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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,622
COMMITMENTS
   1,706      660        0   35,221   36,457   36,927   37,117      695      505

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      2,787)
       0      -30        0    2,412    2,442    2,412    2,412      375      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      1.8      0.0     93.6     96.9     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        2        0       36       40       37       42
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,181
COMMITMENTS
       0        0        0   22,895   23,046   22,895   23,046      286      135

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,477)
       0        0        0    1,512    1,477    1,512    1,477      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8     99.4     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       25       25       25       25
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,449
COMMITMENTS
     138      216      144    6,157    5,955    6,439    6,315    1,010    1,134

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        181)
     -84        0       30      108      103       54      133      127       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      2.9      1.9     82.7     79.9     86.4     84.8     13.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       25       20       26       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,374
COMMITMENTS
     324       95        5    8,672    9,443    9,001    9,543    1,373      831

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        417)
      84      -10        5      244      549      333      544       84     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.9      0.0     83.6     91.0     86.8     92.0     13.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        2        1       46       45       48       47
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,145
COMMITMENTS
      59      118      177    7,123    7,011    7,359    7,306      786      839

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        169)
      10       -5        5      225      166      240      166      -71        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.4      2.2     87.5     86.1     90.3     89.7      9.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        2        4       46       51       50       56
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,184
COMMITMENTS
     535        0        0    2,779    3,446    3,314    3,446      870      738

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       40        0       40        0      -15       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      0.0      0.0     66.4     82.4     79.2     82.4     20.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       19       20       20       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       13,488
COMMITMENTS
       0        0        0   13,438   13,488   13,438   13,488       50        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,595)
       0        0        0    1,570    1,615    1,570    1,615       25      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.6    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       23       20       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      318,425
COMMITMENTS
  50,966   26,168   37,616  185,680  231,415  274,262  295,199   44,163   23,226

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     17,914)
   2,187    1,224      493   12,922   16,483   15,602   18,200    2,312     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      8.2     11.8     58.3     72.7     86.1     92.7     13.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      40       25       44       73       80      144      127
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,575
COMMITMENTS
   1,040    1,985      475   15,669   14,726   17,184   17,186      391      389

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,577)
     -75      160      225    1,579    1,294    1,729    1,679     -152     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     11.3      2.7     89.2     83.8     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       7        6        3       41       46       50       53
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,882
COMMITMENTS
       0    1,975      525   18,587   16,632   19,112   19,132      770      750

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,250)
       0     -300        0    1,200    1,500    1,200    1,200       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.9      2.6     93.5     83.7     96.1     96.2      3.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        2       29       24       31       28
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,566
COMMITMENTS
   7,358        0      577    7,571   14,469   15,506   15,046       60      520

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,800)
   1,800        0        0        0    1,800    1,800    1,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3      0.0      3.7     48.6     93.0     99.6     96.7      0.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       10       16       13       18
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,702
COMMITMENTS
     590      124      292    2,451    2,898    3,333    3,314    1,369    1,388

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:         18)
     -22        6       14      -89      -49      -97      -29      115       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      2.6      6.2     52.1     61.6     70.9     70.5     29.1     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        4       15       17       20       21
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,984
COMMITMENTS
       0      390        0    1,394    1,544    1,394    1,934      590       50

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -178)
       0      390        0     -618     -456     -618      -66      440     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     19.7      0.0     70.3     77.8     70.3     97.5     29.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       10       12       10       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      853,259
COMMITMENTS
  92,921  267,490  337,818  343,835  201,266  774,574  806,574   78,685   46,685

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     32,959)
   5,924    9,826   12,054   14,061   11,839   32,039   33,719      920     -760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     31.3     39.6     40.3     23.6     90.8     94.5      9.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      77       92      118       79       66      232      218
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       66,061
COMMITMENTS
   2,181        0    2,270   49,772   54,836   54,223   57,106   11,838    8,955

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,103)
     198        0       54    1,620    1,552    1,872    1,606     -769     -503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      3.4     75.3     83.0     82.1     86.4     17.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       21       21       23       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       69,716
COMMITMENTS
       0        0        0   56,303   56,449   56,303   56,449   13,413   13,267

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        112)
       0        0        0        0        0        0        0      112      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     80.8     81.0     80.8     81.0     19.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       20       17       20
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       79,362
COMMITMENTS
       0        0        0   66,531   74,611   66,531   74,611   12,831    4,751

