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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,735
COMMITMENTS
   1,706      725        0   40,649   41,780   42,355   42,505      380      230

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      2,417)
       0        0        0    2,587    2,562    2,587    2,562     -170     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      1.7      0.0     95.1     97.8     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        3        0       35       43       36       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,722
COMMITMENTS
       0        0        0   25,481   25,587   25,481   25,587      241      135

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      1,072)
       0        0        0    1,072    1,072    1,072    1,072        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1     99.5     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       26       26       26       26
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,611
COMMITMENTS
     138      216      144    6,323    6,091    6,605    6,451    1,006    1,160

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        155)
       0        0        0      163      173      163      173       -8      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      2.8      1.9     83.1     80.0     86.8     84.8     13.2     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 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,932
COMMITMENTS
     324      115        0    9,367    9,936    9,691   10,051    1,241      881

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        153)
       0       15       -5      237      173      232      183      -79      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.1      0.0     85.7     90.9     88.6     91.9     11.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        2        0       47       47       48       49
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,938
COMMITMENTS
      64      142      147    7,790    7,752    8,001    8,041      937      897

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        124)
       5       10        0       98       19      103       29       21       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.6      1.6     87.2     86.7     89.5     90.0     10.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       2        2        3       50       54       53       58
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,321
COMMITMENTS
     535        0       30    2,826    3,583    3,391    3,613      930      708

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:         21)
       0        0       30        1      -19       31       11      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      0.0      0.7     65.4     82.9     78.5     83.6     21.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       19       21       21       22
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,797
COMMITMENTS
       0       60       50    1,297    1,181    1,347    1,291      450      506

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      2.8     72.2     65.7     75.0     71.8     25.0     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       16       14       17       16
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       15,355
COMMITMENTS
       0        0        0   15,305   15,335   15,305   15,335       50       20

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      1,102)
       0        0        0    1,102    1,102    1,102    1,102        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     99.9     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       19       25       19       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      326,194
COMMITMENTS
  48,851   28,408   35,575  197,503  238,352  281,929  302,335   44,265   23,859

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     -2,266)
  -4,038   -1,289    1,754    2,012   -1,286     -272     -821   -1,994   -1,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      8.7     10.9     60.5     73.1     86.4     92.7     13.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      41       26       47       76       78      148      129
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       20,505
COMMITMENTS
   1,056    2,030      680   18,329   17,341   20,065   20,051      440      454

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      1,305)
      15      -50      125    1,265    1,365    1,405    1,440     -100     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      9.9      3.3     89.4     84.6     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       7        6        4       45       48       55       55
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,537
COMMITMENTS
       0    1,075      525   18,292   17,237   18,817   18,837      720      700

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:          5)
       0     -450        0        5      455        5        5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.5      2.7     93.6     88.2     96.3     96.4      3.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        3        2       29       27       31       30
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,122
COMMITMENTS
   6,683      150      577    7,802   13,875   15,062   14,602       60      520

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:       -750)
  -1,050      150        0      300     -900     -750     -750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2      1.0      3.8     51.6     91.8     99.6     96.6      0.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       10       16       13       19
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,892
COMMITMENTS
     616      124      301    2,514    2,945    3,431    3,370    1,461    1,522

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:         37)
     -12        0        6       20       26       14       32       23        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      2.5      6.2     51.4     60.2     70.1     68.9     29.9     31.1

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 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        3,679
COMMITMENTS
      25      490        0    3,604    3,139    3,629    3,629       50       50

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     13.3      0.0     98.0     85.3     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        0       15       14       16       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      831,206
COMMITMENTS
 108,828  294,801  303,335  342,505  188,492  754,668  786,628   76,538   44,578

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    -28,242)
  10,223    9,213  -30,336   -2,746   -2,160  -22,859  -23,283   -5,383   -4,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     35.5     36.5     41.2     22.7     90.8     94.6      9.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      85       96      121       81       71      240      233
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       66,707
COMMITMENTS
   2,515        0    1,908   50,386   55,814   54,809   57,722   11,898    8,985

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:       -286)
     108        0     -329     -125       43     -346     -286       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      2.9     75.5     83.7     82.2     86.5     17.8     13.5

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 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       69,640
COMMITMENTS
       0        0        0   56,227   56,517   56,227   56,517   13,413   13,123

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:       -190)
       0        0        0     -190       16     -190       16        0     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     80.7     81.2     80.7     81.2     19.3     18.8

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 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       80,418
COMMITMENTS
       0        0        0   67,403   76,311   67,403   76,311   13,015    4,107

