5       40      513      391      553      436       48      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.6      1.2     90.6     89.3     94.3     92.1      5.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        2        3       41       46       44       50
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,940
COMMITMENTS
     115      347       89    4,673    4,842    4,877    5,278    1,063      662

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        117)
     115        5       23      104      203      242      231     -125     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      5.8      1.5     78.7     81.5     82.1     88.9     17.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       23       24       25       26
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,713
COMMITMENTS
      90      385       90    2,658    2,729    2,838    3,204      875      509

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        136)
       0       60       -5      203      119      198      174      -62      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     10.4      2.4     71.6     73.5     76.4     86.3     23.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       21       20       24       23
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,025
COMMITMENTS
     205        0        0    1,945    2,023    2,150    2,023      875    1,002

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        363)
      30        0        0      372      327      402      327      -39       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      0.0     64.3     66.9     71.1     66.9     28.9     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       19       19       20       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      288,037
COMMITMENTS
  28,763   23,569   49,133  167,752  181,189  245,649  253,892   42,389   34,146

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     -5,776)
  -2,563      899   -3,681   -2,986   -4,463   -9,229   -7,245    3,454    1,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      8.2     17.1     58.2     62.9     85.3     88.1     14.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      28       28       39       66       64      116      114
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       19,819
COMMITMENTS
      91      309        0   19,309   19,070   19,400   19,379      419      440

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      1,964)
       0        0        0    2,004    1,714    2,004    1,714      -40      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.6      0.0     97.4     96.2     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1        2        0       43       47       44       49
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,569
COMMITMENTS
     539        0        0   15,010   16,344   15,549   16,344    1,020      225

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      2,304)
     -21        0        0    2,010    2,304    1,989    2,304      315        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.0     90.6     98.6     93.8     98.6      6.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        0       26       23       28       23
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,852
COMMITMENTS
       0        0        0    1,712    1,602    1,712    1,602      140      250

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.4     86.5     92.4     86.5      7.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       12       16       12
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      961,157
COMMITMENTS
 141,553  190,456  394,181  342,292  346,482  878,025  931,119   83,132   30,039

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:    -60,810)
  -4,050   12,466  -26,989  -28,413  -31,727  -59,452  -46,250   -1,358  -14,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     19.8     41.0     35.6     36.0     91.4     96.9      8.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      50       77       86       78       66      190      176
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,718
COMMITMENTS
     887      361    3,057   82,571   84,367   86,515   87,785   10,203    8,933

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        551)
  -1,137      361      483      316    2,609     -338    3,453      889   -2,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.4      3.2     85.4     87.2     89.5     90.8     10.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       23       25       25       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,529
COMMITMENTS
   2,669    8,926    1,955   48,643   33,707   53,267   44,588    7,262   15,941

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        597)
    -674     -767      -35      308     -153     -401     -955      998    1,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     14.7      3.2     80.4     55.7     88.0     73.7     12.0     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        3       18       15       21       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,911
COMMITMENTS
   3,587    2,477    1,505   69,667   73,922   74,759   77,904    9,152    6,007

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      3,592)
     -62    1,190      156    2,189    3,339    2,283    4,685    1,309   -1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      3.0      1.8     83.0     88.1     89.1     92.8     10.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        2       28       32       31       34
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,219
COMMITMENTS
       0        0        0   84,360   85,753   84,360   85,753   15,859   14,466

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        527)
       0        0        0    1,330    1,755    1,330    1,755     -803   -1,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.2     85.6     84.2     85.6     15.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       21       21       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,001
COMMITMENTS
   1,963      703    1,264   31,203   32,446   34,430   34,413    4,571    4,588

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        167)
    -176      703      407     -240     -943       -9      167      176        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      1.8      3.2     80.0     83.2     88.3     88.2     11.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       19       18       22       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,482
COMMITMENTS
       0    7,846    2,855   85,255   77,800   88,110   88,501    6,372    5,981

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      3,698)
    -556    1,682     -273    3,452    1,574    2,623    2,983    1,075      715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.3      3.0     90.2     82.3     93.3     93.7      6.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        4        2       30       32       32       36
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      136,315
COMMITMENTS
   4,880      972    7,820  114,849  116,985  127,549  125,777    8,766   10,538

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      3,430)
    -663      422     -393    6,407    2,847    5,351    2,876   -1,921      554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.7      5.7     84.3     85.8     93.6     92.3      6.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        2       21       32       23       34
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,990
COMMITMENTS
   3,174    6,206    1,612   33,881   29,034   38,667   36,852    4,323    6,138

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      3,337)
   2,566     -299     -656    1,691    4,278    3,601    3,323     -264       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     14.4      3.7     78.8     67.5     89.9     85.7     10.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        2       17       15       20       18
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,456
COMMITMENTS
     217   11,518   19,598   58,117   49,190   77,932   80,306    8,524    6,150