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        730)
       0        0        0      730       96      730       96        0      634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     83.8     94.0     83.8     94.0     16.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       19       17       19
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       91,346
COMMITMENTS
   8,785    1,436    2,297   67,212   81,980   78,294   85,713   13,052    5,633

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        414)
   1,129    1,436       29   -2,244     -731   -1,086      734    1,500     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      1.6      2.5     73.6     89.7     85.7     93.8     14.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       17       26       20       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       91,191
COMMITMENTS
       0   10,262    2,954   80,836   67,737   83,790   80,953    7,401   10,238

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -239)
       0      122      123     -790     -270     -667      -25      428     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.3      3.2     88.6     74.3     91.9     88.8      8.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       11       19       13       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,424
COMMITMENTS
   5,999    2,158    3,788   58,907   67,792   68,694   73,738   13,730    8,686

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        -36)
    -573        0      202      315     -324      -56     -122       20       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      2.6      4.6     71.5     82.2     83.3     89.5     16.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       18       18       22       21
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       84,144
COMMITMENTS
       0        0        0   81,384   80,056   81,384   80,056    2,760    4,088

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     -1,070)
       0        0        0   -1,070   -1,070   -1,070   -1,070        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.7     95.1     96.7     95.1      3.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       16       15       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,449
COMMITMENTS
   4,433    2,768    5,767  156,802  162,785  167,002  171,320   10,447    6,129

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -425)
     916        0     -243   -2,524     -182   -1,851     -425    1,426        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.6      3.2     88.4     91.7     94.1     96.5      5.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        1        4       36       35       41       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      133,884
COMMITMENTS
   2,416      774    1,398  117,001  124,868  120,815  127,040   13,069    6,844

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        504)
       0      324      -96      910      214      814      442     -310       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.6      1.0     87.4     93.3     90.2     94.9      9.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       22       21       24       22
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,307
COMMITMENTS
   7,477      294   10,296  190,653  208,721  208,426  219,311   17,881    6,996

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -432)
     800     -364      190   -1,692     -440     -702     -614      270      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.1      4.5     84.2     92.2     92.1     96.9      7.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        2       31       32       33       34
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,924,766
COMMITMENTS
 697,974  113,159  928,093  1273028  1862157  2899095  2903409   25,671   21,357

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     23,567)
 -16,094    7,113   25,884   31,705    5,728   41,495   38,725  -17,928  -15,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      3.9     31.7     43.5     63.7     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      37       24       58      104       95      169      155
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      984,179
COMMITMENTS
  97,343  249,742  155,440  725,241  572,530  978,024  977,712    6,155    6,467

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     29,782)
   1,805    7,604    3,048   24,918   18,842   29,771   29,494       11      288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     25.4     15.8     73.7     58.2     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      22       22       38       41       39       81       81
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,918
COMMITMENTS
       0      542        0    2,886    2,284    2,886    2,826       32       92

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        556)
       0        0        0      575      654      575      654      -19      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.6      0.0     98.9     78.3     98.9     96.8      1.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        5        0       13       17       13       22
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       39,537
COMMITMENTS
   3,221      520      688   33,155   37,844   37,064   39,052    2,473      485

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        305)
    -494       20       20      637      443      163      483      142     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      1.3      1.7     83.9     95.7     93.7     98.8      6.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       30       26       33       30
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,066
COMMITMENTS
     120    1,160      290   16,522   15,505   16,932   16,955    1,134    1,111

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        514)
       0      160       10      320      424      330      594      184      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      6.4      1.6     91.5     85.8     93.7     93.9      6.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       22       20       24       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,177
COMMITMENTS
       0    2,190      240   28,858   27,906   29,098   30,336    2,079      841

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:         20)
       0        0        0      227       20      227       20     -207        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      0.8     92.6     89.5     93.3     97.3      6.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       26       21       28       23
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,477
COMMITMENTS
     460        0      140   10,603   10,905   11,203   11,045    1,274    1,432

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        204)
    -140        0      140       24       94       24      234      180      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      1.1     85.0     87.4     89.8     88.5     10.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       18       15       19       16
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,705
COMMITMENTS
     192        0      480   14,766   15,375   15,438   15,855    1,267      850

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -174)
       0        0        0     -216     -208     -216     -208       42       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      2.9     88.4     92.0     92.4     94.9      7.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       21       20       22       21
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:       11,226
COMMITMENTS
       0        0        0   10,140   10,446   10,140   10,446    1,086      780

