```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,663
COMMITMENTS
   1,619      825        0   34,769   35,728   36,388   36,553      275      110

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      1,553)
       0       70        0    1,553    1,483    1,553    1,553        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      2.3      0.0     94.8     97.4     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        4        0       33       42       34       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,484
COMMITMENTS
       0        0        0   24,313   24,359   24,313   24,359      171      125

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        517)
       0        0        0      517      517      517      517        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     99.5     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       29       26       29       26
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,255
COMMITMENTS
      90      216      129    5,676    5,515    5,895    5,860    1,360    1,395

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:         52)
      30        0      -15      109       73      124       58      -72       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      3.0      1.8     78.2     76.0     81.3     80.8     18.7     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       21       17       22       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,049
COMMITMENTS
     352       88       30    8,508    8,936    8,890    9,054    1,159      995

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        418)
      50       20       30      629      367      709      417     -291        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.9      0.3     84.7     88.9     88.5     90.1     11.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        1        1       45       46       47       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,547
COMMITMENTS
     216      310      108    6,448    6,526    6,772    6,944      775      603

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        583)
     -25      120      -11      469      432      433      541      150       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      4.1      1.4     85.4     86.5     89.7     92.0     10.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       3        3        4       45       53       50       59
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,955
COMMITMENTS
     390        0       30    2,573    3,304    2,993    3,334      962      621

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:         56)
       0        0        0       16      288       16      288       40     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      0.0      0.8     65.1     83.5     75.7     84.3     24.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       15       21       17       22
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,670
COMMITMENTS
       0        0        0    1,320    1,355    1,320    1,355      350      315

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:          6)
       0        0        0       -5        5       -5        5       11        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     79.0     81.1     79.0     81.1     21.0     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       20       21       20
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       16,197
COMMITMENTS
       0        0        0   16,147   16,122   16,147   16,122       50       75

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        860)
       0        0        0      860      860      860      860        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7     99.5     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       17       25       17       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      367,336
COMMITMENTS
  62,255   26,399   61,080  194,725  255,812  318,061  343,291   49,275   24,044

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:    -23,883)
    -965   -2,952   -5,201  -17,491  -15,151  -23,656  -23,304     -227     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      7.2     16.6     53.0     69.6     86.6     93.5     13.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      46       24       42       74       85      144      132
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      101,005
COMMITMENTS
     864    7,983   21,925   71,807   65,934   94,597   95,842    6,409    5,163

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      5,210)
      61     -349    1,242    4,021    4,412    5,325    5,305     -115      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      7.9     21.7     71.1     65.3     93.7     94.9      6.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        4        7       13       13       20       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       18,557
COMMITMENTS
     625    1,723      505   17,211   16,131   18,341   18,359      216      198

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      1,501)
      50      350     -175    1,626    1,326    1,501    1,501        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      9.3      2.7     92.7     86.9     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       3        9        4       43       44       50       53
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,064
COMMITMENTS
   3,249    1,050      450   17,702   19,784   21,401   21,284      663      780

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:     -2,028)
  -2,628        0        0      450      333   -2,178      333      150   -2,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      4.8      2.0     80.2     89.7     97.0     96.5      3.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        2       28       26       34       29
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,245
COMMITMENTS
   6,880      150      530    6,505   12,855   13,915   13,535      330      710

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        -45)
       0        0        0     -315     -255     -315     -255      270      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.3      1.1      3.7     45.7     90.2     97.7     95.0      2.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2        8       16       11       19
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,637
COMMITMENTS
     525      164      226    2,745    2,744    3,496    3,134    1,141    1,503

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        118)
     -13       50        0      395      -29      382       21     -264       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      3.5      4.9     59.2     59.2     75.4     67.6     24.6     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       17       19       20       23
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,141
COMMITMENTS
       0      100        0      952      839      952      939      189      202

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:     -2,488)