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:       -341)
       0   -1,359      150     -553      868     -403     -341       62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     13.3     22.7     67.2     56.9     90.1     92.9      9.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       13       16       17       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,749
COMMITMENTS
       0        0        0   52,861   47,448   52,861   47,448    6,888   12,301

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      2,028)
       0        0        0    4,797    1,295    4,797    1,295   -2,769      733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.5     79.4     88.5     79.4     11.5     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       23       23       23       23
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,065
COMMITMENTS
   6,155   11,038    4,008   80,675   72,389   90,838   87,435    5,227    8,630

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      4,035)
   2,191    6,123   -2,535    4,280      -76    3,936    3,512       99      523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     11.5      4.2     84.0     75.4     94.6     91.0      5.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        4       27       28       32       33
 
 
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02365T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,686
COMMITMENTS
       0    7,126    4,864   64,042   59,720   68,906   71,710    6,780    3,976

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:          0)
       0     -856        0        0        0        0     -856        0      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.4      6.4     84.6     78.9     91.0     94.7      9.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       14       14       15       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,118,731
COMMITMENTS
  80,425  152,087  870,427  1162494  1092566  2113347  2115080    5,385    3,651

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:   -230,486)
 -11,932   -1,839 -129,288  -87,203  -96,738 -228,422 -227,865   -2,064   -2,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      7.2     41.1     54.9     51.6     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      31       36       60       55       55      117      120
 
 
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE               Code-023A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,022
COMMITMENTS
     465        0        0   41,577   41,124   42,042   41,124      980    1,898

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      1,271)
     217        0        0      930    1,449    1,147    1,449      124     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.0     96.6     95.6     97.7     95.6      2.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       12       18       14       18
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,182
COMMITMENTS
       0   12,068    1,986   58,081   39,630   60,067   53,684    5,115   11,498

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      1,655)
       0      886      -37    1,656      -48    1,619      801       36      854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.5      3.0     89.1     60.8     92.2     82.4      7.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       14       12       16       14
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,086
COMMITMENTS
   2,052   12,082    3,172   27,453   21,022   32,677   36,276   17,409   13,810

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:       -365)
    -214        0        0        0        0     -214        0     -151     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     24.1      6.3     54.8     42.0     65.2     72.4     34.8     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        4       14       15       18       20
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,401
COMMITMENTS
   1,006    2,036    1,646   34,746   34,952   37,398   38,634    7,003    5,767

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        103)
    -461       93      196      184    1,672      -81    1,961      184   -1,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      4.6      3.7     78.3     78.7     84.2     87.0     15.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        3       20       19       23       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      133,733
COMMITMENTS
   4,280    2,712        0  127,869  127,357  132,149  130,069    1,584    3,664

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        -31)
       0        0        0     -155     -155     -155     -155      124      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      2.0      0.0     95.6     95.2     98.8     97.3      1.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       16       15       17       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      225,932
COMMITMENTS
  11,539    9,647    6,541  200,322  201,629  218,402  217,817    7,530    8,115

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      4,184)
  -1,262    1,409      574    9,891    2,048    9,203    4,031   -5,019      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      4.3      2.9     88.7     89.2     96.7     96.4      3.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        3        5       42       34       49       40
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      172,153
COMMITMENTS
     424    2,943    3,871  154,832  161,201  159,127  168,015   13,026    4,138

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      3,747)
     -67    1,160      -81    3,436    3,106    3,288    4,185      459     -438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.7      2.2     89.9     93.6     92.4     97.6      7.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        3       35       30       38       33
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      273,915
COMMITMENTS
   7,859    2,349   15,464  232,402  243,156  255,725  260,969   18,190   12,946

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        981)
   1,227      -30     -415    1,286    2,880    2,098    2,435   -1,117   -1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.9      5.6     84.8     88.8     93.4     95.3      6.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        2        4       44       42       48       46
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      132,779
COMMITMENTS
   2,089    6,004    2,554  126,052  121,292  130,695  129,850    2,084    2,929

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:       -501)
       0     -819      124     -625      194     -501     -501        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      4.5      1.9     94.9     91.3     98.4     97.8      1.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        6        4       33       33       39       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,406
COMMITMENTS
       0      217        0   46,921   46,906   46,921   47,123    5,485    5,283

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      3,938)
       0        0        0    3,301    3,724    3,301    3,724      637      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.0     89.5     89.5     89.5     89.9     10.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       20       19       21
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,325,440
COMMITMENTS
 751,331  138,268  1093982  1453396  2074748  3298709  3306998   26,731   18,442

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     54,211)
  16,245   -1,593   11,551   26,129   44,195   53,925   54,153      286       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      4.2     32.9     43.7     62.4     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      37       20       49      115      102      169      155
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,365,527
COMMITMENTS
 207,953  298,529  391,199  756,986  638,443  1356138  1328171    9,389   37,356