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        242)
       0        0        0      242      394      242      394        0     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     83.8     94.9     83.8     94.9     16.2      5.1

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 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       93,202
COMMITMENTS
   5,873    1,134    4,608   71,787   80,971   82,268   86,713   10,934    6,489

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      2,525)
    -606     -302    1,595    3,360      384    4,349    1,677   -1,824      848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      1.2      4.9     77.0     86.9     88.3     93.0     11.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        4       20       26       24       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       89,880
COMMITMENTS
   1,767    8,787    4,309   76,159   66,304   82,235   79,400    7,645   10,480

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     -1,449)
   1,767   -1,807    1,339   -4,555   -1,161   -1,449   -1,629        0      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      9.8      4.8     84.7     73.8     91.5     88.3      8.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       11       19       14       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       84,067
COMMITMENTS
   5,195    2,158    3,801   58,453   68,722   67,449   74,681   16,618    9,386

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        317)
     -42        0       58     -371      222     -355      280      672       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      2.6      4.5     69.5     81.7     80.2     88.8     19.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       18       19       22       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       85,856
COMMITMENTS
       0        0        0   83,096   81,768   83,096   81,768    2,760    4,088

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      1,712)
       0        0        0    1,712    1,712    1,712    1,712        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.8     95.2     96.8     95.2      3.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       16       16       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      179,206
COMMITMENTS
   4,027    2,913    5,932  160,780  165,174  170,739  174,019    8,467    5,187

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:       -296)
     390        0     -140      426      182      676       42     -972     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.6      3.3     89.7     92.2     95.3     97.1      4.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       38       37       43       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      135,979
COMMITMENTS
   2,416    2,620    1,466  118,640  124,591  122,522  128,677   13,457    7,302

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        534)
       0     -289      250      -20        0      230      -39      304      573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.9      1.1     87.2     91.6     90.1     94.6      9.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       21       21       23       22
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      229,540
COMMITMENTS
   8,243    1,683   10,632  191,224  210,220  210,099  222,535   19,441    7,005

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:       -769)
     866      167     -150   -1,770     -656   -1,054     -639      285     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.7      4.6     83.3     91.6     91.5     96.9      8.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        2       31       33       33       35
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,983,492
COMMITMENTS
 698,952  113,822  942,423  1313810  1908847  2955185  2965092   28,307   18,400

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    -14,942)
   2,215   -4,741  -14,245    3,491   15,162   -8,539   -3,824   -6,403  -11,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      3.8     31.6     44.0     64.0     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      41       22       58      111      100      178      160
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,034,914
COMMITMENTS
  91,162  276,674  181,520  757,168  573,205  1029850  1031399    5,064    3,515

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     39,116)
  -5,146   -8,618   31,916   13,177   16,568   39,947   39,866     -831     -750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     26.7     17.5     73.2     55.4     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      17       31       39       43       42       84       88
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        3,905
COMMITMENTS
     185      856        0    3,627    2,897    3,812    3,753       93      152

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        306)
      25      107        0      241      164      266      271       40       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     21.9      0.0     92.9     74.2     97.6     96.1      2.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        0       17       18       18       23
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,628
COMMITMENTS
   3,634      398      882   33,411   38,809   37,927   40,089    2,701      539

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        772)
     477       -2      -40      345    1,068      782    1,026      -10     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      1.0      2.2     82.2     95.5     93.4     98.7      6.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        3       30       26       34       30
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,510
COMMITMENTS
     120    1,156      310   16,672   15,993   17,102   17,459    1,408    1,051

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        396)
       0       16        4      344      366      348      386       48       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      6.2      1.7     90.1     86.4     92.4     94.3      7.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       22       19       24       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,424
COMMITMENTS
       0        0        0   11,550   11,922   11,550   11,922    1,874    1,502

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        114)
       0        0        0       24      -30       24      -30       90      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.0     88.8     86.0     88.8     14.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       14       18       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,193
COMMITMENTS
       0    2,170      240   28,846   27,932   29,086   30,342    2,107      851

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:         10)
       0        0        0       10        0       10        0        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      0.8     92.5     89.5     93.2     97.3      6.8      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 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,045
COMMITMENTS
     768        0      194   10,979   11,737   11,941   11,931    1,104    1,114

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        552)
     308        0       34      -50      604      292      638      260      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.0      1.5     84.2     90.0     91.5     91.5      8.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       20       15       22       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,043
COMMITMENTS
     192        0      480   15,104   15,713   15,776   16,193    1,267      850