     -25     -390        0   -2,652   -2,300   -2,677   -2,690      189      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.8      0.0     83.4     73.5     83.4     82.3     16.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       10       11       10       12
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,013,023
COMMITMENTS
 179,088  280,130  371,034  383,703  309,620  933,825  960,784   79,198   52,240

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:     24,708)
  -7,331    1,727   23,056    8,701   -1,259   24,426   23,523      282    1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     27.7     36.6     37.9     30.6     92.2     94.8      7.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      85       97      131       91       81      259      242
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,689
COMMITMENTS
   2,477        0    1,756   47,340   52,665   51,573   54,421   12,116    9,268

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        155)
       0        0        0      155      155      155      155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      2.8     74.3     82.7     81.0     85.4     19.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       22       21       24       23
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       38,964
COMMITMENTS
   2,012        0    2,708   29,129   29,366   33,849   32,074    5,115    6,890

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.0      7.0     74.8     75.4     86.9     82.3     13.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       10       15       12       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       64,935
COMMITMENTS
       0        0        0   53,966   53,590   53,966   53,590   10,969   11,345

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:       -611)
       0        0        0    1,120      467    1,120      467   -1,731   -1,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.1     82.5     83.1     82.5     16.9     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       22       18       22
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       76,760
COMMITMENTS
       0        0        0   64,690   72,582   64,690   72,582   12,070    4,178

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:          8)
       0        0        0        8       -4        8       -4        0       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.3     94.6     84.3     94.6     15.7      5.4

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       90,451
COMMITMENTS
   2,417    3,567    4,486   73,786   76,471   80,689   84,524    9,762    5,927

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        433)
    -368    1,060      365      436      -74      433    1,351        0     -918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      3.9      5.0     81.6     84.5     89.2     93.4     10.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        4       20       24       24       29
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       86,205
COMMITMENTS
   1,472   10,046    2,641   75,377   60,684   79,490   73,371    6,715   12,834

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        856)
       0     -120        0    1,464    2,079    1,464    1,959     -608   -1,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     11.7      3.1     87.4     70.4     92.2     85.1      7.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       12       20       15       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       82,412
COMMITMENTS
   3,530    2,028    4,545   58,277   67,076   66,352   73,649   16,060    8,763

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:         41)
    -312        0      294       59     -153       41      141        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      2.5      5.5     70.7     81.4     80.5     89.4     19.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       18       19       22       22
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,703,069
COMMITMENTS
  85,254  116,001  574,296  1036499  1004029  1696050  1694326    7,020    8,743

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:     41,145)
   2,977    6,485   19,186   19,469   15,921   41,632   41,591     -487     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      6.8     33.7     60.9     59.0     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      47       20       56       60       61      125      119
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       23,236
COMMITMENTS
   7,803    5,603   10,295    4,348    6,552   22,446   22,451      790      786

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      1,884)
     225        7    1,468      267      573    1,960    2,048      -76     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6     24.1     44.3     18.7     28.2     96.6     96.6      3.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        8       10        8        9       19       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       81,710
COMMITMENTS
       0        0        0   79,204   77,980   79,204   77,980    2,506    3,730

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:         62)
       0        0        0        0        0        0        0       62       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.9     95.4     96.9     95.4      3.1      4.6

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,186
COMMITMENTS
   4,394    3,336    5,205  170,238  174,926  179,837  183,467    8,349    4,719

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      5,188)
       0        0      234    5,165    4,954    5,399    5,188     -211       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      1.8      2.8     90.5     93.0     95.6     97.5      4.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        4       37       37       42       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      131,790
COMMITMENTS
   2,160    2,899    1,553  114,081  120,531  117,794  124,983   13,996    6,807

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        459)
       0     -135      -97       72      691      -25      459      484        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.2      1.2     86.6     91.5     89.4     94.8     10.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       22       22       24       23
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      224,061
COMMITMENTS
   7,388        0   10,534  188,070  206,317  205,992  216,851   18,069    7,210

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      3,191)
    -482        0      762    2,357    2,172    2,637    2,934      554      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      4.7     83.9     92.1     91.9     96.8      8.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        2       31       35       33       37
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,950,989
COMMITMENTS
 738,928  136,913  898,237  1287344  1900984  2924509  2936134   26,480   14,855

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:     53,477)
  31,142   10,162   16,587    9,607   29,529   57,336   56,278   -3,859   -2,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      4.6     30.4     43.6     64.4     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      37       22       59      110      100      176      160