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     61,034)
  31,605    9,915  -14,360   41,086   33,373   58,331   28,928    2,703   32,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     21.9     28.6     55.4     46.8     99.3     97.3      0.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       29       45       39       38       86       87
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      108,801
COMMITMENTS
   4,226      253    8,661   95,170   99,870  108,057  108,784      744       17

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      3,741)
     152      -77      571    2,955    3,655    3,678    4,150       63     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.2      8.0     87.5     91.8     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        7       33       32       40       39
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,800
COMMITMENTS
   2,840        2      204   32,618   35,870   35,662   36,076    1,138      724

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        541)
       0        0        0      709      491      709      491     -168       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.0      0.6     88.6     97.5     96.9     98.0      3.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       19       18       21       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,632
COMMITMENTS
       0        0        0   13,904   13,074   13,904   13,074      728    1,558

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:    -16,171)
       0        0        0      689  -15,677      689  -15,677  -16,860     -494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.0     89.4     95.0     89.4      5.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       14       17       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,415
COMMITMENTS
       0      776      520   27,125   28,253   27,645   29,549    2,770      866

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        908)
       0      -36       20      980      924    1,000      908      -92        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      1.7     89.2     92.9     90.9     97.2      9.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       26       22       28       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,848
COMMITMENTS
       0        0        0   28,590   27,944   28,590   27,944      258      904

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        -28)
       0        0        0      -68      -28      -68      -28       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1     96.9     99.1     96.9      0.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       16       17       16
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,672
COMMITMENTS
     120        0        0   11,844   12,332   11,964   12,332      708      340

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:         52)
      20        0        0       32       12       52       12        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.0     93.5     97.3     94.4     97.3      5.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12       16       13       16
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,311
COMMITMENTS
      10       49       30   10,682   11,143   10,722   11,223    1,589    1,088

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.4      0.2     86.8     90.5     87.1     91.2     12.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       16       16       18       17
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:        9,930
COMMITMENTS
       0        0        0    9,438    9,426    9,438    9,426      492      504

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:         92)
       0        0        0       92      164       92      164        0      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.0     94.9     95.0     94.9      5.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       13       18       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      122,495
COMMITMENTS
   2,224    6,492    2,350  117,701  111,497  122,275  120,339      220    2,156

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      5,266)
   2,224     -630    2,350    1,836    3,326    6,410    5,046   -1,144      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      5.3      1.9     96.1     91.0     99.8     98.2      0.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       20       26       22       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,013,310
COMMITMENTS
  13,920   68,023   46,640  1952750  1868287  2013310  1982950        0   30,360

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     42,619)
  13,920  -32,560   32,560   -3,861   42,619   42,619   42,619        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      3.4      2.3     97.0     92.8    100.0     98.5      0.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       15       21       16       24
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,689
COMMITMENTS
       0        0        0   16,538   16,370   16,538   16,370      151      319

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        630)
       0     -125        0      634      725      634      600       -4       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1     98.1     99.1     98.1      0.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       24       22       24       22
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,756
COMMITMENTS
       0        0        0    4,645    5,573    4,645    5,573    1,111      183

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        279)
     -40        0        0      295      390      255      390       24     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     80.7     96.8     80.7     96.8     19.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22       19       22       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,838,829
COMMITMENTS
 235,900  138,603  1050985  1473813  1571289  2760699  2760877   78,130   77,952

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:    -28,655)
 -14,966   -1,628   13,373  -33,049  -35,327  -34,643  -23,583    5,988   -5,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      4.9     37.0     51.9     55.3     97.2     97.3      2.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     118       96      170       78       88      284      277
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      111,647
COMMITMENTS
   3,383   23,106   32,749   73,181   53,281  109,314  109,136    2,334    2,511

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:    -16,335)
    -798    6,036  -10,127   -5,473  -12,132  -16,398  -16,223       63     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     20.7     29.3     65.5     47.7     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        8       10       13       16       24       28
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      208,799
COMMITMENTS
  19,697   23,650   14,575  137,108  123,373  171,380  161,598   37,419   47,201

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      5,796)
     499    1,729    2,145   12,535    2,908   15,179    6,782   -9,383     -986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     11.3      7.0     65.7     59.1     82.1     77.4     17.9     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        5        6       22       22       29       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      202,731
COMMITMENTS
  17,172   15,564   67,051  116,043  117,908  200,266  200,523    2,466    2,208

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      5,280)
   1,911     -411      409    2,998    5,238    5,318    5,236      -38       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      7.7     33.1     57.2     58.2     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      33       14       39       27       28       69       72
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      522,690
COMMITMENTS
  25,682   16,094   90,337  392,217  398,768  508,235  505,198   14,455   17,492