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        288)
       0        0        0      288      268      288      268        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.3     93.1     90.3     93.1      9.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       18       21       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,006
COMMITMENTS
       0        0        0   55,006   54,704   55,006   54,704        0      302

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      3,060)
       0        0        0    3,060    3,060    3,060    3,060        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.5    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      851,990
COMMITMENTS
       0        0        0  851,990  851,990  851,990  851,990        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     53,826)
       0        0        0   53,826   53,826   53,826   53,826        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A49
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      490,779
COMMITMENTS
       0    2,334        0  490,779  488,445  490,779  490,779        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0    100.0     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       10        9       12
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,071
COMMITMENTS
       0        0        0   32,420   32,855   32,420   32,855      651      216

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.0     99.3     98.0     99.3      2.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14        9       14        9
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       90,711
COMMITMENTS
       0    3,545        0   90,560   87,166   90,560   90,711      151        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       44       44       44       44        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.9      0.0     99.8     96.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       14       11       14       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,475,313
COMMITMENTS
       0   58,150        0  1475313  1417163  1475313  1475313        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.9      0.0    100.0     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       11       14       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      175,496
COMMITMENTS
   3,935        0        0  171,561  174,403  175,496  174,403        0    1,093

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,262)
       0        0        0    1,262    1,262    1,262    1,262        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.0     97.8     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       20       23       22       23
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,886,570
COMMITMENTS
  59,317        0        0  2827253  2886570  2886570  2886570        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,750)
       0        0        0    1,750    1,750    1,750    1,750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      0.0     97.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       20       23       22       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       65,100
COMMITMENTS
       0    2,890        0   65,100   62,102   65,100   64,992        0      108

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,595)
       0        0        0    1,595    1,595    1,595    1,595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      0.0    100.0     95.4    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       22       17       22       18
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,027,608
COMMITMENTS
   9,360   72,320        0  1018248  955,288  1027608  1027608        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      9,360)
   9,360        0        0        0    9,360    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      7.0      0.0     99.1     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       17       18       18       19
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,543
COMMITMENTS
   4,530      495       45   51,968   56,003   56,543   56,543        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        -85)
       0        0        0      -85      -85      -85      -85        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.9      0.1     91.9     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       22       26       24       28
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,031,969
COMMITMENTS
  93,540   28,552        0  938,429  1003417  1031969  1031969        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     -1,887)
       0        0        0   -1,887   -1,887   -1,887   -1,887        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      2.8      0.0     90.9     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        0       21       23       23       25
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,761
COMMITMENTS
     150       45      125   19,003   19,481   19,278   19,651      483      110

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     -2,837)
    -151        0      -30   -2,822   -2,742   -3,003   -2,772      166      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.2      0.6     96.2     98.6     97.6     99.4      2.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        2       37       37       39       39
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,219
COMMITMENTS
     110      270       35   16,181   16,764   16,326   17,069      893      150

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        691)
     -30        0       10      681      681      661      691       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.6      0.2     94.0     97.4     94.8     99.1      5.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       17       17       18       19
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,883
COMMITMENTS
       0      267        6    9,760    9,510    9,766    9,783      117      100

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -231)
       0       20      -25     -206     -181     -231     -186        0      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      0.1     98.8     96.2     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       19       22       20       24
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,455
COMMITMENTS
     345        0        0    7,662    8,125    8,007    8,125      448      330

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        304)
       0        0        0      298      313      298      313        6       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.0     90.6     96.1     94.7     96.1      5.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       28       23       29       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,348,241
COMMITMENTS
 269,578  160,264  307,014  677,369  801,399  1253961  1268677   94,280   79,564

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     50,806)
  13,919   -3,978    7,909   14,714   35,984   36,542   39,915   14,264   10,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     11.9     22.8     50.2     59.4     93.0     94.1      7.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     117       88      135       92       98      287      252
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      218,560
COMMITMENTS
  33,518   33,610      972  157,848  139,126  192,338  173,708   26,222   44,852

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      7,498)
  -1,644    2,056       24    5,444    3,741    3,824    5,821    3,674    1,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     15.4      0.4     72.2     63.7     88.0     79.5     12.0     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        6        7       29       25       38       34
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,284
COMMITMENTS
     915    1,242      460   56,624   56,279   57,999   57,981      285      303

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      2,537)
       0       50       50    2,277    2,277    2,327    2,377      210      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.1      0.8     97.2     96.6     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3        5        3       48       49       52       57
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      131,065
COMMITMENTS
  19,532   33,800    8,988   97,049   81,975  125,569  124,763    5,496    6,302