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,026,183
COMMITMENTS
 118,523  240,820  164,670  738,134  616,736  1021327  1022226    4,856    3,957

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:     39,681)
  13,217     -236   19,184    6,711   19,374   39,112   38,322      569    1,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     23.5     16.0     71.9     60.1     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      17       30       39       43       41       84       86
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      179,795
COMMITMENTS
   1,523      168   11,710  163,717  167,244  176,950  179,122    2,846      673

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      7,200)
      66      -24      391    6,631    6,793    7,088    7,159      112       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.1      6.5     91.1     93.0     98.4     99.6      1.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        3        7       34       30       43       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,133
COMMITMENTS
      80    1,126      308   19,661   18,880   20,049   20,314    1,084      819

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:         51)
       0       24       -2      431      149      429      171     -378     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.3      1.5     93.0     89.3     94.9     96.1      5.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       23       24       25       27
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,886
COMMITMENTS
       0        0        0   12,253   12,384   12,253   12,384    1,633    1,502

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:       -451)
       0        0        0     -186     -451     -186     -451     -265        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.2     89.2     88.2     89.2     11.8     10.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,400
COMMITMENTS
       0    2,170      240   28,142   27,262   28,382   29,672    2,018      728

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        146)
       0       40        0      366      270      366      310     -220     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.1      0.8     92.6     89.7     93.4     97.6      6.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       26       22       28       24
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,741
COMMITMENTS
     696        0      180   10,755   11,508   11,631   11,688    1,110    1,053

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:         40)
     -16        0        0       26       40       10       40       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.0      1.4     84.4     90.3     91.3     91.7      8.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       19       16       21       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,764
COMMITMENTS
     126        0    1,186   46,033   46,760   47,346   47,946    1,418      818

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        253)
    -124        0      123      247      119      247      243        6       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      2.4     94.4     95.9     97.1     98.3      2.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       23       21       24       22
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| 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:       11,292
COMMITMENTS
       0        0        0   10,036   10,392   10,036   10,392    1,256      900

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        482)
       0        0        0      482      482      482      482        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.9     92.0     88.9     92.0     11.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       18       20       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       56,394
COMMITMENTS
       0        0        0   56,394   56,115   56,394   56,115        0      279

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      851,585
COMMITMENTS
       0        0        0  851,585  851,585  851,585  851,585        0        0

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    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 PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       31,732
COMMITMENTS
       0      362        0   31,539   30,304   31,539   30,666      193    1,066

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      2,570)
       0        0        0    2,570    2,570    2,570    2,570        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     99.4     95.5     99.4     96.6      0.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       11        9       11       11
 
 
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      521,314
COMMITMENTS
       0    1,584        0  521,314  519,730  521,314  521,314        0        0

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:     46,480)
       0        0        0   46,480   46,480   46,480   46,480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      0.0    100.0     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       10       10       10       12
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,686
COMMITMENTS
     220        0        0   47,256   47,686   47,476   47,686      210        0

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     99.1    100.0     99.6    100.0      0.4      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       33,132
COMMITMENTS
       0        0        0   32,665   32,939   32,665   32,939      467      193

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        230)
       0        0        0      230      230      230      230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.6     99.4     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       10       15       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       87,725
COMMITMENTS
     770      630        0   86,804   87,095   87,574   87,725      151        0

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.7      0.0     99.0     99.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       16       14       17       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,447,697
COMMITMENTS
       0    7,920        0  1447697  1439777  1447697  1447697        0        0

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      0.0    100.0     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       15       11       15       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      172,363
COMMITMENTS
     882      660        0  171,481  171,493  172,363  172,153        0      210

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      1,510)
       0        0        0    1,510    1,510    1,510    1,510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.4      0.0     99.5     99.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        0       24       26       25       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    2,873,123
COMMITMENTS
   8,712        0        0  2864411  2873123  2873123  2873123        0        0