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     17,844)
     423      409    2,022   14,710   14,385   17,154   16,816      689    1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      3.1     17.3     75.0     76.3     97.2     96.7      2.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        4       10       32       32       42       42
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,001
COMMITMENTS
   2,000    3,696    1,675   58,109   56,393   61,784   61,764      217      237

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      6,931)
     875      594      325    5,694    5,930    6,894    6,849       37       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      6.0      2.7     93.7     91.0     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        3        2       37       43       42       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      185,123
COMMITMENTS
  19,985   36,114   34,826  122,668  104,071  177,479  175,011    7,644   10,112

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:       -703)
   1,015   -1,737     -551     -584    1,005     -120   -1,283     -583      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     19.5     18.8     66.3     56.2     95.9     94.5      4.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9       21       23       22       22       48       50
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,828
COMMITMENTS
       0    6,350      460   54,881   43,543   55,341   50,353   13,487   18,475

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      1,155)
       0        0        0      905    1,055      905    1,055      250      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.2      0.7     79.7     63.3     80.4     73.2     19.6     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       15       16       16       18
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      103,892
COMMITMENTS
   2,649    7,655   11,978   64,531   57,134   79,158   76,767   24,734   27,125

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        956)
       0     -405      315    3,635    3,202    3,950    3,112   -2,994   -2,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      7.4     11.5     62.1     55.0     76.2     73.9     23.8     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        4       21       22       25       26
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,626
COMMITMENTS
     725    7,695      465   36,436   29,466   37,626   37,626        0        0

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      1,235)
     250        0       75    1,210    1,460    1,535    1,535     -300     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     20.5      1.2     96.8     78.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        6        1       25       31       26       38
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,505
COMMITMENTS
   8,027    2,960       19    2,558    8,691   10,604   11,670    1,901      835

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:       -245)
    -649       -3        0      474     -384     -175     -387      -70      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.2     23.7      0.2     20.5     69.5     84.8     93.3     15.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      38       17        3       20       22       59       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       20,870
COMMITMENTS
  11,390    1,961      102    5,956   17,487   17,448   19,550    3,422    1,320

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        360)
    -346      354       19      788     -186      461      187     -101      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.6      9.4      0.5     28.5     83.8     83.6     93.7     16.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      44       13        4       11       21       58       35
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      213,864
COMMITMENTS
  53,380   12,699   26,003  114,938  159,270  194,321  197,972   19,542   15,891

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     -4,276)
   3,069    4,036   -2,664   -4,830   -5,229   -4,425   -3,856      148     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      5.9     12.2     53.7     74.5     90.9     92.6      9.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      54       27       38       82       86      150      140
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,418
COMMITMENTS
       0       50        0    6,118    5,972    6,118    6,022      300      396

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        558)
       0        0        0      358      358      358      358      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     95.3     93.1     95.3     93.8      4.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       26       29       26       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,872
COMMITMENTS
   1,688        0        0   26,255   28,804   27,943   28,804      929       68

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      695      445      695      445     -295      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.0      0.0     90.9     99.8     96.8     99.8      3.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        0        0       32       29       35       29
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,121
COMMITMENTS
       0      515       25   19,820   19,871   19,845   20,411    1,276      710

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      110       50      110       50        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      0.1     93.8     94.1     94.0     96.6      6.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       18       12       19       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,671
COMMITMENTS
     474       50        0   16,197   16,621   16,671   16,671        0        0

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      2,712)
       0        0        0    2,712    2,712    2,712    2,712        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.3      0.0     97.2     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        0       28       24       30       25
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,435
COMMITMENTS
       0      482        0    3,462    3,226    3,462    3,708      973      727

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:          3)
       0        0        0      168       49      168       49     -165      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.9      0.0     78.1     72.7     78.1     83.6     21.9     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       16       17       16       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,148
COMMITMENTS
   1,469      741      299   22,892   24,000   24,660   25,040      488      108

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        961)
      24        0        0      803      868      827      868      134       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      2.9      1.2     91.0     95.4     98.1     99.6      1.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        2       24       29       29       33
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,189
COMMITMENTS
       0      480        0    4,521    5,498    4,521    5,978    1,668      211

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        224)
       0      -75        0      -20      364      -20      289      244      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.8      0.0     73.0     88.8     73.0     96.6     27.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       12       16       12       18
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,220
COMMITMENTS
     208      135        0    9,965   10,025   10,173   10,160       47       60

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        323)
    -164     -178        0      541      645      377      467      -54     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.3      0.0     97.5     98.1     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       26       21       27       22
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,119
COMMITMENTS
   3,891    7,879    2,318   42,611   40,991   48,820   51,188    3,299      931

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      2,883)
       0    2,120      -61    3,244      717    3,183    2,776     -300      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     15.1      4.4     81.8     78.6     93.7     98.2      6.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        8        4       26       31       34       41
```

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Updated February 27, 2009