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        312)
       0        0        0      304      298      304      298        8       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      2.8     88.6     92.2     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       22       20       23       21
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| 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:       11,118
COMMITMENTS
       0        0        0   10,036   10,322   10,036   10,322    1,082      796

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        -54)
       0        0        0      -54      -56      -54      -56        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.3     92.8     90.3     92.8      9.7      7.2

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 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,496
COMMITMENTS
       0        0        0   58,496   58,194   58,496   58,194        0      302

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      3,490)
       0        0        0    3,490    3,490    3,490    3,490        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 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      899,030
COMMITMENTS
       0        0        0  899,030  899,030  899,030  899,030        0        0

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     47,040)
       0        0        0   47,040   47,040   47,040   47,040        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 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      495,459
COMMITMENTS
       0    2,334        0  495,459  493,125  495,459  495,459        0        0

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      4,680)
       0        0        0    4,680    4,680    4,680    4,680        0        0

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 PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,595
COMMITMENTS
     220        0        0   49,050   49,595   49,270   49,595      325        0

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     98.9    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15        8       16        8
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| 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 03/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     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 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       91,991
COMMITMENTS
       0    3,545        0   91,840   88,446   91,840   91,991      151        0

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      1,280)
       0        0        0    1,280    1,280    1,280    1,280        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:       26)
       0        2        0       15       11       15       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,498,753
COMMITMENTS
       0   58,150        0  1498753  1440603  1498753  1498753        0        0

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     23,440)
       0        0        0   23,440   23,440   23,440   23,440        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:       26)
       0        2        0       15       12       15       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      178,905
COMMITMENTS
   3,935        0        0  174,970  177,812  178,905  177,812        0    1,093

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      2,139)
       0        0        0    2,139    2,139    2,139    2,139        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 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,948,750
COMMITMENTS
  59,317        0        0  2889433  2948750  2948750  2948750        0        0

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     39,004)
       0        0        0   39,004   39,004   39,004   39,004        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.0     98.0    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 03/23/10                         |
--------------------------------------------------------------| 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 03/16/10 (CHANGE IN OPEN INTEREST:     -1,275)
       0        0        0   -1,275   -1,275   -1,275   -1,275        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 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,051,008
COMMITMENTS
       0   72,320        0  1051008  978,688  1051008  1051008        0        0

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:          0)
  -9,360        0        0    9,360        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.9      0.0    100.0     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       17       19       17       20
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,798
COMMITMENTS
   4,530      495       45   52,223   56,258   56,798   56,798        0        0

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      255      255      255        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 03/23/10                         |
--------------------------------------------------------------| 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 03/16/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,333
COMMITMENTS
     150       45      125   20,635   20,993   20,910   21,163      423      170

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        898)
       0        0        0      898      918      898      918        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.2      0.6     96.7     98.4     98.0     99.2      2.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        2       36       37       38       39
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,856
COMMITMENTS
       0      280       40   16,813   17,336   16,853   17,656    1,003      200

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:       -177)
       0        0        0     -207     -182     -207     -182       30        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      0.2     94.2     97.1     94.4     98.9      5.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       15       16       16       18
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,643
COMMITMENTS
       0       92       31   10,423   10,400   10,454   10,523      189      120

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        515)
       0        0        0      515      505      515      505        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.3     97.9     97.7     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       19       21       20       23
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,893
COMMITMENTS
     345        0        0    8,046    8,559    8,391    8,559      502      334

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:       -359)
       0        0        0     -434     -499     -434     -499       75      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      0.0     90.5     96.2     94.4     96.2      5.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       27       25       28       25
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,298,539
COMMITMENTS
 271,681  159,762  304,457  643,285  769,601  1219423  1233820   79,116   64,719

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    -58,887)
 -11,325      899   -3,475  -41,076  -50,896  -55,876  -53,472   -3,011   -5,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     12.3     23.4     49.5     59.3     93.9     95.0      6.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
     109       89      129       86       95      267      250
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      224,651
COMMITMENTS
  34,816   34,973      898  161,872  141,155  197,586  177,026   27,065   47,625

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      2,613)
     774      318     -185    1,295      828    1,884      961      729    1,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     15.6      0.4     72.1     62.8     88.0     78.8     12.0     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        5        6       29       25       37       33
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,971
COMMITMENTS
     765      965      585   60,393   60,191   61,743   61,741      228      230

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      2,495)
    -150     -469      100    2,652    2,977    2,602    2,608     -107     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.6      0.9     97.5     97.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       3        5        3       48       50       52       57
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      129,086
COMMITMENTS
  18,916   33,343    8,468   95,713   81,631  123,097  123,442    5,989    5,644