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:     50,240)
       0        0        0   50,240   50,240   50,240   50,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       22       22       23       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,432
COMMITMENTS
       0    2,775        0   62,432   59,572   62,432   62,347        0       85

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.0    100.0     95.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       22       19       22       20
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,030,427
COMMITMENTS
       0   72,320        0  1030427  958,107  1030427  1030427        0        0

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:     13,510)
       0        0        0   13,510   13,510   13,510   13,510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.0      0.0    100.0     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       19       21       19       22
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,392
COMMITMENTS
   4,185      518       22   51,185   54,852   55,392   55,392        0        0

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      1,235)
       0        0        0    1,235    1,235    1,235    1,235        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.9      0.0     92.4     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       21       26       23       28
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,008,616
COMMITMENTS
  87,915   28,552        0  920,701  980,064  1008616  1008616        0        0

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:     15,287)
       0        0        0   15,287   15,287   15,287   15,287        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      2.8      0.0     91.3     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        0       22       23       24       25
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,814
COMMITMENTS
       0      152      209   20,172   20,410   20,381   20,771      433       43

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        579)
       0       75       37      484      439      521      551       58       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      1.0     96.9     98.1     97.9     99.8      2.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        2       34       36       36       38
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,999
COMMITMENTS
       0      150       25   17,101   17,624   17,126   17,799      873      200

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        166)
       0     -120        0      141      286      141      166       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.1     95.0     97.9     95.1     98.9      4.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       14       16       15       18
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,044
COMMITMENTS
       0        8       29   10,697   10,912   10,726   10,949      318       95

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        795)
       0      -49        0      645      844      645      795      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      0.3     96.9     98.8     97.1     99.1      2.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       15       20       16       21
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,897
COMMITMENTS
     430        0        0    8,086    8,477    8,516    8,477      381      420

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        419)
       0        0        0      396      418      396      418       23        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.0      0.0     90.9     95.3     95.7     95.3      4.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       25       23       26       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,783,222
COMMITMENTS
 312,303  102,072  889,063  1470322  1712531  2671688  2703667  111,534   79,555

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:     63,397)
 -12,035   -2,546   11,363   56,905   65,211   56,233   74,028    7,164  -10,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      3.7     31.9     52.8     61.5     96.0     97.1      4.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     145      103      186       95      102      343      304
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      114,019
COMMITMENTS
   1,683   41,474   28,394   80,801   41,138  110,878  111,005    3,141    3,014

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:     22,398)
     313    5,506    6,916   14,800    9,243   22,029   21,665      369      733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     36.4     24.9     70.9     36.1     97.2     97.4      2.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1       10       10       17       17       27       28
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      220,590
COMMITMENTS
  37,709   38,234      893  153,861  128,345  192,463  167,472   28,127   53,118

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      2,391)
     403      637       69    1,124     -702    1,596        4      795    2,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     17.3      0.4     69.7     58.2     87.2     75.9     12.8     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        5        4       24       23       32       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      159,787
COMMITMENTS
  39,514    4,703   28,369   89,021  123,716  156,904  156,787    2,883    2,999

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        454)
  -1,915      296    1,481      973   -1,263      540      514      -86      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      2.9     17.8     55.7     77.4     98.2     98.1      1.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      22       14       29       26       27       62       57
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      657,879
COMMITMENTS
  50,477        0   91,558  494,019  546,078  636,054  637,635   21,825   20,243

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      6,778)
    -710        0    1,528    5,396    5,290    6,214    6,818      563      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.0     13.9     75.1     83.0     96.7     96.9      3.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10        0       10       38       39       48       49
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,857
COMMITMENTS
     270      837      505   50,857   50,340   51,632   51,682    4,225    4,175

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      5,171)
      75     -142      100      954    1,171    1,129    1,129    4,042    4,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.5      0.9     91.0     90.1     92.4     92.5      7.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        5        2       45       45       48       51
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      130,810
COMMITMENTS
  14,609   38,151    8,490  101,582   78,166  124,681  124,807    6,129    6,003

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      1,914)