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        718)
    -229      595      -57    1,435      225    1,149      763     -431      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     25.8      6.9     74.0     62.5     95.8     95.2      4.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       14       14       24       23       43       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,697
COMMITMENTS
   2,167    2,783    6,473   25,409   26,204   34,049   35,460    2,648    1,237

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        -87)
    -250      108      194      217     -423      161     -121     -248       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      7.6     17.6     69.2     71.4     92.8     96.6      7.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        5       14       15       20       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       90,849
COMMITMENTS
     626      500    1,822   55,537   62,180   57,985   64,502   32,864   26,347

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        497)
       0      180     -155    1,999      331    1,844      356   -1,347      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.6      2.0     61.1     68.4     63.8     71.0     36.2     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       22       20       24       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,755
COMMITMENTS
   1,946      410      233   28,255   30,095   30,434   30,738      321       17

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        644)
     924        0       -6     -550      650      368      644      276        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      1.3      0.8     91.9     97.9     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        2       26       32       30       36
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,195
COMMITMENTS
  15,831    3,235       94    3,258   18,381   19,183   21,710    3,012      485

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        598)
      29     -230       16      196      730      241      516      357       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.3     14.6      0.4     14.7     82.8     86.4     97.8     13.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      83       20        3       20       29      106       49
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       35,953
COMMITMENTS
  24,468    2,978      428    5,710   31,012   30,606   34,418    5,347    1,535

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        857)
     757      370       53      184      213      994      636     -137      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.1      8.3      1.2     15.9     86.3     85.1     95.7     14.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      86       17        4       22       33      112       52
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      292,916
COMMITMENTS
  82,563   11,708   32,864  154,686  236,655  270,113  281,227   22,803   11,689

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     24,594)
   2,310    1,782    2,703   16,442   19,262   21,455   23,747    3,139      847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      4.0     11.2     52.8     80.8     92.2     96.0      7.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      71       20       50       76       97      167      155
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       24,085
COMMITMENTS
   2,390      982      304   15,428   16,914   18,122   18,200    5,963    5,885

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      3,051)
     375      982        0    1,950    1,947    2,325    2,929      726      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      4.1      1.3     64.1     70.2     75.2     75.6     24.8     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       18       18       21
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,226
COMMITMENTS
   1,218      100      375    6,622    7,621    8,215    8,096       11      130

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        433)
      33      -75        0      400      508      433      433        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      1.2      4.6     80.5     92.6     99.9     98.4      0.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        2        3       27       31       33       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       55,410
COMMITMENTS
   3,105    1,121    1,601   49,789   52,493   54,495   55,215      915      195

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      4,996)
     645        0        0    4,351    4,996    4,996    4,996        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      2.0      2.9     89.9     94.7     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        1       35       32       40       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,026
COMMITMENTS
   2,000        0        0   20,926   22,526   22,926   22,526      100      500

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        309)
       0        0        0      300      309      300      309        9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      0.0      0.0     90.9     97.8     99.6     97.8      0.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       22       13       23       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,428
COMMITMENTS
     678      550      400   13,350   13,478   14,428   14,428        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:        515)
     400     -200     -100      215      815      515      515        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      3.8      2.8     92.5     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        2       30       27       34       29
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,798
COMMITMENTS
     120      150        0   14,328   15,648   14,448   15,798    1,350        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:      1,595)
       0        0        0    1,115    1,595    1,115    1,595      480        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.9      0.0     90.7     99.1     91.5    100.0      8.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       21       19       22       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,237
COMMITMENTS
     480    1,148      235   18,178   17,790   18,893   19,173      344       64

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -318)
    -144     -429     -471      297      582     -318     -318        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      6.0      1.2     94.5     92.5     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        3       31       34       35       38
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,860
COMMITMENTS
     270      736      286   10,304    9,838   10,860   10,860        0        0

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -233)
       0     -624      136     -369      273     -233     -215        0      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      6.8      2.6     94.9     90.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        1       24       22       27       25
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 03/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,564
COMMITMENTS
   3,081    2,341    1,180   36,586   39,121   40,847   42,642    2,717      922

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:       -295)
     486      150     -756       12      171     -258     -435      -37      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      5.4      2.7     84.0     89.8     93.8     97.9      6.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        6        6       34       38       43       46
```

----

Updated March 12, 2010