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     -3,509)
    -577      963   -1,909   -1,448   -2,328   -3,934   -3,274      425     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     25.8      6.6     74.1     63.2     95.4     95.6      4.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       15       14       24       23       43       40
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,112
COMMITMENTS
   1,217    3,874    5,925   26,651   25,007   33,793   34,806    2,319    1,306

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      1,719)
       0      254      385    1,585    1,054    1,970    1,693     -251       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     10.7     16.4     73.8     69.2     93.6     96.4      6.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        5        4       15       15       20       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       93,996
COMMITMENTS
     590      600    1,896   57,120   64,412   59,606   66,908   34,390   27,088

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      2,223)
     -36        0      102    1,929    1,822    1,995    1,924      228      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.6      2.0     60.8     68.5     63.4     71.2     36.6     28.8

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 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,485
COMMITMENTS
   1,946      560      233   28,985   30,675   31,164   31,468      321       17

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        205)
       0      150        0      205       55      205      205        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      1.8      0.7     92.1     97.4     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        2       27       32       31       36
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,170
COMMITMENTS
  16,517    2,913      270    4,182   20,151   20,969   23,334    3,201      836

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        761)
     227      -16       48      547      441      822      473      -61      288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.3     12.1      1.1     17.3     83.4     86.8     96.5     13.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      86       21        7       21       29      113       52
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       38,255
COMMITMENTS
  25,567    2,104      608    6,396   33,928   32,571   36,640    5,684    1,615

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      1,325)
     526     -628       95      257    1,846      878    1,313      447       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.8      5.5      1.6     16.7     88.7     85.1     95.8     14.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      92       13        6       18       35      113       53
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      324,322
COMMITMENTS
  86,332   10,761   36,734  178,231  264,082  301,297  311,577   23,025   12,745

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     11,312)
  -1,069    1,231    2,263   11,755    8,513   12,949   12,007   -1,637     -695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      3.3     11.3     55.0     81.4     92.9     96.1      7.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      77       20       50       83       95      180      153
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       26,290
COMMITMENTS
   2,705      982      217   17,011   19,646   19,933   20,845    6,357    5,445

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        598)
      87        0        0      566    1,213      653    1,213      -55     -615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      3.7      0.8     64.7     74.7     75.8     79.3     24.2     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       16       20       18       22
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,111
COMMITMENTS
   1,268      100      525    7,307    8,356    9,100    8,981       11      130

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        460)
      50        0        0      410      460      460      460        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      1.1      5.8     80.2     91.7     99.9     98.6      0.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        4       31       34       38       39
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       62,367
COMMITMENTS
   3,330    1,421    1,676   56,323   59,075   61,329   62,172    1,038      195

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      1,340)
     100      300        0    1,162    1,040    1,262    1,340       78        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      2.3      2.7     90.3     94.7     98.3     99.7      1.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        2       33       33       38       35
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,511
COMMITMENTS
   2,000        0        0   21,411   23,011   23,411   23,011      100      500

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:       -295)
       0        0        0     -295     -295     -295     -295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.0      0.0     91.1     97.9     99.6     97.9      0.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       22       12       23       12
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,029
COMMITMENTS
   1,128      550      100   13,801   14,379   15,029   15,029        0        0

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        265)
     300        0     -300      265      565      265      265        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      3.7      0.7     91.8     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        1       32       30       37       31
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,709
COMMITMENTS
     485        0        0   17,474   18,706   17,959   18,706      750        3

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      1,930)
     245        0        0    1,685    1,930    1,930    1,930        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.0     93.4    100.0     96.0    100.0      4.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       25       22       27       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,414
COMMITMENTS
     480    1,397      211   19,526   18,742   20,217   20,350      197       64

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        942)
       0      810        0      936       68      936      878        6       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      6.8      1.0     95.7     91.8     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        3        2       34       37       37       41
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,321
COMMITMENTS
     270      261      575   10,416   10,386   11,261   11,222       60       99

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:       -444)
       0     -325      154     -613     -309     -459     -480       15       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      2.3      5.1     92.0     91.7     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        1       25       25       28       28
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,177
COMMITMENTS
   3,632    2,485    1,227   37,073   40,309   41,932   44,021    3,245    1,156

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        979)
     375       38      -15       90      957      450      980      529       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      5.5      2.7     82.1     89.2     92.8     97.4      7.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        6        4       34       40       41       47
```

----

Updated March 26, 2010