       0     -615      716    1,528    1,736    2,244    1,837     -330       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     29.2      6.5     77.7     59.8     95.3     95.4      4.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7       13       15       24       23       43       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,492
COMMITMENTS
   1,084    4,124    5,689   26,847   25,325   33,620   35,138    2,872    1,354

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:     -1,244)
    -350     -350     -740     -155     -402   -1,245   -1,492        1      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     11.3     15.6     73.6     69.4     92.1     96.3      7.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        6        5       15       15       21       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,200
COMMITMENTS
   1,795      450      264   24,850   26,450   26,909   27,164      291       36

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        225)
      36        0      114       75       75      225      189        0       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      1.7      1.0     91.4     97.2     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        2       28       32       31       35
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,923
COMMITMENTS
  16,519    2,739      348    3,586   19,950   20,453   23,037    3,470      886

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:       -152)
      69     -429       63     -221       32      -89     -334      -63      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.1     11.4      1.5     15.0     83.4     85.5     96.3     14.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      90       26        8       19       31      114       61
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       38,060
COMMITMENTS
  26,238    2,201      494    5,732   34,059   32,464   36,754    5,595    1,305

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:       -333)
     366      -50      -42     -395      281      -71      189     -263     -523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.9      5.8      1.3     15.1     89.5     85.3     96.6     14.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      96       16        5       21       36      120       55
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      366,155
COMMITMENTS
  89,885   12,107   45,191  201,825  292,997  336,901  350,295   29,254   15,860

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        899)
    -967      985   -5,459    6,156    4,907     -271      432    1,169      466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5      3.3     12.3     55.1     80.0     92.0     95.7      8.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      71       29       56       80       92      180      155
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       28,490
COMMITMENTS
   6,117      624    1,137   14,841   21,633   22,095   23,394    6,395    5,096

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      2,025)
   2,758     -109      109     -636    1,620    2,231    1,620     -206      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      2.2      4.0     52.1     75.9     77.6     82.1     22.4     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        3       13       20       18       23
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,937
COMMITMENTS
     658      150      275    6,804    7,195    7,737    7,620      200      317

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        886)
       0       50      -50      736      686      686      686      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      1.9      3.5     85.7     90.7     97.5     96.0      2.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        3       27       33       32       37
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       76,119
COMMITMENTS
   3,765    1,682    1,696   69,272   72,146   74,733   75,524    1,386      595

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      2,315)
      75        0        0    2,240    2,065    2,315    2,065        0      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      2.2      2.2     91.0     94.8     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        2       34       33       39       35
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,489
COMMITMENTS
   1,800        0        0   19,650   21,039   21,450   21,039       39      450

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        910)
     -55        0        0      965      910      910      910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.0      0.0     91.4     97.9     99.8     97.9      0.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       23       13       24       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,867
COMMITMENTS
     750      650        0   13,117   13,217   13,867   13,867        0        0

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        100)
     300        0        0     -200      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      4.7      0.0     94.6     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        0       26       26       28       27
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,470
COMMITMENTS
     435      800        0   17,084   17,647   17,519   18,447      951       23

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        577)
       0        0        0      441      577      441      577      136        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      4.3      0.0     92.5     95.5     94.9     99.9      5.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        0       22       18       24       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,135
COMMITMENTS
     842    1,010      387   19,648   19,480   20,877   20,877      258      258

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:      1,313)
     225      350     -150    1,014      889    1,089    1,089      224      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      4.8      1.8     93.0     92.2     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        2        2       35       37       39       41
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,992
COMMITMENTS
   1,314        0       36    8,492    9,704    9,842    9,740      150      252

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        544)
     414        0        0      130      544      544      544        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      0.0      0.4     85.0     97.1     98.5     97.5      1.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        1       25       21       28       22
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,921
COMMITMENTS
   2,663    1,539    1,517   34,633   37,617   38,813   40,673    3,108    1,248

CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST:        268)
    -204      102      155      311     -109      262      148        6      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      3.7      3.6     82.6     89.7     92.6     97.0      7.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        5        5       32       35       39       42
```

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Updated April 16, 2010